Mohammud Foondun

Dr

  • United Kingdom

Accepting PhD Students

20092019
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Personal profile

Personal Statement

I am a Lecturer at Department of mathematics and Statistics at the university of Strathclyde. For my undergraduate studies, I went to the University of Mauritius where I studied Mathematics. My doctoral and post doctoral studies were done in the USA with Prof Richard Bass in Connecticut and with Prof Davar Khoshnevisan in Utah respectively. But all started at "Les Joyeux Pelerins".

Research Interests

In short, I mainly work in Probability theory. More specifically, I have been studying stochastic partial differential equations(SPDE) focusing on their qualitative properties. This require the use of techniques from PDE theory, probability and Harmonic analysis.

Probability theory deals with the study of randomness and is therefore very important from the practical point of view. Randomness can be seen as an inherent feature of our physical world; the movement of a dust particle in a liquid is an example. To study systems where randomness plays an important role, one needs to develop a rigourous theory hence the need for Probability theory.

Probability theory and more specifically the study of stochastic differential equations have a lot of applications in a lot of applied fields. Finance, Physics, Biology and virtually all branches of engineering have found some use for these equations. In fact, problems from these fields have been a driving force behind the theoretical research.

Teaching Interests

Given my educational background, I can teach a variety of courses both at the Undergraduate and Graduate level. These include topics various Mathematical Analysis, Probability theory, Harmonic Analysis, Abstract Algebra.

I am currently teaching Mathematics for our Masters Quantitative Finance program.

Academic / Professional qualifications

BSc, MS, PhD, FHEA.

Industrial Relevance

Finance, Engineering.

Expertise & Capabilities

Probability theory,

Stochastic differential equations,

Stochastic Partial Differential equations

Non-local operators

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Research Output 2009 2019

Remarks on a fractional-time stochastic equation

Foondun, M., 5 Apr 2019, In : Proceedings of the American Mathematical Society. 15 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Equations
Fractional
Derivatives
Derivative
Qualitative Behavior

The Osgood condition for stochastic partial differential equations

Foondun, M. & Nualart, E., 28 Jul 2019, (Accepted/In press) In : Annals of Probability. 19 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Partial Differential Equations
Space-time White Noise
Colored Noise
Blow-up Solution
Dirichlet Boundary Conditions

Activities 2009 2019

Workshop on the Theory and Applications of Stochastic Partial Differential Equations

Mohammud Foondun (Speaker)
10 Jun 2019

Activity: Talk or presentation typesInvited talk

Acad Sinica, Res Ctr Appl Sci

Mohammud Foondun (Visiting researcher)
20 May 2019

Activity: Visiting an external institution typesVisiting an external academic institution