Seminar: On the subsolution approach to efficient importance sampling By Prof. Boualem Djehiche (KTH Royal Institute of Technology, Stockholm)

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Boualem Djehiche received his Ph.D. 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.

About

  • Class schedule:  Monday, Apr. 21th, 2014 from 03:00 pm to 04:00 pm
  • Location: Building 1, Room 4214
  • Refreshments:  Available @ 02:45 pm

Biography

Boualem Djehiche received his Ph.D. 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, with applications in Insurance Mathematics, Mathematical finance, and Mathematical Epidemiology.