It is impossible to be a mathematician without being a poet in soul
- Sofia Kovalevskaya
Teaching this semester...
Elementare Wahrscheinlichkeitstheorie und Statistik
Lecture notes
- Heat kernels and Dirichlet forms, mini-course at Universidad Complutense Madrid, January 2024, pdf.
- Semigroups, Markov processes and Dirichlet forms, Texas A&M, Spring 2023, pdf.
Videos
- Law of total probability, video
- Conditional probability - part 1, video
- Conditional probability - part 2, video
- Conditional probability - part 3, video
- Expectation continuous random variables, video
Previously taught
- MATH 411 - Probability, Fall 2019, Spring 2020, Fall 2023.
- MATH 485 - The art of (explaining) math, Spring 2023.
- MATH 663 - Semigroups, Markov processes and Dirichlet forms, Spring 2023.
- MATH 425 - The mathematics of contingent claims, Fall 2020, Fall 2022.
- MATH 304 - Linear Algebra, Spring 2022.
- MATH 606 - Theory of Probability I, Spring 2021.