Tomoyuki ICHIBA
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: July 2022.
