ankita_jain_revised


Assistant Professor of the Practice

Education

Ph.D., University of Houston, 2012
M.S., Applied Mathematics (Computational and Financial Math) University of Houston, 2009

Research Areas

Applications of Statistics, Stochastic Modeling in Mathematical Finance, Atmospheric Science and Mathematical Biology

Current Research

Dr. Jain's research interests cover a wide range of subjects in applied mathematics and scientific computing especially in the area of applied stochastic processes. Currently she is working on developing a mathematical framework to efficiently calibrate the unknown parameters corresponding to a fairly general class of effective stochastic models for slow variables based on multiscale or observational data. The major goal in this situation is to find the optimal time scale for sub-sampling the original data to consistently estimate parameters in the reduced stochastic differential equation. Major application areas include fluid dynamics, mathematical finance, and chemical reaction networks.

Contact

Email: Ankita.Jain@nd.edu
Office: 146 Hayes-Healy Hall
Phone: (574) 631-1487
Fax: (574) 631-4822
Personal Website