“We have not succeeded in answering all our problems. The answers we have found only serve to raise a whole set of new questions. In some ways we feel we are as confused as ever, but we believe we are confused on a higher level and about more important things.”
– from Oksendal’s Stochastic Differential Equations book
My interest broadly lies in dynamical and statistical properties of stochastic systems, natural and engineering systems alike. I also want to learn more how control, information, and thermodynamics can be used to study random processes.
Here are a few examples of what I would like to know more about:
For some concrete examples on the things I have done, in addition to original results in Google Scholar, the notes page will show you a few things I know and the reading list page will tell you where I’m heading next.