Zaeem Burq
PhD Stochastic Processes
Department of Mathematics and
Statistics
Stochastic
Processes Research Group
The University of Melbourne,
Contact Details:
Room 201,
Richard Berry (Mathematics) Building,
University of Melbourne,
Parkville, Vic 3052, Australia.
Phone: 8344 4248
E-mail: zab#ms.unimelb.edu.au (replace #
with @)
Research:
Boundary Crossing Problems for Levy processes.
Supervisor: Assoc. Prof. Kostya
Borovkov.
Notes:
Inverse Crossing,
Discussion.
Presentations: MASCOS.
Publications:
Zaeem Burq and Owen Jones, Simulation of Brownian motion at first passage times.
To appear in Mathematics and Computers in Simulation. Preprint version.
Kostya Borovkov and Zaeem Burq, Kendall's identity for the
first crossing time revisited.
Electronic Communications in Probability, Vol. 6 (2001).
Teaching:
620-141
Mathematics A.
620-201
Probability.
620-301
Stochastic Processes.
620-302 Chance and Options AKA
300-332 Modelling in Insurance and Finance II.
Reading Groups:
2005 - Revuz & Yor, Continuous martingales and Brownian motion.
2004 - Feller, Probability Theory and its Applications, vol.2.