Mathematical Finance and Time-Series Model Simulation Lab.

Department of Mathematical
Sciences in KAIST

 

Dept. of Math., KAIST, 373-1 Guseong-Dong, Yuseong-Gu, Daejon 305-701, South Korea

  • Members

 

Alumni & Alumnae

 

  • Research Field
    • Singular integral equations & Boundary integral equations
    • Fracture mechanics and Magnetoencephalogram(MEG)
    • Stochastic diffrential equations
    • Mathematical Finance

 

  • Projects
    • Research for convergence of approximate solution of stochastic partial equations by stochastic FEM , KOSEF, 1988~1990
    • Collocaton-Galerkin methods for diffusion equations with random data, 1989~1990
    • Colocation-Least square method for diffuson equations with random data, KRF, 1989~1990
    • Sinulation and convergence of stochastic approximation, KOSEF, 1990~1992
    • Research on super-random number generator, ETRI, 1993~1994
    • Numerical approximaton, analytic functions and applications for crack problems, KOSEF, 1995~1997
    • Research on iterated numerical method of inverse splitting problems, KOSEF, 1997~1999