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Contact:
Contact:
Email: somnath@iiserb.ac.in
Email: somnathpradhanmath92@gmail.com
Office: 209, Academic Building-1
About me:
About me:
I am currently an Assistant Professor in the Department of Mathematics at Indian Institute of Science Education and Research, Bhopal. Before coming to IISERB, from 2021 to 2024, I was a Coleman Post Doctoral Fellow in the Department of Mathematics and Statistics at Queen's University, Canada, working in the research group of Prof. Serdar Yuksel. Before that, from 2019 to 2021, I was a National Post Doctoral Fellow at the Department of Mathematics, Indian Institute of Science Education and Research, Pune, India, working in the research group of Prof. Anup Biswas.
I am currently an Assistant Professor in the Department of Mathematics at Indian Institute of Science Education and Research, Bhopal. Before coming to IISERB, from 2021 to 2024, I was a Coleman Post Doctoral Fellow in the Department of Mathematics and Statistics at Queen's University, Canada, working in the research group of Prof. Serdar Yuksel. Before that, from 2019 to 2021, I was a National Post Doctoral Fellow at the Department of Mathematics, Indian Institute of Science Education and Research, Pune, India, working in the research group of Prof. Anup Biswas.
I obtained my integrated Ph.D. degree from the Department of Mathematics, Indian Institute of Science, Bangalore, India in 2019 under the supervision of Prof. Mrinal Kanti Ghosh.
I obtained my integrated Ph.D. degree from the Department of Mathematics, Indian Institute of Science, Bangalore, India in 2019 under the supervision of Prof. Mrinal Kanti Ghosh.
Research interests:
Research interests:
My research interest includes stochastic processes and its application to stochastic control theory and related fields such as
My research interest includes stochastic processes and its application to stochastic control theory and related fields such as
Stochastic systems
Filtering theory
Learning theory
Stochastic games
Stochastic dynamical systems.
Rough path theory
Mean-field games
Announcement:
Applications are invited for the post of ‘Research Associate’. I am looking for a candidate interested in the area of stochastic analysis and its application to stochastic control theory and related fields.
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