Jean-Pierre Fouque

Email: 
fouque [at] pstat [dot] ucsb [dot] edu
Phone: 
(805) 893-2129
Address: 
Department of Statistics and Probability
South Hall, Office 5504
Santa Barbara, CA 93106-3110

Bio

Professor Fouque’s research focuses on Stochastic Processes, Stochastic Partial Differential Equations, Waves in Random Media and Financial Mathematics.

Jean-Pierre Fouque studied at the University Pierre et Marie Curie in Paris. He held positions at the French CNRS and Ecole Polytechnique, and at North Carolina State University. Since 2006, he is Professor and Director of the Center for Research in Financial Mathematics and Statistics at the University of California Santa Barbara. He was elected Fellow of the Institute of Mathematical Statistics in 2009, Chair of the SIAM Activity Group in Financial Mathematics (2009-2010), and Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2011.