Guillermo Ferreyra

Professor

Ph.D., Rutgers University, 1983

Licenciado, Univ. de Cordoba, Argentina, 1977

Ph.D., Rutgers University, 1983

Licenciado, Univ. de Cordoba, Argentina, 1977

Academic Positions

• Professor, Department of Mathematics, Louisiana State University, 1996 – present

• Associate Professor, Department of Mathematics, Louisiana State University, 1989 – 1996

• Research Assistant Professor, Brown University, 1986-1987

• Assistant Professor, Department of Mathematics, Louisiana State University, 1983 --1989

Administrative Positions

• Associate Dean for Science Education, College of Science, Louisiana State University, 2012-

• Deputy Superintendent, Office of STEM, Louisiana Department of Education, July 2010-June 2012

• Dean, College of Arts and Sciences, Louisiana State University, July 2004–June 2009

• Interim Dean, College of Arts and Sciences, Louisiana State University, January – June 2004

• Chair, Department of Mathematics, Louisiana State University, July 2000 – December 2003

Research Interests: Deterministic and Stochastic Control Theory, Partial Differential Equations, Probability Theory, Financial Mathematics.

Publications:

Books:

1. Evolution Equations, edited jointly with G. Goldstein and F. Neubrander, Lecture Notes in Pure and Applied Mathematics, 168, Marcel Dekker, New York, 1994.
2. Differential Geometry and Control, edited jointly with R. Gardner, H. Hermes and H. Sussmann, Proc. Symposia Pure Mathematics, 64, American Mathematical Society, Providence, RI, 1999.

Journal articles:

• "On the Degenerate Partial Differential Equations of Stochastic Nonlinear Filtering", Communications in P.D.E., Vol. 10, No. 6, (1985), pp. 555-634.
• "On the Weak Cauchy Problem in the Large for Semilinear Degenerate Parabolic Equations", Boll. Unione Mat. Italiana, Vol. 7, Part 1-B (1987), pp. 571-589.
• "A Wong-Zakai Type Theorem for Certain Discontinuous Semimartingales", Journal of Theoretical Probability, Vol. 2, No.3, (1989), pp. 313-323.
• "Approximation of Stochastic Equations Driven by Predictable Processes", Probability Theory and Related Fields, Vol. 83 (1989), pp. 391-403.
• "The Optimal Control Problem for the Vidale-Wolfe Advertising Model Revisited", Optimal Control Appl. and Methods, Vol. 11 (1990), pp. 363-368.
• "Optimal Advertising in Growing-Stabilizing Markets", (with J.R.Dorroh), Optimal Control Applications and Methods, Vol. 14 (1993) pp. 221-228.
• "Optimal Advertising in Exponentially Decaying Markets", (with J.R.Dorroh), Journal of Optimization Theory and Applications, Vol. 79, 2 (1993), pp. 219-236.
• "A Simple Free Boundary Problem in $R^d$", (with Omar Hijab), SIAM Journal on Control and Optimization, Vol. 32, No. 2 (1994) pp. 501-515.
• "A Multi-state, Multi-control Problem with Unbounded Controls", (with J.R. Dorroh), SIAM Journal on Control and Optimization. Vol. 32, No. 5 (1994) pp.1322-1331.
• "Smooth Fit for Some Bellman Equations",(with O. Hijab), Pitman Research Notes in Math., Vol. 324 (1995) pp. 116-122.
• "Piecewise $C^1$ Viscosity Solutions of Some Bellman Equations", (with J. R. Dorroh), Communications in Applied and Nonlinear Analysis, Vol. 4 (1997) pp. 63-65.
• "A Free Boundary Problem in $R^d$ with Both Smooth and Nonsmooth Fit",(with J. R. Dorroh), SIAM Journal on Control and Optimization, Vol. 36, No. 2, (1998) pp. 579-589.
• "A Technique for Stochastic Control Problems with Unbounded Control Set", (with J. R. Dorroh and P. Sundar), J. Theoretical Probability, Vol. 12 (1999) pp. 255-270.
• "Control Optimo Determinista Via Programacion Dinamica", (with J. Pascal) (spanish with english abstract), Divulgaciones Matematics, vol. 7, No. 2, 1999.
• "Comparison of Solutions of Stochastic Equations and Applications ", (with P. Sundar), Stochastic Analysis and Applications, Vol. 18, No. 2, (2000) pp. 211-229.
• "Comparison of Stochastic Volterra Equations ", (with P. Sundar), to appear in Bernoulli.

  Other refereed articles:

• "Robust Nonlinear Filtering for a Problem with Unbounded Signal" (with H. J. Sussmann), Proc. of the 20th IEEE Conference on Decision and Control, vol.1, San Diego, California, Dec. 1981.
• "The Robust Equation Approach to Multidimensional Stochastic Nonlinear Filtering", Probability Theory on Vector Spaces III, Lecture Notes in Mathematics 1080, (1983), pp. 46-60.
• "The Robust Equation of Nonlinear Filtering", Proc. of the 1984 American Control Conference, San Diego, California, June 1984, pp. 1470-1474.
• "Smoothness of the Unnormalized Conditional Measures of Stochastic Nonlinear Filtering", Proc. of the 23rd IEEE Conference on Decision and Control, Las Vegas, Nevada, Dec. 1984, pp. 705-711.
• "Stochastic Integral Equations Controlled by COLLOR Precesses", Proc. 26th IEEE Conference on Decision and Control, Los Angeles, California, Dec. 1987, pp. 769-770.
• "Optimal Advertising in a Time-Varying Market", (with J.R.Dorroh), 31st IEEE Conference on Decision and Control, Tucson, Arizona, Dec. 1992, pp. 2429-2431.
• "An Optimal Synthesis with Ordered Simultaneous Impulses", Proceedings of the 32nd IEEE Conference on Decision and Control, San Antonio, Texas, Dec. 1993, pp. 3797-3799.
• "Diffusions with Positive Unbounded Controls",(with J. R. Dorroh and P. Sundar),Proceedings of the 33rd IEEE Conference on Decision and Control, Orlando, Florida, Dec. 1994, pp.2591-2593.
• "Linear-Convex Singular Control in Two Dimensions", (with O. Hijab) Proceedings of the 33nd IEEE Conference on Decision and Control, Orlando, Florida, Dec. 1994, pp.2600--2602.
• "Stochastic Problems with Unbounded Control Set", (with J. R. Dorroh and P. Sundar), Proceedings of the 28th IEEE Southeastern Symposium on System Theory, Baton Rouge, April 1996, pp.170-174.
• "Stochastic Control Problems with Unbounded Control Set", (with J. R. Dorroh and P. Sundar) Proceedings of the IEEE SOUTHEASTCON'96, Tampa, April 1996.
• "The Mathematics Behind the 1997 Nobel Prize in Economics" (an article directed to the general public), e-MATH, What's New in Mathematics (an electronic magazine of the Amer. Math. Soc.), Dec 1997, ( Article )
• " Pathwise Comparison of Arithmetic Brownian Motions and Log-normal Processes", (with P. Sundar), Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming, W.M. McEneaney, G. Yin, and Q. Zhang (Eds.), in Systems & Control: Foundations & Applications series, Birkhauser, Boston, 1999, pp. 541-546.