Dr Anna Ananova
PhD
Status
Academic Faculty
Departmental Lecturer
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent publications
Pathwise integration with respect to paths of finite quadratic variation
Ananova, A Cont, R JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES volume 107 issue 6 737-757 (29 Oct 2016) http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000402943700003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=4fd6f7d59a501f9b8bac2be37914c43e Rough differential equations with path-dependent coefficients
Ananova, A Excursion Risk
Ananova, A Cont, R Xu, R 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