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Mathematical Finance 643
Mathematics 640, 642, 644
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  Graduate School–New Brunswick 2014–2016 Programs, Faculty, and Courses Mathematics 640, 642, 644  

Mathematics 640, 642, 644

Degree Programs Offered: Master of Science, Doctor of Philosophy

Director of Graduate Program: Professor Stephen D. Miller, Hill Center for the Mathematical Sciences, Busch Campus (848-445-6994)

Website: http://www.math.rutgers.edu/grad

Members of the Graduate Faculty

Eric Allender, Professor of Computer Science, SAS; Ph.D., Georgia Institute of Technology
Complexity theory; parallel and probabilistic computation

Abbas Bahri, Professor of Mathematics, SAS; Doctorat, École Normale Supérieure (France)
Variational problems in nonlinear analysis and geometry

Tadeusz Balaban, Professor of Mathematics, SAS; Ph.D., Warsaw
Mathematical physics

José Barros-Neto, Professor Emeritus of Mathematics, SAS; Ph.D., Săo Paulo
Functional analysis; partial differential equations

R. Michael Beals, Professor of Mathematics, SAS; Ph.D., Princeton
Harmonic analysis; Fourier integral operators; partial differential equations

József Beck, Harold H. Martin Professor of Mathematics, SAS; Ph.D., Hungarian Academy of Sciences
Combinatorics; combinatorial games; number theory

Adi Ben-Israel, Professor of Management, RBS; Ph.D., Northwestern
Matrix theory; numerical linear algebra; convexity and optimization operations research; mathematical economics

Lev A. Borisov, Professor of Mathematics, SAS; Ph.D., Michigan
Algebraic geometry and related areas

Haim Brezis, Distinguished Visiting Professor of Mathematics, SAS; Doctorat, Paris
Nonlinear functional analysis; partial differential equations

Felix E. Browder, Professor of Mathematics, SAS; Ph.D., Princeton
Nonlinear functional analysis and partial differential equations

Anders Buch, Professor of Mathematics, SAS; Ph.D., Chicago
Algebraic geometry; combinatorics

Richard T. Bumby, Professor Emeritus of Mathematics, SAS; Ph.D., Princeton
Number theory

Terence Butler, Professor of Mathematics, SAS; Ph.D., Indiana
Differential equations

Lisa Carbone, Associate Professor of Mathematics, SAS; Ph.D., Columbia
Infinite dimensional groups and algebras; applications to number theory and physics

Eric Anders Carlen, Professor of Mathematics, SAS; Ph.D., Princeton
Mathematical physics; functional analysis and probability

Sagun Chanillo, Professor of Mathematics, SAS; Ph.D., Purdue
Classical analysis; partial differential equations

Gregory L. Cherlin, Professor of Mathematics, SAS; Ph.D., Yale
Logic; model theory; model theoretic algebra

Amy Cohen, Professor of Mathematics, SAS; Ph.D., California (Berkeley)
Partial differential equations; inverse scattering; Korteweg-de Vries equation

Richard M. Cohn, Professor Emeritus of Mathematics, SAS; Ph.D., Columbia
Differential algebra

Bernard Coleman, J. Willard Gibbs Professor Emeritus of Thermomechanics, Mechanical, and Materials Science, SE; Ph.D., Yale
Continuum mechanics; analysis

Richard S. Falk, Professor of Mathematics, SAS; Ph.D., Cornell
Numerical analysis; partial differential equations

Martin Farach-Colton, Professor of Computer Science, SAS; Ph.D., Maryland
Computational molecular biology; sequential and partial algorithms

Paul Feehan, Professor of Mathematics, SAS; Ph.D., Columbia
Partial differential equations; mathematical physics and four-manifold topology; mathematical finance

Mark Feighn, Professor of Mathematics, FAS-N; Ph.D., Columbia
Topology and geometric group theory; low-dimensional manifolds

Steven Ferry, Joshua Barlaz Professor of Mathematics, SAS; Ph.D., Michigan
Geometric topology; differential topology; differential geometry

Michael L. Fredman, Professor of Computer Science, SAS; Ph.D., Stanford
Data structures and algorithms; computational complexity

Siqi Fu, Professor of Mathematical Sciences, FAS-C; Ph.D., Washington (St. Louis)
Several complex variables

Giovanni Gallavotti, Distinguished Visiting Professor of Mathematics, SAS; Ph.D., Florence
Mathematical physics; statistical mechanics; quantum field theory; dynamical systems

Jane P. Gilman, Professor of Mathematics and Computer Science, FAS-N; Ph.D., Columbia
Riemann surfaces; Teichmuller theory; hyperbolic geometry

Simon G. Gindikin, Board of Governors Professor of Mathematics, SAS; Ph.D., Moscow; D.Sc., Mathematics Institute (St. Petersburg, Russia)
Theory of representations; integral geometry; several complex variables

Gerald A. Goldin, University Director, Science and Mathematics Partnerships, and Professor of Learning and Teaching, GSE; Ph.D., Princeton
Lie theory; mathematical physics; infinite dimensional; secondary education

Sheldon Goldstein, Professor of Mathematics, SAS; Ph.D., Yeshiva
Foundations of quantum mechanics; foundations of statistical mechanics; mathematical physics; probability theory

Roe Goodman, Professor of Mathematics, SAS; Ph.D., Massachusetts Institute of Technology
Representation theory and analysis on Lie groups

Stephen A. Greenfield, Professor Emeritus of Mathematics, SAS; Ph.D., Brandeis
Linear partial differential equations; several complex variables

Richard F. Gundy, Professor of Statistics and Mathematics, SAS; Ph.D., Chicago
Wavelets and time-frequency analysis; probability theory

András Hajnal, Professor Emeritus of Mathematics, SAS; Ph.D., Bolyai Institute (Szégéd, Hungary)
Combinatorics; mathematical logic; set theory

Zheng-Chao Han, Professor of Mathematics, SAS; Ph.D., Courant
Nonlinear analysis; partial differential equations

Xiaojun Huang, Professor of Mathematics, SAS; Ph.D., Washington (St. Louis)
Several complex variables

Yi-Zhi Huang, Professor of Mathematics, SAS; Ph.D., Rutgers
Conformal field theory; mathematics underlying string theory

Henryk Iwaniec, State of New Jersey Professor of Mathematics, SAS; Ph.D., Warsaw
Analytic number theory

Howard J. Jacobowitz, Professor of Mathematics, FAS-C; Ph.D., New York
Differential geometry

Jeffry N. Kahn, Professor of Mathematics, SAS; Ph.D., Ohio State
Combinatorics and related fields

Michael Kiessling, Professor of Mathematics, SAS; Ph.D., Bochum (Germany)
Mathematical physics: foundations of physics, statistical mechanics; analysis: nonlinear partial differential equations

János Komlós, Professor of Mathematics, SAS; Ph.D., Eötvös (Hungary)
Discrete mathematics; combinatorics; probability; theoretical computer science 

Alexander Kontorovich, Associate Professor of Mathematics, SAS; Ph.D., Columbia
Number theory; automorphic forms, homogeneous dynamics

Swastik Kopparty, Assistant Professor of Mathematics and Computer Science, SAS; Ph.D., Massachusetts Institute of Technology
Theoretical computer science; error-correcting codes; randomness and pseudorandomness; computational complexity

Antoni A. Kosinski, Professor Emeritus of Mathematics, SAS; Ph.D., Warsaw
Differential topology

Peter S. Landweber, Professor Emeritus of Mathematics, SAS; Ph.D., Harvard
Algebraic topology; bordism theory; generalized homology theory

Joel L. Lebowitz, George William Hill Professor of Mathematics and Director of the Center for Mathematical Sciences Research, SAS; Ph.D., Syracuse
Mathematical physics; statistical mechanics

James Lepowsky, Professor of Mathematics, SAS; Ph.D., Massachusetts Institute of Technology
Representation theory; vertex operator algebras; mathematics underlying string theory 

Haisheng Li, Professor of Mathematics, FAS-C; Ph.D., Rutgers
Vertex operator algebras; mathematics related to string theory

Yanyan Li, Professor of Mathematics, SAS; Ph.D., New York
Nonlinear analysis; partial differential equations

Liping Liu, Assistant Professor of Mathematics and Mechanical and Aerospace Engineering, SAS and SE; Ph.D., Minnesota (Twin Cities)
Mechanics and mathematics of material

Feng Luo, Professor of Mathematics, SAS; Ph.D., California (San Diego)
Topology and geometry; low-dimensional topology; geometric structures on manifolds

Richard N. Lyons, Professor of Mathematics, SAS; Ph.D., Chicago
Simple groups

Stephen D. Miller, Professor of Mathematics, SAS; Ph.D., Princeton
Automorphic forms; L-functions

Konstantin Mischaikow, Professor of Mathematics, SAS; Ph.D., Wisconsin (Madison)
Topological and computational dynamics; mathematical biology; nonlinear data analysis

Gregory Moore, Professor of Physics and Astronomy, SAS; Ph.D., Harvard
Theoretical high-energy physics

Lee Mosher, Professor of Mathematics and Computer Science, FAS-N; Ph.D., Princeton
Low-dimensional topology and geometry; geometric group theory

Benjamin Muckenhoupt, Professor Emeritus of Mathematics, SAS; Ph.D., Chicago
Harmonic analysis; orthogonal expansions; weighted norm inequalities

Roger Nussbaum, Professor of Mathematics, SAS; Ph.D., Chicago
Nonlinear functional analysis; differential-delay equations, nonlinear Perron-Frobenius theory

Daniel L. Ocone, Professor of Mathematics, SAS; Ph.D., Massachusetts Institute of Technology
Stochastic processes; stochastic control; filtering

Michael E. O'Nan, Professor Emeritus of Mathematics, SAS; Ph.D., Princeton
Permutation groups; simple groups

Barbara L. Osofsky, Professor Emerita of Mathematics, SAS; Ph.D., Rutgers
Ring theory; homological algebra

Ted Petrie, Professor Emeritus of Mathematics, SAS; Ph.D., Princeton
Algebraic and differential topology; transformation groups; algebraic group actions; equivariant surgery; financial mathematics

Andras Prekopa, Professor of Operations Research and Statistics, SAS; Ph.D., Budapest
Optimization of stochastic systems

John D. Randall, Associate Professor of Mathematics and Computer Science, FAS-N; Ph.D., Warwick (UK)
Differential topology; algebraic geometry

Vladimir Retakh, Professor of Mathematics, SAS; Ph.D., Moscow Pedagogical Institute
Noncommutative algebra and combinatorics; special functions and differential equations; mathematics education

Fred S. Roberts, Professor of Mathematics, SAS, and Director of DIMACS; Ph.D., Stanford
Applications of discrete mathematical models; graph theory; decision making; measurement theory

Xiaochun Rong, Professor of Mathematics, SAS; Ph.D., SUNY (Stony Brook)
Riemannian geometry

Joseph G. Rosenstein, Professor of Mathematics, SAS, and Associate Director of Education, DIMACS; Ph.D., Cornell
Mathematics education; logic; linear orderings; recursive model theory

David Ruelle, Distinguished Visiting Professor of Mathematics, SAS; Ph.D., Brussels
Statistical mechanics; dynamical systems

Siddhartha Sahi, Professor of Mathematics, SAS; Ph.D., Yale
Harmonic analysis on reductive Lie groups

Michael Saks, Professor of Mathematics, SAS; Ph.D., Massachusetts Institute of Technology Theory of computation; discrete mathematics


Shubhangi Saraf, Assistant Professor of Mathematics and Computer Science, SAS; Ph.D., Massachusetts Institute of Technology

Theoretical computer science (complexity theory and property testing)


Grigor Sargsyan, Assistant Professor of Mathematics, SAS; Ph.D., California (Berkeley)
Set theory: inner model theory, descriptive set theory, forcing, and large cardinals

Jane Cronin Scanlon, Professor Emerita of Mathematics, SAS; Ph.D., Michigan
Qualitative theory of ordinary differential equations; biomathematics

Vladimir Scheffer, Professor of Mathematics, SAS; Ph.D., Princeton
Geometric measure theory; partial differential equations 

Natasa Sesum, Associate Professor of Mathematics, SAS; Ph.D., Massachusetts Institute of Technology
Ricci flow, Yamabe flow, and other geometric flows; partial differential equations; complex geometry; Kahler-Einstein metrics

Saharon Shelah, Distinguished Visiting Professor of Mathematics, SAS; Ph.D., Hebrew (Israel)
Logic; model theory

Diana F. Shelstad, Professor of Mathematics and Computer Science, FAS-N; Ph.D., Yale
Harmonic analysis on algebraic groups related to number theory and geometry

Charles C. Sims, Professor Emeritus of Mathematics, SAS; Ph.D., Harvard
Computational group theory and algebraic algorithms

Avraham Soffer, Professor of Mathematics, SAS; Ph.D., Tel Aviv
Theory of partial differential evolution equations; Schrödinger operators and scattering theory; general mathematical physics

Jian Song, Professor of Mathematics, SAS; Ph.D., Columbia
Geometric analysis

Eduardo D. Sontag, Professor of Mathematics, SAS; Ph.D., Florida
Control theory and systems biology

Eugene R. Speer, Professor of Mathematics, SAS; Ph.D., Princeton
Mathematical physics

William Steiger, Professor of Computer Science, SAS; Ph.D., Australian National
Algorithms; discrete and computational geometry

Jacob Sturm, Professor of Mathematics and Computer Science, FAS-N; Ph.D., Princeton
Number theory; automorphic forms; geometric analysis

Hector J. Sussmann, Professor of Mathematics, SAS; Ph.D., New York
System and control theory

Mario Szégédy, Professor of Computer Science, SAS; Ph.D., Chicago
Theoretical computer science; programming languages; combinatorics; combinatorial geometry; artificial intelligence

Endre Szemerédi, State of New Jersey Professor of Computer Science, SAS; Ph.D., Budapest
Theoretical computer science; number theory; combinatoric; graph theory

Earl J. Taft, Professor of Mathematics, SAS; Ph.D., Yale
Hopf algebras

A. Shadi Tahvildar-Zadeh, Associate Professor of Mathematics, SAS; Ph.D., Princeton
Nonlinear hyperbolic partial differential equations

Jean E. Taylor, Professor Emerita of Mathematics, SAS; Ph.D., Princeton
Geometric measure theory; theory of crystal growth

Simon Thomas, Professor of Mathematics, SAS; Ph.D., London
Set theory; model theory; infinite groups

Gabor Toth, Professor of Mathematics, FAS-C; Ph.D., Eötvös (Hungary)
Differential geometry

J. François Tręves, Robert Adrain Professor Emeritus of Mathematics, SAS; Ph.D., Sorbonne
Functional analysis; linear partial differential equations; several complex variables

Roderich Alexander Tumulka, Associate Professor of Mathematics, SAS, Ph.D., Munich
Mathematical physics; foundations of quantum theory

Jerrold B. Tunnell, Associate Professor of Mathematics, SAS; Ph.D., Harvard
Number theory; automorphic forms

Wolmer V. Vasconcelos, Professor Emeritus of Mathematics, SAS; Ph.D., Chicago
Commutative algebra; computational algebra

Michael Vogelius, Board of Governors Professor of Mathematics, SAS; Ph.D., Maryland
Numerical analysis; partial differential equations

Charles A. Weibel, Professor of Mathematics, SAS; Ph.D., Chicago
Algebraic K-theory; homological algebra; algebraic topology; category theory

Richard L. Wheeden, Professor of Mathematics, SAS; Ph.D., Chicago
Harmonic analysis; harmonic functions; weighted norm inequalities; regularity for partial differential equations

Robert L. Wilson, Professor of Mathematics, SAS; Ph.D., Yale
Lie algebras

Christopher T. Woodward, Professor of Mathematics, SAS; Ph.D., Massachusetts Institute of Technology
Symplectic geometry; geometric quantization

Norman Zabusky, State of New Jersey Professor Emeritus of Computational Fluid
Dynamics, SE; Ph.D., California Institute of Technology
Vortex dynamics in two and three dimensions

Doron Zeilberger, Board of Governors Professor of Mathematics, SAS; Ph.D., Weizmann (Israel)
Algebraic and enumerative combinatorics; experimental mathematics

Associate Members of the Graduate Faculty

Michael Katehakis, Professor of Management Science and Information Systems, RBS; Ph.D., Columbia
Optimization, stochastic systems; dynamic programming; statistical analysis; applications to business and operations management

William F. Keigher, Associate Professor of Mathematics and Computer Science, FAS-N; Ph.D., Illinois
Differential and commutative algebra; category theory; algebraic geometry

Juan Pablo Mejía-Ramos, Assistant Professor of Learning and Teaching, GSE; Ph.D., Warwick (UK)

Mathematical reasoning, argumentation, and proof



 
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