Prof. Dong Myung Chung
Department of Mathematics
terests focus on the study of Stochastic Processes and Stochastic Calculus through the direction of developing infinite dimensional analysis like Wiener theory, Ito calculus, White noise calculus. These interests naturally led him to study Financial Mathematics. The major area he is working on is financial modeling based on Levy processes. His specific research interests focus on the study of semi-heavy tailed distributions and their associated stochastic process with application to financial modeling with jump processes. He had been an associate editor for Infinite Dimensional Analysis, Quantum Probability and Related Topics. He is currently a member of The Korean Academy of Science and Technology.
Wiener Theory, Ito calculus, White Noise Calculus, Levy processes, financial modeling based on Levy processes.