Members

Faculty:

Jean-Pierre Fouque of the Department of Statistics and Applied Probability will direct the Center.

Other founding members include:

Statistics and Applied Probability: Drew Carter, Ian Duncan, Raya Feldman, Dawn Holmes, John Hsu, Tomoyuki Ichiba, Mike Ludkovski

Mathematics: Paul Atzberger, Bjorn Birnir, Mike Crandall

Economics: Steve LeRoy, Doug Steigerwald

Computer Science and Mechanical and Environmental Engineering: Linda Petzold

Postdoctoral fellows:

Hasanjan Sayit (PhD Cornell 2005) (2006-2007)

Jose E. Figueroa-Lopez (PhD Gatech 2004) (2006-2007)

Jesus Rodriguez (PhD Cornell 2005) (Winter and Spring 2007)

Martin Forde (PhD University of Bristol 2006) (2006-2008)

Mack Galloway (PhD Florida State University 2006) (Winter and Spring 2007, 2007-2010)

Hyekyung Min (PhD University of Michigan 2007) (2007-2009)

Oanu Catu (PhD Yale University 2007) (2008-2009)

Mike Landrigan (PhD University of California Irvine 2005) (2008-2009)

Adam Tashman (PhD Stony Brook University 2006) (2008-2010)

Tomoyuki Ichiba (PhD Columbia University 2009) (2009-2012)

Rohini Kumar (PhD University of Wisconsin-Madison 2009) (2009-2011)

Alexandra Chronopoulou (PhD Purdue University 2009) (2011-)

Gerard Brunick (PhD Camegie Mellon University 2008) (2011-)

Esteban Chavez (PhD Duke University 2012) (2012-)

Visitors:

Valdo Durrleman, Stanford University (May 15-17, 2007)

Ronnie Sircar (Princeton University) (May 19-23, 2007)

Nan Chen, Columbia University, IEOR (June 5-8, 2007)

Suhas Nayak (Stanford University) (June 11-13, 2007)

Sean Han (Taiwan) (June 18-24, 2007)

Marco Frittelli (Milano, Italy) (January 10-11, 2007)

Bruno Dupire (Bloomberg, NY) (April 25-27, 2007)

Helgi Tomasson (University of Iceland) (Fall 2007)

Stephane Villeneuve (Toulouse, France) (September 1, 2007 - January 31, 2008)

Marek Rutkovski (University of New South Wales) (October 7-12, 2007)

Marco Frittelli (Milano, Italy) (March 30, 2008 -- June 30, 2008)

Sebastian Jaimungal (University of Toronto) (April 12--23, 2008)

Jin Feng (Kansas University, July 4-11, 2008)

David Nualart (Kansas University) (October 11-15, 2008)

Yannis Karatzas (Columbia University) (October 19-22, 2008)

Jeong-Hoon Kim (Yonsei U, Korea) (January 12-27, 2009)

Ronnie Sircar (Princeton University) (January 13-24, 2009)

Masaaki Kijima (Tokyo Metropolitan University) (February 9-20, 2009)

Carole Bernard (University of Waterloo) (April 20-24, 2009)

Matheus Grasselli (McMaster University) (May 17-22, 2009)

Jeremy Staum (Northwestern University) (September 27, 2010)

Marco Frittelli (Milano University) (Fall 2010)

Jorge Zubelli (IMPA Rio Brazil) (January, 2011)

Bernt Okesendal (University of Oslo) (June, 2011)

Matheus Grasselli (McMaster University, Canada) (June, 2011)

Stephan Sturm (ORFE Princeton University) (October, 2011)

Srikanth lyer (Fall 2010)

Konstantinos Spiliopoulos (Brown University) (January, 2012)

Sergey Nadtochy (Oxford Man Institute) (January, 2012)

Yan Dolinsky (ETH Zurich) (January, 2012)

Henry Schellhorn (Claremont GraduateUniversity) (February, 2012)

Ronnie Sircar (ORFE Princeton University) (March, 2012)

Marco Frittelli (Milano University) (Spring 2012)