Every summer, we invite up to two eminent statisticians/probabilists to teach a short special topic course to our Ph.D. students. These 1-2 week-long courses, allow our Ph.D. students to engage with an eminent researcher to learn and discuss advanced topics in a relaxed setting. Recent Summer Visitors include Peter Buhlmann, John Lafferty, Sourav Chatterjee, Minge Xie, Denis Talay, Liza Levina, and Roman Vershynin.

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Podolskij, Mark

Professor, Department of Mathematics, Aarhus University

Year of Visit: 2012

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Mark Podolskij

Professor, Department of Mathematics, Aarhus University

Statistics Department, Summer Visitors
Year of Visit: 2012
http://www.podolskij.uni-hd.de/

Topics Course: G8201D- Topics in Probability

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Protter, Philip E.

Professor

pep2117@columbia.edu

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Philip E. Protter

Professor

Office: Room 1029 SSW
Phone: 212-851-2145
Email: pep2117@columbia.edu
Full-Time Faculty, Senior Faculty, Statistics Department, Summer Visitors
Website

Research Interests: Probability Theory, primarily in Mathematical Finance, but also in Markov Processes, Filtering Theory, and Numerical Analysis of Stochastic Differential Equations. Within Finance, recent interests include Ultra High Frequency Trading and Market Microstructure, Financial Bubbles, Mathematical Models of Insider Trading, and Models of Liquidity.

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