Fax: (650)725-4066
A CV in PDF is
here.

A list of publications in PDF is
here.

A list of selected recent publications in PDF is
here.

#### The MS Program in Financial Mathematics

The web page for the MS-FM Program is
here.

The Mathematics Department web page is
here.

The Institute for Computational Mathematics and Engineering (ICME)
web page is
here.

##

##

In the past I have been interested in waves
and diffusion in inhomogeneous or random media and in the mathematical
analysis of multi-scale phenomena that arise
in their study. Applications come from
electromagnetic wave propagation in the atmosphere,
underwater sound, waves in the lithosphere, diffusion
in porous media, etc. I have studied both linear and
nonlinear waves and diffusion,
in both direct and inverse problems.
I am now working on assessing multiple scattering effects
in imaging and communication systems, including time reversal
arrays.
Another recent interest is financial mathematics, the use
of asymptotics for stochastic equations in analyzing complex
models of financial markets and in data analysis.

************************************

- A book on waves in random media

### by J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Solna, Springer, 2007.

### The Table of Contents is
here.
The book is also available from
here .

###

## ************************************

## - A book on Stochastic Volatility

### by Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna

##

## ****************************************

## - Reprint of a book on Homogenization

### by Alain Bensoussan, Jack-Louis Lions and George Papanicolaou

###
is a reprint of the 1978 edition published by the American Mathematical Society in 2011.

The book is also available from here .