Jetlir Duraj's Homepage

Welcome!

This website keeps track of my research activity.

Current research interests: Probability Theory, Economic Theory

Email: jetlirduraj[at]gmail[dot]com

Education

Ph.D. Mathematics, Ludwig-Maximilians-University Munich, Germany - 2020

Ph.D. Economics, Harvard University, Cambridge, MA - 2020

B.Sc. and M.Sc. degrees in Mathematics, Ludwig-Maximilians-University Munich, Germany

B.Sc. and M.Sc. degrees in Economics, Ludwig-Maximilians-University Munich, Germany

Research

Economic Theory/Mathematical Economics

Mathematics

Random Walks in Cones: The case of nonzero Drift - (Stochastic Proc. Appl. 124(2014), 1503-1518)
On Harmonic Functions of Killed Random Walks in Convex Cones - (Electron. Commun. Probab.19(2014), no. 80, 1-10)
Invariance Principles for Random Walks in Cones - with Vitali Wachtel (Stochastic Proc. Appl. 130(2020), 3920-3942)
Green Function of a Random Walk in a Cone - with Vitali Wachtel (arxiv preprint) (superseded by Martin Boundary of Random Walks in Convex Cones - with Kilian Raschel, Pierre Tarrago and Vitali Wachtel)
Invariance Principles for Integrated Random Walks Conditioned to Stay Positive - with Michael Bär and Vitali Wachtel
On Kolmogorov Diffusion Conditioned To Stay Positive Forever - with Michael Bär (coming soon!)

Some Past Teaching

Harvard University

In the years 2016 - 2018 I taught three times the section/recitation for the graduate course Decision Theory, EC 2059 under the supervision of Prof. Tomasz Strzalecki. Being the first TA for that course ever, I prepared the section slides, as well as a set of exercises from scratch. (Section slides; set of exercises gathered for the course available upon request)
In the years 2016 - 2018 I taught three times the section/recitation for the graduate course Game Theory, EC 2010a under the supervision of Prof. Eric Maskin. I prepared section slides for that course and expanded a wonderful set of section notes, first produced by Kevin He. (Section slides - Section notes)
In the year 2018 I taught twice consecutively the section/recitation for the undergraduate course Capital Markets, EC 1723.

LMU Munich

In the years 2013-2014 I taught sections/recitations in undergraduate and graduate courses in Mathematical Statistics and Probability Theory. I was also a co-lecturer with Prof. Vitali Wachtel for the graduate topics class Random Walks Conditioned to Stay Positive.