Dr Anna Ananova
PhD
Status:
Academic Faculty
Departmental Lecturer
+44 1865 615138
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent Publications:
Rough differential equations with path-dependent coefficients
Rough differential equations with path-dependent coefficients
(31 January 2020)
Pathwise integration with respect to paths of finite quadratic variation
Pathwise integration with respect to paths of finite quadratic variation
Journal de Mathématiques Pures et Appliquées
issue 6
volume 107
page 737-757
(29 October 2016)
Excursion Risk
Excursion Risk
Research interests:
Pathwise Integration, Functional Ito Calculus, and Rough Path Theory
Stochastic Analysis, Probability Theory and Mathematical modelling in Finance
Mathematical foundations of Deep Learning
Teaching:
Introduction to Partial Differential Equations, Introduction to Probability, Financial Derivatives