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University of California Santa Barbara

Tomoyuki ICHIBA

Associate Professor, Department of Statistics & Applied Probability and Center for Financial Mathematics and Actuarial Research

at University of California Santa Barbara

Email address

ichiba [at mark] pstat [dot] ucsb [dot] edu

Work

Research: Probability Theory, Stochastic Processes and their applications. Stochastic Differential Equations, Collisions of Brownian Particles, Local Time of Semimartingales, Interacting particle systems, Stochastic Partial Differential Equations, Stochastic Filtering and Control, Fractional Brownian motions and rough path signature, Mathematical Economics & Finance (Stochastic Portfolio Theory and Systemic Risk Problems), and Data Science/Statistics in Finance, Molecular Biology & Sports.

Part of research is supported graciously by National Science Foundation grants NSF DMS-1313373 (September 2013 - August 2017), NSF DMS-1615229 (July 2016 - June 2020) and NSF DMS-2008427 (July 2020 - June 2023).

Teaching: Probability, Statistics and Actuarial Science classes.

Office: South Hall 5508 [map] University of California Santa Barbara

Mailing address

South Hall 5607 A, Department of Statistics & Applied Probability

University of California, Santa Barbara 93106

Last modified: June 2020.

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