Professor, Department of Statistics, University of North Carolina at Chapel Hill , June 2006.

Associate Professor, Department of Statistics, University of North Carolina at Chapel Hill , July 2002 - May 2006

Assistant Professor, Department of Statistics, University of North Carolina at Chapel Hill ( July 00 - June 02)

Assistant Professor, Department of Mathematics, University of Notre Dame (June 98 - June 00)

Postdoctoral Fellow, Division of Applied Mathematics, Brown University (Aug. 96 - May 98)

Visiting Assistant Professor, Department of Mathematics, Iowa State University, (Aug. 95 - Aug. 96)

Visiting Assistant Professor, joint appointment, Department of Statistics and Center for Stochastic Processes, UNC-CH (Aug. 94 - Aug. 95)

• "Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function," with Arka Ghosh.
• "Molecular Motors, Brownian Ratchets, and Reflected Diffusions," with John Fricks.
• "Singular Control with State Constraints on Unbounded Domain," with Rami Atar, Annals of Probability.
• "A Large Deviations Approach to Asymptotically Optimal Control of Criscross Network in Heavy Traffic," with A.P. Ghosh, Annals of Applied Probabilty.

View a complete list at

Research Interests

• Nonlinear Filtering
• Stochastic Control Theory
• Stochastic Networks
• Large Deviations
• Stochastic Analysis

Graduate Students

• Kevin Ross
• Chihoon Lee
• Vasileios Maroulas