Sergey Lototsky
Professor
Department of Mathematics
University of Southern California
3620 S. Vermont Avenue, KAP 104
Los Angeles, CA 90089-2532
tel.: 213–740-2389, fax: 213–740-2424,
e-mail: lototsky (at) usc (dot) edu
Sergey Lototsky
Education
| Ph.D (Applied Mathematics) | August 1996 | University of Southern California | Advisor: B.L. Rozovskii |
| M.Sc. (Physics) | June 1992 | Moscow Institute of Physics and Technology | Advisor: R. Sh. Liptser |
Career
| May 16, 2003 – December 22, 2006 | Associate Professor | University of Southern California |
| September 1, 1998 – May 15, 2003 | Assistant Professor | University of Southern California |
| September 1, 1997 – July 31, 2000 | C.L.E. Moore Instructor of Mathematics | Massachusetts Institute of Technology |
| September 1, 1996 – August 22, 1997 | Post-doctoral member | Institute of Mathematics and its Applications, University of Minnesota |
Professional Background and Interests
- Probability Theory and Stochastic Processes
- Stochastic Partial Differential Equations
- Statistical Inference for Stochastic Processes
- Nonlinear Filtering
- Numerical Methods for Partial Differential Equations
- Mathematical Finance