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


Office: 403.220.5092


Office : MS532


  • 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


Journal articles - peer reviewed

  • Sezer, Deniz, Le, Khoa and Kouritzin, Michael. "Laws of large numbers for super-critical branching Gaussian processes". Stochastic Processes and Applications (to appear), Print.

  • 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.

  • 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.


  • 2010 - Discovery Grant - NSERC