Curriculum Vitae

Education

Degrees: Doctor of Sciences (advanced degree in the USSR, 1989), Tbilisi State University, Tbilisi, Georgia, USSR – Mathematics. Thesis: Metric Properties of Linear Operators in Fourier Analysis.Ph.D. Tbilisi State University (1972), Tbilisi, Georgia, USSR – Mathematics. Thesis: Metric Properties of Functions and the Behavior of the Fourier Transform (supervised by Otar Tsereteli).B.S., Tbilisi State University (1969) – Mathematics, with highest honors.

Professional Experience

2001-now: Professor, Department of Mathematics, Ohio University.

1996-2001: Associate Professor, Department of Mathematics, Ohio University.

1995-96: Visiting Associate Professor, Department of Mathematics, Howard University.

1994-95: Visiting Professor, Department of Mathematics, Cornell University.

1993-94:Visiting Professor, College of Engineering and Dept. of Mathematics, Boston University.

1992-1993: Distinguished Visiting Scholar, College of Engineering, Boston University. Visiting Professor, Dept. of Mathematics, Boston University.

1989-1992: Leading Research Scientist. Institute of Mathematics, Georgian Academy of Sciences, Tbilisi, Georgia, USSR.

1984-89: Senior Research Scientist. Institute of Mathematics, Georgian Academy of Sciences, Tbilisi, Georgia, USSR.

1981-84: Visiting Associate Research Scientist. Steklov Institute of Mathematics, Leningrad, USSR.

1975-81: Associate Research Scientist. Institute of Mathematics, Georgian Academy of Sciences, Tbilisi, Georgia USSR.

1972-75: Research Scientist. Institute of Mathematics, Georgian Academy of Sciences, Tbilisi, Georgia, USSR.

Membership

American Mathematical Society

Refereeing Articles

Refereed articles for Mathematical Finance, Finance and Stochastics, Journal of Applied Mathematics and Stochastic Analysis, Mathematical Physics, Analysis, and Geometry, Duke Mathematical Journal, Proceedings of the American Mathematical Society, Journal of Mathematical Analysis and Applications, Studia Mathematica, Bulletin of the London Mathematical Society, Georgian Mathematical Journal, Journal of Functional Analysis, Collectanea Mathematica, Infinite Dimensional Analysis, Quantum Probability and Related Topics.

Invited Lectures, Seminar Talks, and Visits

1.Visit to the Banach International Mathematical Center (Warsaw, Poland) – September - December 1977.

2. Geometry of Banach Spaces, International Conference (Bucharest, Rumania) – 1981 (Section talk).

3.Visit to the University of Barcelona, Spain – October 1982.

4.Visit to the Institute of Mathematics of the Polish Academy of Sciences (Warsaw, Poland) – Fall 1988 (Seminar talk).

5.Visit to Princeton University – March 1990 (Seminar talk).

6. University of California at Berkeley – April 1990 (Seminar talk).

7. Stanford University – April 1990 (Seminar talk).

8. Michigan State University – April 1990 (Seminar talk).

9. Auburn University – May 1990 (Colloquium talk).

10. Kent State University – May 1990 (Seminar talk).

11. Syracuse University – June 1990 (Seminar talk).

12. Potential Theory and Related Topics, International Symposium (Nagoya, Japan) – September 1990 (Section talk).

13.Visit to the University of Crete, Greece – March 1991 (Seminar talk).

14.Visit to Brock University, Saint Catharines, Canada – October 1991 (Seminar talks).

15.Visit to Purdue University – November 1991 (Seminar talk).

16.Visit to the Michigan State University – December 1991 (Colloquium talk).

17. University of Pittsburgh – January 1992 (Seminar talk).

18. Kent State University – January 1992 (Seminar talk).

19. Ohio State University – February 1992 (Seminar talk).

20. University of South Carolina – March 1992 (Seminar talk).

21. Princeton University – March 1992 (Seminar talk).

22. University of California at Berkeley – April 1992 (Seminar talk).

23.Visit to California Institute of Technology – April 1992 (Seminar talk).

24. University of Oregon – April 1992 (Seminar talk).

25. Oregon State University – April 1992 (Seminar talk).

26. Centrally Isolated Harmonic Analysis Seminar, Cornell University – May 1992 (Invited talk).

27. Syracuse University – May 1992 (Seminar talk).

28. Columbia University – October 1992 (Seminar talk).

29. University of Chicago – December 1992 (Seminar talk).

30. De Paul University – February 1993 (Seminar talk).

31. University of Chicago – February 1993 (Seminar talk).

32. Old Dominion Operator Theory and Analysis Conference, University of Richmond – March 1993 (Invited talk).

33. Princeton University – April 1993 (Seminar talk).

34. Yale University – May 1993 (Seminar talk).

35.Visit to California Institute of Technology – November 1993 (Seminar talk).

36. Adelphi University – March 1994 (Seminar talk).

37. Rutgers University – April 1994 (Seminar talk).

38. Interactions Between Harmonic Analysis, Functional Analysis, and Probability, International Conference, University of Missouri at Columbia – May-June 1994 (Section talk).

39. Rensselaer Polytechnic Institute – January 1995 (Seminar talk).

40.Visit to Mathematical Center (CMAF), University of Lisbon, Portugal – March 1995 (Three seminar talks).

41. Conference on Complex Interpolation with Applications, George Mason University – October 1995 (Invited talk).

42. Auburn Mini-Conference on Harmonic Analysis and Related Areas, Auburn University – November 1995 (Invited talk).

43. Joint Meetings of the American Mathematical Society, Orlando, Florida – January 1996 (Section talk).

44. University of Maryland at College Park – February 1996 (Seminar talk).

45. Conference on Differential Methods in Interpolation, Fayetteville, Arkansas – April 1996 (Invited talk).

46.Visit to France – University of Bordeaux (Colloquium talk), University of Grenoble (Seminar talk), University Paris-Sud (Seminar talk) – December 1996.

47.Visit to Israel – the Technion (Haifa) (Seminar talk), Tel Aviv University (Seminar talk), Hebrew University (Jerusalem) (Seminar talk) – December 1996.

48. Rutgers University – March 1997 (Seminar talk).

49. Adelphi University – March 1997 (Seminar talk).

50. Meeting of the American Mathematical Society at College Park, Maryland – April 1997 (Section talk).

51. The International ISAAC’97 Congress, University of Delaware – June 1997 (Section talk).

52.Visit to Poland – Warsaw University (Seminar talk); Adam Mickiewicz University (Poznan), (Seminar talk) – June-July 1997.

53.Visit to the Michigan State University – October 1997 (Colloquium talk).

54.Visit to Spain, France, and Italy – the University of Barcelona (Barcelona, Spain) (Seminar talk), University Paris 6 (Paris, France) (Two seminar talks), Bordeaux University (Bordeaux, France) (Two seminar talks), Politechnico di Torino (Torino, Italy) (Seminar talk) – December 1997.

55.Visit to the University of Memphis – March 1998 (Colloquium talk).

56.Vanderbilt University – March 1998 (Colloquium talk).

57. Visit to California Institute of Technology – May 1998 (Seminar talk).

58. University of California at Riverside – May 1998 (Colloquium talk).

59. California State University at Long Beach – May 1998 (Seminar talk).

60. International Conference “Function spaces 5” – Poznan, Poland – August-September 1998 (Invited talk), (Chaired Lozanovsky Memorial Evening Session at the conference).

61.Visit to Vanderbilt University – October 1998 (Colloquium talk).

62.Visit to France and Germany – University of Grenoble, Grenoble, France (Three seminar talks), Universite Paris Sud, Paris, France (Seminar talk), the Technical University of Aachen, Aachen, Germany (Seminar talk) – December-January 1998-99.

63. Kent State University – March 1999 (Seminar talk).

64. University of Maryland at College Park – April 1999 (Colloquium talk).

65. 15th Southeastern Analysis Meeting – Vanderbilt University – May 1999 (Section talk).

66. The University of Chicago – June 1999 (Seminar talk).

67. De Paul University – June 1999 (Seminar talk).

68. Brock University, St Catharines, Ontario, Canada – June-July 1999 (Seminar talk and joint research).

69. Princeton University – October 1999 (Seminar talk).

70.Visit to Spain and France – University of Barcelona, Spain (Seminar talk), University of Granada, Spain (Seminar talk), University Cergy, France (Seminar talk), November-December 1999.

71.Visit to Caltech – February-March 2000 (Seminar Talk).

72. California State University, Long Beach – February 2000 (Colloquium talk).

73.Vanderbilt University – March 2000 (Colloquium talk).

74. University of South Carolina – March 2000 (Seminar talk).

75. Georgia Institute of Technology – March 2000 (Seminar talk).

76. International Workshop on Differential Equations and Optimal Control – Ohio University – May 2000 (Section Talk).

77.Visit to the International Banach Center (Warsaw, Poland) – International Workshop on Spectral Analysis of Second Order Differential and Difference Operators (chaired a session, talk) – August, 2000.

78.Visit to France and Belgium. Institut des Hautes Edudes Scientifiques (IHES), Bures-sur-Yvette, France – December 2000 (one month). University of Bordeaux, France – December 2000 (Seminar talk). Universite Paris 6, Paris, France – December 2000 (Seminar talk). University of Antwerp, Belgium – November 2000 (Seminar talk).

79. College of William and Mary – March 2001 (Seminar talk).

80. University of Virginia – March 2001 (Seminar talk).

81. Conference “Informal Analysis Seminar” – Kent State University – May 2001 (Invited Speaker).

82.Visit to Spain. Center of Mathematical Research (CRM) at the Institute of Catalonian Studies (Institut d’Estudis Catalans), Bellaterra, Spain – June-July 2001 (two months). Seminar talk in the joint University of Barcelona - Autonomous University of Barcelona Analysis Seminar – June 2001. Seminar talk in the Analysis Seminar at the University of Sevilla – June 2001.

83. Meeting of the American Mathematical Society at the Ohio State University, Columbus – September 2001 (section talk).

84. George Mason University – March 2002 (Colloquium talk).

85. The University of Chicago – May 2002 (Seminar talk, Calderon-Zygmund Seminar).

86. DePaul University – May 2002 (Colloquium talk)

87.Visit to France and Belgium – August-September 2002. International Conference on Stochastic Analysis and Potential Theory, Saint-Priest de Gimel, France (invited speaker, chaired a session).

88. Northwestern University – December 2002 (Seminar talk).

89. Conference on Harmonic Analysis: Calderon-Zygmund and Beyond – DePaul University – December 2002.

90. Princeton University – October 2003 (Seminar talk).

91. Bergman Spaces and Related Topics in Complex Analysis - A conference in honor of Boris Korenblum’s 80th birthday. Universitat de Barcelona, Spain; 20–22 November 2003 (attended).

92. Joint Universidad de Barcelona - Universidad Autonoma de Barcelona Analysis Seminar, Barcelona, Spain – December 2003 (Seminar talk).

93. Mini-course on backward Feynman-Kac propagators (3 lectures), Department of Mathematics, Universidad de Sevilla, Sevilla, Spain – January 2004.

94. Universidad Autonoma de Barcelona, Probability Theory Seminar, Barcelona, Spain – January 2004 (Seminar talk).

95. Centro de Ricerca Matematica Ennio De Giogi, Pisa, Italy, Semester on Harmonic Analysis – May 2004 (talk).

96. University Milano-Bicocca, Milan, Italy – May 2004 (Seminar talk).

97. University of Trento, Trento, Italy – May 2004 (Seminar talk).

98.Visit to the University of Antwerp, Belgium – June-July 2004.

99. University of Cardiff, Wales, UK – March 2005 (Seminar talk).

100.Visit to the Institute of Mathematics at the University of Barcelona, Spain – June 2005, Joint Universidad de Barcelona - Universidad Autonoma de Barcelona Analysis Seminar, Barcelona, Spain – June 2005 (Seminar talk).

101.Visit to the University of Antwerp, Belgium – June-July 2005.

102. American Mathematical Society meeting at Johnson City, Tennessee – October 2005 (invited secition talk).

103. Mini-Conference on Approximation Theory, Ohio State University (Invited speaker) –April 2006.

104.Visit to Portugal, Interdisciplinary Center at the University of Lisbon – June 2006. Invited section speaker at the Joint Meetings of the Portugese Mathematical Society. Seminar talk at the Interdisciplinary Center.

105. University of Milan, Italy – July 2006 (Seminar talk).

106. University of Bonn, Germany – July 2006 (Seminar talk).

107.Workshop ”Stochastic Fluid Mechanics and SPDEs” at De Giorgi Mathematical Research Center, Pisa, Italy – July 2006 (Talk).

108. Conference “Probabilistic and Combinatorial Approach in Analysis”, Kent State University (invited section speaker) – August 2006.

109. Boston University – March 2007 (Seminar talk).

110. Bentley College – March 2007 (Colloquium talk).

111. Ohio University – April 2007 (Colloquium talk).

112. University of Bern, Switzerland – June 2007 (Seminar talk).

113.Visit to Spain, Institute of Mathematics at the University of Barcelona – June-July 2007. Two talks: in the University of Barcelona Probability Theory Seminar and in the Autonomous University of Barcelona Probability Theory Seminar.

114.Visit to Germany, the Department of Mathematics at the University of Bielefeld – August 2007. Gave a course “Stochastic Volatility Models” in the International Graduate College, 14 hours.

115. Stanford University – September 2007 (Seminar talk).

116. Princeton University – October 2007 (Seminar talk).

117. The University of California Santa Barbara, Department of Statistics – March 2008 (Seminar talk).

118.XXXV Math Encounters 2008 – Madeira, Portugal, A research workshop in honor of Professor Ludwig Streit on the occasion of his 70th birthday, July 2008 (an invited participant).

119. University of Bonn, Germany, Institute for Applied Mathematics – June 2008 (Seminar talk).

120. University of Prague, Czech Republic, Department of Probability Theory and Statistics – July 2008 (Seminar talk).

121.Visit to Germany, the Department of Mathematics at the University of Bielefeld – August 208. Gave a course “Asymptotic Behavior of the Implied Volatility” in the International Graduate College, 14 hours.

122. Carnegie Mellon University, Department of Mathematics – October 2008 (Seminar talk).

123. Conference on Small-Time Asymptotics, Perturbation Theory and Heat Kernel Methods in Mathematical Finance, Wolfgang Pauli Institute, University of Vienna, Austria – February 2009 (Plenary talk).

124.Unversidad Complutense, Madrid, Spain – June 2009 (Seminar talk).

125. Universidad de Sevilla, Spain – June 2009 (Seminar talk).

126. Universidad de Barcelona, Spain – July 2009 (Seminar talk).

127.Visit to Germany, the Department of Mathematics at the University of Bielefeld – August 2009. Gave a course “Stochastic Volatility Models” in the International Graduate College, 14 hours.

128. Conference “Math`ematique a venir”, Paris , France (invited participant), December 2009.

129. University of Rouen, France – December 2009 (Seminar talk).

130. University of Padova, Italy – December 2009 (Seminar talk).

131. University of Venice, Italy – December 2009 (Seminar talk).

132. Bentley University – March 2010 (Seminar talk).

133.Visit to Germany, the Department of Mathematics at the University of Bielefeld – August 2010. Gave a course “Asymptotic Behavior of the Implied Volatility” in the International Graduate College, 14 hours.

134. Invited mini-symposium speaker at the SIAM Conference on Financial Mathematics, San Francisco, December 2010 (chaired a section).

135.Visit to ETH, Zürich, Switzerland, November-December 2010, seminar talk.

136. The University of Chicago – March 2011 (gave a talk in the Financial Mathematics Seminar at the Stevanovich Center for Financial Mathematics).

137.CBMS Conference: Ergodic Methods in the Theory of Fractals, Kent State University – June 2011.

138.Visit to Bielefeld University, Germany, August-September 2011, two mini-courses on financial mathematics.

139.Visit to Technische Universit¨at Berlin, Germany, October 2011. An invited speaker at Berlin Mini-Workshop “Asymptotic Expansions in Applied Analysis and Stochastics 2011”.

140.Visit to ETH, Zürich, Switzerland, February-March 2012.

141.Visit to the Institute of Mathematics at the University of Barcelona, Spain, April 2012, two seminar talks: The University of Barcelona and the Autonomous University of Barcelona.

142.Visit to Université Paris 7 and ´ Ecole Polytechnique, Paris, France, May 2012. Two talks at Paris 7 and two more at ´ Ecole Polytechnique.

143. Purdue University – March 2013 (Seminar talk).

144. Invited speaker at Global Derivatives 2013, Amsterdam, the Netherlands, April 2013.

145.Visit to ETH Zürich, Switzerland, May 2013, seminar talk.

146.Visit to Université Paris 7, France, May 2013, seminar talk.

147.Visit to Barcelona University, Barcelona, Spain, June 2013, a seminar talk at Universidad de Barcelona and a seminar talk at Universidad Autonoma de Barcelona.

148. Invited workshop speaker at the International Conference on Computational Science (ICCS 2013), Barcelona, June 2013.

149.Visit to the Imperial College London, March 2014, 1 week, seminar talk.

150.Visit to ETH Zürich, April 2014, 1 week, co-examinator on the PH.D. defence of Nicoletta Gabrielli.

151. Imperial College-ETH Workshop on Mathematical Finance, April 2014, chaired a session,

152.Visit to ´ Ecole Polytechnique, Paris, France, May 2014, two seminar talks.

153.Visit to Barcelona University, Spain, June 2014, a mini-course on the asymptotic behavior of the implied volatility, 4 hours.

154.Visit to ETH Zürich, Switzerland, July 2014, 2 weeks, joint research.

155.Visit to Université Paris 7, May 2015, 3 weeks, seminar talk.

156.Visit to the Imperial College London, June 2015, 2 weeks, seminar talk.

157.Visit to ETH Zürich, June 2015, 2 weeks, joint research.

158.Worcester Polytechnic – October 2015, seminar talk.

159. Carnegie Mellon University – November 2015, seminar talk.

160. The University of Chicago – March 2016, seminar talk.

161. Visit to Université Paris 7, May 2016, 3 weeks.

162. Visit to the Imperial College London, June 2016, 2 weeks, seminar talk.

163.Visit to the Technical University of Berlin, June 2016, 2 weeks, seminar talk.

164. Conference on the Mathematics of Energy Markets – Vienna, Austria – July 5-7, 2016 – gave a plenary Peter Laurence Memorial Talk.

165. SIAM Conference on Financial Mathematics and Engineering – Austin, Texas – November 17-19, 2016 – invited mini-simposium talk.

166.Visit to the Technical University of Berlin, May 2017, 2 weeks, joint research.

167.Visit the Institute of Mathematics at Barcelona University, Spain, June 1 - July 1, 2017, joint research, a seminar talk, and a lecture to the graduate students, 2 hours.

168. Bacelona Graduate School of Economics Summer Forum, invited speaker at the workshop “Fractional Brownian Motion and Rough Models”, Bacelona, Spain, June 8-9, 2017.

169.Visit to ETH Zürich, Switzerland, July 2017, 2 weeks, joint research.

170. The Michigan State University – September 2017, a colloquium talk in the Department of Statistics and Probability Theory.

171. The University of Michigan – September 2017, a colloquium talk in the Department of Mathematics.

172.AMS Spring Central Sectional Meeting, Ohio State University, Special Session on Recent Advances in Approximation Theory and Operator Theory, invited section speaker, Columbus, OH, March 2018.

173.Visit to the Technical University of Berlin, Germany, May 2018, 2 weeks, joint research.

174.Workshop “Fractional Processes in Finance”, Ecole Polytechnique, Paris, France, June 11, 2018, invited plenary speaker.

175.Visit to the Technical University of Dresden, Germany, June 2018, a colloquium talk in the Department of Mathematics.

176.Visit to the Technical University of Vienna, Austria, June 2018, 2 weeks, joint research and a seminar talk in the Department of Mathematics.

177.Visit to ETH Zürich, Switzerland, July 2018, 10 days, joint research.

178.ENSAE CREST Paris Tech, Paris, France – May 13, 2019, seminar talk.

179. Ecole des ponts Paris Tech, CERMICS, Paris France – May 16, 2019, seminar talk.

180.Vienna Congress on Mathematical Finance, Vienna, Austria – September 2019, invited speaker. TU Wien – September 2019, joint research.

181.Visit to the University of Barcelona, Spain – September-October 2019 (one month), joint research and seminar talk.

182.Visit to the University of Seville, Spain – October-November 2019 (two weeks), a mini-course on the elements of the theory of stochastic volatility models (3 lectures) and a seminar talk.

183. Visit to ENSAE tech, Paris, France – November 2019 (two weeks), joint research.

Languages

English, Spanish, Russian, Polish, Georgian.