Dr. Arun Kumar
Assistant Professor
Mathematics
Indian Institute of Technology, Madras
India
Biography
Dr. Arun Kumar received his PhD degree in Mathematics from IIT Bombay in 2012. He also holds a Master degree in Industrial Mathematics from IIT Roorkee. His PhD work is related to Subordinated Stochastic Processes that have applications in finance, fractional partial differential equations and statistical physics. Dr. Kumar has collaborated with faculty from well-known universities such as Michigan State University (USA), Auburn University (USA) and Wroclaw University of Science & Technology (Poland). During his stint at ARP Research LLP, Mumbai, as a research analyst, he worked on all the major asset classes i.e. Fixed Income, Equity, Currency, and Commodity.
Research Interest
Probability Theory and Stochastic Processes
Publications
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Kumar, A., Wylomanska, A. and Gajda, J. (2017). Stable Levy motion with inverse Gaussian subordinator. Physica A, 482, 486-500.
