abpic2I am a Professor in the Department of Statistics and Operations Research at the University of North Carolina at Chapel Hill. I graduated in 1994 from UNC under the direction of Professor Gopinath Kallianpur.  After graduation I did a one year postdoc at Iowa State University, Math Department under Professor Wolfgang Kliemann and then a two year postdoc at Brown University, Division of Applied Mathematics under Professor Harold Kushner. I was a tenure track Assistant Professor at the University of Notre Dame, Department of Mathematics from 1998-2000 and in 2000 I returned to UNC. I work in probability and stochastic analysis and some of the topics I am interested in are Large Deviations, Stochastic Control, Stochastic Differential Games, Stochastic Networks, Stochastic Partial Differential Equations, Random Graphs, Stochastic Numerics, Nonlinear Filtering. Together with Paul Dupuis I have authored a book on theory and applications of Large Deviations, Analysis and Approximation of Rare Events.

According to Mathematics Genealogy Project my Mathematical Ancestors are: Gopinath Kallianpur, Herbert Robbins, Hassler Whitney, George Birkhoff, E.H. Moore, H.A. Newton, Michel Chasles, Siméon Poisson, Joseph Louis Lagrange, Pierre-Simon Laplace, Jean Le Rond d’AlembertLeonhard Paul Euler, Léonor CaronJohann Bernoulli, Jacob Bernoulli,  Pierre Varignon, Nicolas Malebranche, Gottfried Wilhelm Leibniz, Friedrich LeibnizPeter Werenfels, Theodore Zwinger Jr., Sebastien Beck, Johann Jacob Grynaeus, Simon Sulzer, Wolfgang Fabricius Capito, Ulrich Zasius.

Contact Information:

email: budhiraj”at”email.unc.edu

phone: (919) 962-2189