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Publications

, Khoshnevisan Davar, Nualart Eulalia

Journal of Theoretical Probability Vol 39 (2026)

, Khoshnevisan Davar, Nualart Eulalia

Probability Theory and Related Fields Vol 190, pp. 601-624 (2024)

Ferguson Alistair S, Mulholland Anthony J, Tant Katherine MM,

Wave Motion Vol 120 (2023)

, Joseph Mathew, Kim Kunwoo

Probability Theory and Related Fields Vol 185, pp. 553–613 (2023)

Tuan Nguyen Huy, , Ngoc Thach Tran, Wang Renhai

Bulletin des Sciences Mathématiques Vol 179 (2022)

, Nualart Eulalia

Journal of Differential Equations Vol 318, pp. 557-578 (2022)

Teaching

Given my educational background, I can teach a variety of courses both at the Undergraduate and Graduate level. These include topics various Mathematical Analysis, Probability theory, Harmonic Analysis, Abstract Algebra.

I am currently teaching Mathematics for our Masters Quantitative Finance program.

Research Interests

In short, I mainly work in Probability theory. More specifically, I have been studying stochastic partial differential equations(SPDE) focusing on their qualitative properties. This require the use of techniques from PDE theory, probability and Harmonic analysis.

Probability theory deals with the study of randomness and is therefore very important from the practical point of view. Randomness can be seen as an inherent feature of our physical world; the movement of a dust particle in a liquid is an example. To study systems where randomness plays an important role, one needs to develop a rigourous theory hence the need for Probability theory.

Probability theory and more specifically the study of stochastic differential equations have a lot of applications in a lot of applied fields. Finance, Physics, Biology and virtually all branches of engineering have found some use for these equations. In fact, problems from these fields have been a driving force behind the theoretical research.

Professional Activities

Speaker

19/4/2021

Peer reviewer

5/5/2020

Visiting researcher

27/2/2020

Speaker

4/1/2020

Speaker

10/6/2019

Invited speaker

20/5/2019

Projects

Foondun, Mohammud (Principal Investigator)

01-Jan-2025 - 31-Jan-2026

Foondun, Mohammud (Principal Investigator)

10-Jan-2023 - 16-Jan-2023

Foondun, Mohammud (Principal Investigator)

07-Jan-2023 - 17-Jan-2023

Foondun, Mohammud (Principal Investigator)

20-Jan-2022 - 25-Jan-2022

Foondun, Mohammud (Principal Investigator)

28-Jan-2022 - 03-Jan-2022

Foondun, Mohammud (Principal Investigator)

08-Jan-2017 - 26-Jan-2021