## 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