Theses
Variations of stochastic processes: alternative approaches
My doctoral dissertation.
An introduction to the proof of Fermat’s last theorem
My undergraduate honors thesis. Supervised by Ralph Greenberg.
Slides
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
Lecture notes
Moment estimates for Itô diffusions
Elementary properties of functions with one-sided limits
Conditional expectation (for professionals)
Conditional densities, mass functions, and expectations (for undergraduates)
The Feynman-Kac representation
The expectation of a product of Gaussian random variables
On the variance of pure jump processes
Supplemental theorems for the Wick product approach to SPDEs
Elementary limit theorems in probability
Modes of convergence and the two big limit theorems (for undergraduates)
Instructional/Expository Articles