🕵🏻‍♂️ Research

• ORCID: 0000-0001-5188-1336

• Google Scholar: https://scholar.google.com/citations?user=OgxK2ycAAAAJ&hl=en

• ResearchGate: Sudip-Sinha-5

• Mathematics Genealogy ID: 287607

• Erdős number: 4

Currently, I am interested in the theoretical aspects of machine learning, specifically in language models, deep learning, stochastic control, and reinforcement learning.

My mathematical training is in probability theory and stochastic processes. My doctoral dissertation was on anticipating stochastic integrals with Prof Hui-Hsiung Kuo and large deviation principles with Prof Padmanabhan Sundar. To understand the motivation behind large deviation principles, you can check out my short write up on my blog. My master’s thesis was a study of the singular points method, a tree-based numerical method in mathematical finance used to price path-dependent exotic options.

My other interests include mathematical finance, optimization, numerical analysis, differential equations, and philosophy of mathematics.

Papers

4.  Hui-Hsiung Kuo et al. “On near-martingales and a class of anticipating linear stochastic differential equations”. In: Infinite Dimensional Analysis, Quantum Probability and Related Topics (2023). DOI: 10.1142/S0219025723500297.

3.  Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha. “An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals”. In: Journal of Stochastic Analysis 2.4 (2021). DOI: 10.31390/josa.2.4.08.

2.  Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha. “Anticipating Linear Stochastic Differential Equations with Adapted Coefficients”. In: Journal of Stochastic Analysis 2.2 (2021). DOI: 10.31390/josa.2.2.05.

1.  Hui-Hsiung Kuo, Sudip Sinha, and Jiayu Zhai. “Stochastic Differential Equations with Anticipating Initial Conditions”. In: Communications on Stochastic Analysis 12.4 (2018). DOI: 10.31390/cosa.12.4.06.

Doctoral dissertation

Sudip Sinha. “Anticipating Stochastic Integrals and Related Linear Stochastic Differential Equations” (2022). In: LSU Doctoral Dissertations. 5816. DOI: 10.31390/gradschool_dissertations.5816.

1. Anticipating Stochastic Integrals and Related Linear Stochastic Differential Equations, Louisiana State University, 2022-03-21 (doctoral defence, 50 min)

2. Stochastic Differential Equations with Anticipating Initial Conditions, JMM2020, 2020-01-17 (20 min)

3. A generalization of Itô calculus and large deviations theory, Louisiana State University, 2019-04-05 (general exam and research proposal, 50 min)

4. Introduction to Anticipating Stochastic Integrals, Louisiana State University, 2019-08-22 (20 min)

5. Pricing exotic path-dependent options — The Singular Points method, Università degli Studi dell'Aquila, 2015-10-23 (masters defence, 20 min)

6. The Coupon Collector’s Problem and Some Generalizations — A case study on the Panini World Cup 2014 Sticker Collection, Universität Hamburg, 2014-06 (20 min)