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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".
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.
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.
Expertise & Capabilities
Stochastic differential equations,
Stochastic Partial Differential equations
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- 4 Finished
20/11/22 → 25/11/22
Project: Knowledge Exchange (Conference / Seminar Hosting)
28/08/22 → 3/09/22
Project: Knowledge Exchange
Ferguson, A. S., Mulholland, A. J., Tant, K. M. M. & Foondun, M., 31 Jul 2023, In: Wave Motion. 120, 15 p., 103138.
Research output: Contribution to journal › Article › peer-reviewOpen AccessFile
Foondun, M., Khoshnevisan, D. & Nualart, E., 15 May 2023, Ithaca, New York, p. 1-19, 19 p.
Research output: Working paper › Working Paper/PreprintOpen AccessFile4 Downloads (Pure)
Mohammud Foondun (Speaker)19 Apr 2021
Activity: Talk or presentation types › Invited talk
Mohammud Foondun (Peer reviewer)5 May 2020
Activity: Publication peer-review and editorial work types › Journal peer review