David Siska

I’m no longer a postgraduate student at the Edinburgh University School of Mathematics. I defended my thesis on 9th November 2007. My research interests are stochastic control theory, Bellman equations and numerical approximations.

When I’m not working I amuse myself with trifles like PhoneVoc.

Published articles:

• On Randomized Stopping (Download)

• On Finite-Difference Approximations for Normalized Bellman Equations (Download)

Thesis:

• Numerical approximations of stochastic optimal stopping and control problems

Talks:

• Probability at Warwick Workshop, July 2007: Finite-difference approximations for normalized Bellman equations
• SPDEs Workshop at Institut Mittag-Leffler, September 2007: On randomized stopping

Older:

• My MSc. Thesis: Stochastic Differential Equations Driven by Fractional Brownian Motion – a White Noise Distribution Theory Approach
• My Computer Science BSc. Project: Linux Virtual Memory: Improved Paging Algorithm and Control and the patch against Linux kernel version 2.4.17