A CV in PDF is
A list of publications in PDF is
A list of selected recent publications in PDF is
The MS Program in Financial Mathematics
The web page for the MS-FM Program is
The Mathematics Department web page is
The Institute for Computational Mathematics and Engineering (ICME)
web page is
In the past I have been interested in waves
and diffusion in inhomogeneous or random media and in the mathematical
analysis of multi-scale phenomena that arise
in their study. Applications come from
electromagnetic wave propagation in the atmosphere,
underwater sound, waves in the lithosphere, diffusion
in porous media, etc. I have studied both linear and
nonlinear waves and diffusion,
in both direct and inverse problems.
I am now working on assessing multiple scattering effects
in imaging and communication systems, including time reversal
Another recent interest is financial mathematics, the use
of asymptotics for stochastic equations in analyzing complex
models of financial markets and in data analysis.
by J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Solna, Springer, 2007.
The Table of Contents is
The book is also available from
- A book on Stochastic Volatility
by Jean-Pierre Fouque, George Papanicolaou and K. Ronnie Sircar
Reviews are here.
The documentation of the software package SpecLab,
by G. Papanicolaou, C. Rino and K. Solna, is
here . This software package is designed
to simulate and analyze data with local power-law spectra. It was
completed under a Phase I Strategic Technology Transfer (STTR) project.
The documentation in pdf is