Yu-Juan Jien
Contact Information:
Office 1030
150 N. University Street
West Lafayette, IN 47907-2067
Office phone: 765-494-5964
E-mail: yjien@math.purdue.edu
Education:
Ph.D., Mathematics, Purdue University, expected May 2008.
M.S. in Mathematics with specialization in computational finance,
Purdue University, received August 2006.
B.S., Mathematics, National Taiwan University, Taiwan, 1993-1997.
Research Interests:
Probability Theory and Stochastic Processes.
Mathematical Finance.
Thesis Advisor:
Professor Jin Ma,
Professor of Mathematics, Purdue University.
E-mail: jinma@usc.edu
Publications:
Stochastic Differential Equations Driven by Fractional Brownian Motions
(with J. Ma), preprint.