BITS Pilani

  • Page last updated on Sunday, February 26, 2023

Research

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Research Interest

Stochastic process and its applications in Mathematical Finance and Inventory models. Stochastic modelling in Cosmology, Stochastic control theory, Partial differential equations and their applications.

 

Ph.D. Students

Ph.D. students:
 
As Supervisor: 
 
Status: Ongoing
 
(1) Mr. Ravi Shankar (2015PHXF0021G), expecting pre-submission by June 2023.
 
 Proposed Area: "Risk Sensitive Portfolio Optimization in Continuous Time."
 Proposal Acceptance Date: 03 Jan 2017 
 
 
As Co-Supervisor:  
 
Status: Completed
 
(1)  Dr. Parth Shah (2016PHXF0022G), defended on 10 May 2021.
 
Thesis Title: "Study on Various Cosmological Models Using Dynamical Systems."
 
(2) Dr. Karim Mosani (2016PHXF0415G), defended on 04th July 2022. 
 
Thesis Title: "Aspects of Visible Singularities in Gravitational Collapse."
 
 
 

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