Boualem Djehiche will be visiting the SRI Uncertainty Quantification Center during the period Mar. 13 - Aug. 14, 2014.
Biography
Boualem Djehiche received his Bachelor's 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 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, Superprocesses and Interacting Particle Systems, with applications in Euclidean Quantum Mechanics, Insurance Mathematics, Mathematical finance, and Mathematical Epidemiology.