Knut Solna


Professor
Department of Mathematics
340 Rowland Hall
University of California at Irvine
Irvine, CA 92697-3875, USA


Office : 540G Rowland Hall
Tel : 949 824-3154
Fax : 949 824-7993
Dep : 949 824-5503
Cell : 949 302-2254




Email: ksolna@math.uci.edu

TEACHING:

  • Spring 2012: Math 270C.
  • class picture.
  • Fall 2012: Math 2A.
  • Winter 2013: Math 140B.
  • Spring 2013: Math 140C.

    • RESEARCH:

  • Publications.

    • BOOKS:

  • "Multiscale Stochastic Volatility for Equity Interest-rate and Credit Derivatives" by J.-P. Fouque, R. Sircar, G. Papanicolaou and K. Solna, CUP, Sept 2011.


  • Book on "Wave Propagation and Time Reversal in Randomly Layered Media" by J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Solna, Springer, 2007.


  • ``Mathematical and Statistical Methods for Imaging'', Editors H. Ammari, J. Garnier, H. Kang, and K. Solna, Contemporary Mathematics, AMS, August 2011.


  • ``Econometrics and Risk Management'' Editors J.P. Fouque, T.B. Fomby and K. Solna, Emerald Group Publishing Limited, 2008.




    • Links:
  • UCI.
  • UCI Mathematics Department.
  • UCI Maps.
  • eee.
  • Seminars at UCI.
  • The Norwegian Computing Center.
  • Institute for Computational and Mathematical Engineering at Stanford.