Zachary Selk, Ph.D.
Coleman Assistant Professor
Contact Information
Email: zachary dot selk at queensu dot ca
About Me
Coleman Assistant Professor, Queen's University, 2022-Present. Mentors: Serdar Yüksel and Francesco Cellarosi .
Ph.D in Mathematics, Purdue University, 2016 - 2022. Advisers: Harsha Honnappa and Ben McReynolds.
B.S. in Mathematics with Minor in Physics, University of California at Davis, 2014. Adviser: Dirk Deckert
I am a Coleman Assistant Professor at Queen's University. My research interests are in probability theory and its applications. In particular, I am interested in stochastic differential equations, rough paths theory, Malliavin calculus, large deviations theory, Gaussian measure theory and stochastic control. I have also applied stochastic analysis to number theory.
Preprints
Stochastic Calculus for the Theta Process With Francesco Cellarosi. In preparation.
Stochastic Solutions for Hyperbolic PDE With Abdol-Reza Mansouri. Revisions at J. Stoch. Anal.
Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory With Somnath Pradhan and Serdar Yüksel.
A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions With Harsha Honnappa.
Publications
Rough Paths above Weierstrass Functions With Francesco Cellarosi. To Appear in C. R. Math. Acad. Sci. Paris
The Small-Noise Limit of the Most Likely Element is the Most Likely Element in the Small-Noise Limit With Harsha Honnappa. to appear in ALEA Lat. Am. J. Probab. Math. Stat.
Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments [Journal ] Statist. Probab. Letters, 2024.
Information Projection on Banach spaces with Applications to State Independent KL-Weighted Optimal Control [Journal]
With William Haskell and Harsha Honnappa. Appl. Math. Optim., 2021.
With Yanghui Liu and Samy Tindel. Ann. Inst. Henri Poincaré Probab. Stat., 2023.
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