Deniz Sezer
Associate Professor
Department of Mathematics and Statistics
PhD - Operations Research
Cornell University, 2005
BS High Honour - Mathematics
Middle East Technical University, 2000
BSE High Honour - Industrial Engineering
Middle East Technical University, 2000
Contact information
Phone
Office: 403.220.5092
Location
Office
: MS532
Courses
- MATH 581 - Stochastic Calculus for Finance
- MATH 681 - Stochastic Calculus for Finance
- STAT 217 - Introduction to Statistics II
- MATH 685 - Stochastic Processes
Research and teaching
Research areas
- Probability Theory
- Operations research
- Spatio-temporal processes
- Modeling of wind and solar energy
- Mathematical finance
Publications
Journal articles - peer reviewed
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Sezer, Deniz, Le, Khoa and Kouritzin, Michael. "Laws of large numbers for super-critical branching Gaussian processes". Stochastic Processes and Applications (to appear), Print.
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Sezer, Deniz and Salisbury, Tom. "The moment densities of super Brownian motion and an Harnack estimate for a class of X-harmonic functions". Potential Analysis 41.4 (2014): 1347-1358. Print.
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Sezer, Deniz and Salisbury, Tom. "Conditioning super-Brownian motion on its boundary statistics, and fragmentation". Annals of Probability 41.5 (2013): 3617-3657. Print.
- Sezer, Deniz and Madras, Neal. "Quantitative bounds for Markov Chain Convergence: Wasserstein and Total Variation distances". Bernoulli 16.3 (2010): 882-908. Print.
- Sezer, Deniz. "Filtration Shrinkage by level-crossings of diffusion". Annals of Probability 35.2 (2007): 739-757. Print.
- Sezer, Deniz, Jarrow, Robert and Protter, Philip. "Information Reduction by level-crossings in a credit risk model". Finance and Stochastics 11.2 (2007). Print.
Awards
- 2010 - Discovery Grant - NSERC