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Jason
Swanson Assistant Professor University of Central Florida Department of Mathematics 4000 Central Florida Blvd P.O. Box 161364 Orlando, FL 32816-1364 |
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| Office: Phone: Fax: Email: Personal homepage: Personal photos: Facebook profile: Google+ profile: |
MAP 202E (407) 823-0148 (407) 823-6253 jason (at) swansonsite (dot) com http://swansonsite.com http://photos.swansonsite.com http://facebook.com/probabilist http://gplus.to/probabilist |
I received my B.S. in 1998, M.S. in 2003, and Ph.D. in 2004, all in mathematics, and all from the University of Washington in Seattle, WA. I was a VIGRE Van Vleck Visiting Assistant Professor at the University of Wisconsin-Madison from 2004--2007. My research area is probability theory, and my primary interests currently include stochastic differential equations, stochastic partial differential equations, interacting particle systems, weak convergence theorems for stochastic processes, Brownian motion, fractional Brownian motion, and financial mathematics.
Curriculum
Vitae (pdf)
Updated December 7, 2011
Homepage for MAC 2312 Calc II
Homepage for MAA 6229
Analysis II
Seminar
on Stochastic Processes 2012, University of Kansas (Mar
22-24, 2012)
AMS Central Meeting, Special Session on Stochastic Analysis,
University of Kansas (Mar 30-Apr 1, 2012)
Graduate Student
Probability Conference 2012, Georgia Tech (Apr 27-29, 2012)
2012
Southeastern Probability Conference, Duke University (May
14-15, 2012)
Probability,
Control and Finance: A Conference in Honor of Ioannis Karatzas,
Columbia University (Jun 4-8, 2012)
8th World Congress in Probability and Statistics, Istanbul
(Jul 9-14, 2012)
Thirty Fourth Midwest Probability Colloquium, Northwestern University
(Oct 11-13, 2012)
Workshop for Women in Probability, Duke University (Oct
14-16, 2012)
36th Conference on Stochastic Processes and Their Applications,
University of Colorado Boulder (Jul 29-Aug 2, 2013)
Careers involving probability and statistics
Careers in Mathematics
The Best and Worst Jobs in the U.S.
Student Careers
Mathematics-Related Professions
Why Major In Mathematics?
Occupational Outlook Handbook, 2010-11 Edition: Mathematicians
Peter
Donnelly on YouTube (Title: How juries are fooled by
statistics)
Randy
Pausch Lecture: Time Management
The Probability Web
MathOverflow
Wolfram|Alpha
ProofWiki
Almost Sure
mathtube.org
The Mathematical Atlas
GmailTeX
The
calculus of differentials for the weak Stratonovich integral (pdf)
[arXiv:1103.0341]
Fluctuations
of the empirical quantiles of independent Brownian motions (pdf)
Stochastic Process.
Appl., 121(3):479–514, 2011. link: http://dx.doi.org/10.1016/j.spa.2010.11.012
[arXiv:0812.4102]
The
weak Stratonovich integral with respect to fractional Brownian motion
with Hurst parameter 1/6 (pdf)
(with Ivan
Nourdin and Anthony
Réveillac)
Electron. J. Probab.,
15:2087–2116, 2010. link: http://www.math.washington.edu/~ejpecp/
[arXiv:1006.4238v1]
Crowding
of Brownian spheres (pdf)
(with Krzysztof
Burdzy and Soumik Pal)
ALEA Lat. Am. J. Probab.
Math. Stat., 7:192–205, 2010. link:
http://alea.impa.br/english/index_v7.htm
[arXiv:1002.1057]
A
change of variable formula with Itô correction term
(pdf)
(with Krzysztof
Burdzy)
Ann. Probab.,
38(5):1817–1869, 2010. link:
http://dx.doi.org/10.1214/09-AOP523
[arXiv:0802.3356]
Asymptotic
behavior of a generalized TCP congestion avoidance algorithm (pdf)
(with Teunis J. Ott)
J. Appl. Probab.,
44(3):618–635, 2007. link: http://dx.doi.org/10.1239/jap/1189717533
[arXiv:math/0608476]
Variations
of the
solution to a stochastic heat equation (pdf)
Ann. Probab.,
35(6):2122–2159, 2007.
link:
http://dx.doi.org/10.1214/009117907000000196
[arXiv:math/0601007]
Weak
convergence of the scaled median of independent Brownian motions
(pdf)
Probab. Theory Related
Fields, 138(1-2):269–304, 2007. link: http://dx.doi.org/10.1007/s00440-006-0024-3
[arXiv:math/0507524]
Stationarity
of some processes in transport protocols (pdf)
(with Teunis J. Ott)
SIGMETRICS Perform.
Eval. Rev., 34(3):30–32, 2006. link: http://dx.doi.org/10.1145/1215956.1215969
Variations
of stochastic processes: alternative approaches (pdf)
My doctoral dissertation.
An
introduction to the proof of
Fermat’s last theorem (pdf)
My undergraduate honors thesis. Supervised by Ralph Greenberg.
The calculus of differentials for the weak Stratonovich integral
Fluctuations of the empirical
quantiles of independent
Brownian motions
A
change of variable formula with Itô correction term
Elementary properties
of functions with one-sided limits
Malliavin Calculus
in Rd
Conditional expectation
(for professionals)
Conditional
densities, mass functions, and expectations (for
undergraduates)
Transfinite induction
The Feynman-Kac
representation
The expectation of
a product of Gaussian random variables
Lemmas for the
Skorohod space
On the variance of pure jump processes
Supplemental theorems for the Wick product approach to SPDEs
Elementary limit theorems in probability
Game theory and
poker
Randomness in science
The penny game