## 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

## Instructional/Expository Articles