Ph.D. Students of Andrzej Korzeniowski
N. Ghorbani Option Pricing with Investment Strategy under Stochastic Interest Rates, 2021
J. Ngozan Stochastic Risk Measures for the Lundberg Model with Reinsurance and Investment, 2020
J. Patterson Modeling an M/M/1 Queue with Unreliable Service and a Working Vacation, 2019
L. H. Smith Discrete Time Risk Models with Random Premiums, 2018
R. Traylor Stochastic Reliability Models for a General Server and Related Networks, 2016
W. Ventura On Solving Finitely Reflected Backward Stochastic Differential Equations, 2015
T. Seaquist Optimal Stopping for Markov Modulated Ito-Diffusions with Applications to Finance, 2013
A. Oprisan Large Deviation Principle for Functional Limit Theorems, 2009
C. Grantz Asymptotics of the Diameter for Large Random Graphs, 2005
J. Gutzler Stability of Stochastic Differential Equations, 1998
S. Datta Importance Sampling in Feynmann-Kac Path Integral Approach to Quantum Mechanics (co-directed with J. Fry), 1996
J. Rejcek Application of the Feynman-Kac Path Integral Method to Find the excited States of Quantum Systems (co-directed with J. Fry), 1995
C. Orr Feynmann-Kac Path Integral Calculations of the Ground State (co-directed with J. Fry – Physics Department), 1992