Boualem Djehiche will be visiting the SRI Uncertainty Quantification Center during the period Mar. 13 - Aug. 14, 2014.
3/13/2014
News Details
Boualem Djehiche will be visiting the SRI Uncertainty Quantification Center during the period Mar. 13 - Aug. 14, 2014.
Office 4200-CU02
Biography
Boualem Djehiche received his Bachelor
degree in Mathematics from Houari Boumedienne University, Algeria in
1986, his Licentiate degree in Mathematical Statistics and insurance
mathematics from Stockholm University in 1988 and his PhD in Mathematics
from KTH Royal Institute of Technology, Stockholm ,in 1993. Since the
year 2001 he is a Professor of Mathematical Statistics at KTH Royal
Institute of Technology, Stockholm.
His main research interests are
in the area of Stochastic Analysis and include the Theory of Large
Deviations, Stochastic Control and Optimization, Superprocesses and
Interacting Particle Systems, with applications in Euclidean Quantum
Mechanics, Insurance Mathematics, Mathematical finance and Mathematical
Epidemiology.
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