Erhan Cinlar
Encyclopedia
Erhan Çinlar is a probabilist
and the Norman J. Sollenberger Professor in Engineering at Princeton University
. He is member of the Operations Research
and Financial Engineering (ORFE) department at Princeton University. He graduated from the University of Michigan
in 1965.
Çinlar is the co-founder (along with Kai-lai Chung and Ronald Getoor) of the Seminar on Stochastic Process
es which is an annual conference on probability topics such as Markov process
es, Brownian motion
, superprocesses, stochastic analysis, and mathematical finance
.
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...
and the Norman J. Sollenberger Professor in Engineering at Princeton University
Princeton University
Princeton University is a private research university located in Princeton, New Jersey, United States. The school is one of the eight universities of the Ivy League, and is one of the nine Colonial Colleges founded before the American Revolution....
. He is member of the Operations Research
Operations research
Operations research is an interdisciplinary mathematical science that focuses on the effective use of technology by organizations...
and Financial Engineering (ORFE) department at Princeton University. He graduated from the University of Michigan
University of Michigan
The University of Michigan is a public research university located in Ann Arbor, Michigan in the United States. It is the state's oldest university and the flagship campus of the University of Michigan...
in 1965.
Çinlar is the co-founder (along with Kai-lai Chung and Ronald Getoor) of the Seminar on Stochastic Process
Stochastic process
In probability theory, a stochastic process , or sometimes random process, is the counterpart to a deterministic process...
es which is an annual conference on probability topics such as Markov process
Markov process
In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time-varying random phenomenon for which a specific property holds...
es, Brownian motion
Brownian motion
Brownian motion or pedesis is the presumably random drifting of particles suspended in a fluid or the mathematical model used to describe such random movements, which is often called a particle theory.The mathematical model of Brownian motion has several real-world applications...
, superprocesses, stochastic analysis, and mathematical finance
Mathematical finance
Mathematical finance is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive and extend the mathematical...
.