Research profile
Stochastic analysis, control, applied probability, and mathematical finance.
I am a professor of mathematics at the University of Michigan. My research lies at the intersection of probability, stochastic analysis, optimization, and machine learning. I develop probabilistic and analytical methods for mathematical finance, stochastic control, reinforcement learning, mean-field games, and interacting-agent systems, with a particular interest in decision-making under uncertainty and the behavior of large populations.
Research & seminars
- Financial & Actuarial Mathematics at Michigan
- Financial Mathematics Seminar
- SIAM Financial Mathematics virtual seminars · recordings
- Turkish Mathematical Society Distinguished Colloquium · YouTube
- Machine Learning in Finance seminar
- Machine Learning and Mean Field Games seminar
- Vega Institute Talks · recordings
- IMSI, University of Chicago
- CIRM
- PIMS MathTube
- BIRS
Professional profiles
Contact
Department of Mathematics
University of Michigan
2868 East Hall
erhan (at) umich (dot) edu