Curriculum Vita

of

Guillermo Ferreyra

732 Bourbon Avenue, Baton Rouge, Louisiana 70808

voice (225) 769-3913 (home) (225) 578-8473

e-mail: ferreyra@math.lsu.edu, dnferr@lsu.edu

Education:

Ph.D., Rutgers University, 1983.

Licenciado, Universidad de Cordoba, Argentina, 1977.

Academic Positions:

• Professor, Louisiana State University, 1996 - present
• Associate Professor, Louisiana State University, 1989 – 1996
• Research Assistant Professor, Brown University, 1986-1987
• Assistant Professor, Louisiana State University, 1983 -1989

Administrative Positions:

• Chairman, Department of Mathematics, LSU, Jul 2000-Dec 2003.
• Interim Dean, Arts and Sciences, LSU, Jan. 2004 - present.

Publications:

Edited books:

• Evolution Equations, edited jointly with G. Goldstein and F. Neubrander, Lecture Notes in Pure and Applied Mathematics, 168, Marcel Dekker, New York, 1994.
• 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 Papers:

• On the Degenerate Partial Differential Equations of Stochastic Nonlinear Filtering, Communications in P.D.E., 10 (6), (1985), pp. 555-634.
• On the Weak Cauchy Problem in the Large for Semilinear Degenerate Parabolic Equations", Boll. Unione Mat. Italiana, 7, 1-B (1987), pp. 571-589.
• A Wong-Zakai Type Theorem for Certain Discontinuous Semimartingales, Journal of Theoretical Probability, 2, No.3, (1989), pp. 313-323.
• Approximation of Stochastic Equations Driven by Predictable Processes, Probability Theory and Related Fields, 83 (1989), pp. 391-403.
• The Optimal Control Problem for the Vidale-Wolfe Advertising Model Revisited, Optimal Control Appl. and Methods, 11 (1990), pp. 363-368.
• Optimal Advertising in Growing-Stabilizing Markets, (with J.R.Dorroh), Optimal Control Applications and Methods, 14 (1993) pp. 221-228.
• Optimal Advertising in Exponentially Decaying Markets, (with J.R.Dorroh), Journal of Optimization Theory and Applications, 79, 2 (1993) pp. 219-236.
• A Simple Free Boundary Problem in R^d, (with Omar Hijab), SIAM Journal on Control and Optimization, 32, 2(1994) pp. 501-515.
• A Multi-state, Multi-control Problem with Unbounded Controls, (with J.R. Dorroh), SIAM Journal on Control and Optimization, 32, 5 (1994) pp. 1322-1331.
• Piecewise C^1 Viscosity Solutions of Some Bellman Equations, (with J. R. Dorroh), Communications in Applied and Nonlinear Analysis, 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, 36, No. 2, (1998) pp. 579-589.
• A Technique for Stochastic Control Problems with Unbounded Control Set, (with J. R. Dorroh and P. Sundar), Journal of Theoretical Probability, 12 (1999) pp. 255-270.
• Control Optimo Determinista Via Programacion Dinamica, (with J. Pascal) (in Spanish with English abstract), Divulg. Mat. 7 (1999), No. 2, pp. 167-185. G
• Comparison of Solutions of Stochastic Equations and Applications, Stochastic Analysis and Applications, 18 (2000), No. 2, pp. 211-229.
• Comparison of Stochastic Volterra Equations, (with P. Sundar), Bernoulli, 6 (2000), No. 6, pp. 1001-1006.
• Piecewise C^2 Viscosity Solutions for Stochastic Singular

Control, (with J. R. Dorroh and J. Pascal), Divulg. Mat. 9 (2001), No. 2, pp. 181-188.

• A One-dimensional Deterministic Free Boundary Problem, (with J. Pascal), Divulg. Mat. 10 (2002), No. 2, pp. 101-129.

Refereed Proceedings Papers:

• 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 Processes, Proc. 26^th 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, (with J.R.Dorroh), 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 32nd IEEE Conference on Decision and Control, Orlando, Florida, Dec. 1994, pp. 2600--2602.
• Smooth Fit for Some Bellman Equations, (with O. Hijab), Recent Developments in Evolution Equations edited by A. C. McBride and G. F. Roach, Pitman Research Notes in Math., 324 (1995) pp. 116-122.
• 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.
• 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.

Invited Paper:

• The Mathematics Behind the 1997 Nobel Prize in Economics, e-MATH, What's New in Mathematics (an electronic magazine of the Amer. Math. Soc.), Dec 1997, http://www.ams.org/new-in-math/black-scholes-ito.html

Participation at professional meetings:

A. Paper presentations

• Math Colloquium. Louisiana State University. February 1983.
• Math Colloquium. Michigan Technological University. March 1983.
• Talk at the ``Control Theory 1/2-day" held at Rutgers University, March 1983.
• Math Colloquium. University of North Carolina at Charlotte. March 1983.
• Math Colloquium. Louisiana State University. December 1983.
• Paper presentation at the 1984 American Control Conference, San Diego, California, June 1984.
• Paper presentation at the 23rd IEEE Conference on Decision and Control, Las Vegas, Nevada, Dec 1984.
• Math Colloquium. University of Alabama. January 1985.
• Paper presentation at the SIAM spring meeting, Pittsburgh, Pa., June 1985.
• Stochastic Systems Seminar, Division of Applied Mathematics, Brown University, Oct 1986, Apri1, 1987.
• Paper presentation at 26th IEEE Conference on Decision and Control, Los Angeles, California, Dec 1987.
• Math Colloquium, Universidad de Cordoba, Argentina, December 1987.
• Paper presentation at Conference on Variational Problems in Analysis, Trieste, Italy, August 1989.
• Math Colloquium, Department of Mathematics, University of Puerto Rico at Mayaguez, February 1990.
• Plenary Speaker, 5th Inter-University Seminar of Mathematical Research, University of Puerto Rico at Arecibo, February 1990.
• Colloquium talk, Department of Electrical Engineering, M.I.T., Boston, September 1990.
• Seminar talk, Department of Mathematics, Rutgers University, New Brunswick, September 1990.
• Seminar talk, Department of Applied Mathematics, Brown University, Providence, October 1990.
• Minicourse on Control Theory, FAMAF, University of Cordoba, Argentina, December 1990.
• Conference talk at the Special Session on Deterministic Nonlinear Control, Annual Meeting of the American Mathematical Society, San Francisco, January 1991.
• Invited talk at the Workshop on Geometric Variational Problems and Optimal Control, Fields Institute, Canada, June 1992.
• Invited talk at the Workshop on Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control held at the Institute for Mathematics and its Applications, University of Minnesota, Minneapolis, Minnesota, Feb. 8-17, 1993.
• Talk at the Texas PDE Conference, Texas A\&M University, March 13-14, 1993.
• Invited talk at the Conference on Evolution Equations, Univ. of Strathclyde, Scotland, July 25-29, 1994.
• Talk at the 33rd IEEE Conference in Decision and Control, Orlando, Florida, Dec. 14-16, 1994.
• Talk at the 34th IEEE Conference in Decision and Control, New Orleans, LA, Dec. 1995.
• Invited seminar talk at Rutgers University, May 16, 1996.
• Talk at the 1996 SIAM Annual Meeting, Kansas City, Missouri, July 22-26, 1996.
• Talk at the Conference on Stochastic Control, University of Sonora, Mexico, October 23-25, 1996.
• Conference talk at the Amer. Math. Soc. Sectional Meeting, Memphis, Tennessee, March 20-23, 1997.
• Seminar Talk at Rutgers University, April 11, 1997. (Visited Rutgers for a week.)
• Five hour-long talks at Universidad Nacional de Cordoba, Argentina, June 19-25, 1997.
• Survey talk at the Amer. Math. Soc. Summer Research Institute, University of Colorado, Boulder, Colorado, June 29-July 19, 1997.
• Colloquium, Dept. of Math., Southwestern Louisiana University, Hammond, LA, October 24, 1997.
• Two hour-long survey talks at the Universidad Autonoma de Mexico, Mexico, DF, November 17-22, 1997.
• Two hour-long survey talks at the CINVESTAV (Center for Advanced Studies, Mexico, DF, November 23-December 2, 1997.
• Conference talk at the 3rd. Joint Meeting of the American and Mexican Math. Societies, Oaxaca, Mexico, December 3-6, 1997.
• Conference talk at the Symposium on Stochastic Control and Nonlinear Filtering, Univ. of Southern California, Los Angeles, Dec. 13-15, 1997.
• Conference talk at the 1998 Memphis Differential Equations Weekend, April 25, 1998, University of Memphis, Tennessee.
• Conference talk at the 4th SIAM Conference on Control its Applications, May 7-9, 1998, Jacksonville, Florida.
• Conference talk at 4th. Joint Meeting of the American and Mexican Math. Societies, Denton, Texas, May 20-23, 1999.
• Participated and delivered a forty five-minute presentation at the NSF/CBMS Conference on Dynamical Systems held at Mercer University, Macon, Georgia, July 10-14, 2000.
• Participated and delivered a half-hour presentation at the Conference Evolution Equations 2000: Applications to Physics, Industry Life Sciences and Economics, held in Levico Terme, Italy,October 30-Nov. 4, 2000.
• Conference talk at the 5^th SIAM Conference on Control and Applications, San Diego, CA, June 11-14, 2001.
• Two invited hour-long presentations at the Universidad Del Zulia, Venezuela, July 2001.
• Presentation on changes in Math Curriculum at LSU, Mathematicians and Education Reform Conference, Baton Rouge, LA, Nov 7-10, 2002.
• Two-hour presentation on research and administration at LSU, Universidad Tecnologica, Villa Maria, Argentina, Set 1, 2003.
• Fifty-minute presentation at the Symposium in Operations Research, Buenos Aires, Argentina, Set. 4-5, 2003.

B. Twenty-five additional professional meetings attended.

Awards, distinguished lectureships, conferences organized:

• Elected to serve as Secretary/Treasurer for the Soc. for Industrial and Applied Mathematics Activity Group on Control and Systems Theory, Jan 1999-Dec 2001.
• Member of the Southeastern Nominating Committee of the American Mathematical Society, 2000-2002.
• The paper entitled “A Simple Free Boundary Problem in R^d”, joint with Omar Hijab of Temple University was selected as a Featured Review in the reference periodical Mathematical Reviews (1995), p.265. This new section of Mathematical Reviews (MR) is ``intended to represent about 1 percent of all reviews, covering some of the best papers published in mathematics, identified by MR editors with the advice of distinguished outside mathematicians". A second paper joint with J. R. Dorroh, also of LSU, Mathematics, is also mentioned in the review.
• Plenary Speaker, 5th Inter-University Seminar of Mathematical Research, University of Puerto Rico at Arecibo, February 1990.
• Invited to organize a session on Optimal Control by the Organizing Committee of the 1996 SIAM Annual Meeting, Kansas City, MO.
• Member of the Technical Program Committee for the 28th IEEE Symposium on System Theory, Fall 1995.
• Mini-course lecturer (Stochastic Models in Finance) at the Workshop on Stochastic Control at the University of Sonora, Mexico, October 21-23, 1996.
• Member of the Organizing Committee for the 1997 American Mathematical Society's Summer Research Institute held at the University of Colorado, Boulder, June 29-July 19, 1997 with $125,000 in NSF funding.
• Invited to co-organize three sessions on Stochastic Systems at the 3rd. Joint Meeting of the American and Mexican Math. Societies, Oaxaca, Mexico, December 3-6, 1997.
• Co-organized three sessions on Stochastic Systems and Control at the 4rd. Joint Meeting of the American and Mexican Math. Societies, Denton, Texas, May 19-22, 1999.
• Co-organized with Jimmie Lawson, the NSF/CBMS Regional Conference on Control Theory held at LSU in May 16-21, 1991. It counted with more that 40 international participants.
• Co-organized and co-chaired with Jimmie Lawson two sessions in Nonlinear Optimal Control at the 33rd. IEEE CDC in Orlando, Florida, in Dec. 1994.
• Co-organized and co-chaired with Peter Wolenski a session in Optimal Control at the 911th AMS meeting, Baton Rouge, LA, April 19-21, 1996.
• Co-organized with P. Sundar a session on "Stochastic Analysis and Applications", with fifteen invited speakers, at the 107th Annual Meeting of the American Mathematical Society held in New Orleans in January 2001.
• Co-organized with F. Neubrander and R. Perlis the Conference in Honor of Bob Dorroh, LSU, Feb. 2002.
• Local organizer of the Mathematicians and Education Reform Conference “Excellence in Undergraduate Mathematics: Diversification of Upper Level Mathematics Programs,” Nov. 7-10, 2002, held at LSU and attended by over 60 math chairpersons and math advisors from US universities.

Major advisor for five Ph.D’s:

· Richard Edie, (1994), employed at Logistic Services International (Jacksonville, FL).

· Jesus Pascal, (1998), Dean College of Arts and Sciences, Universidad del Zulia, Maracaibo, Venezuela.

· Angel Cruz Delgado, (2000), Asst. Prof., University of Puerto Rico.

· Jamiiru Luttamaguzzi, (2002), Asst. Prof. Dept of Math. and Comp. Sci., Elizabeth City St. Univ. NC.

· Fabiana Cardetti, (2002), University of Connecticut, Storrs.

Other teaching activities:

• Undergraduate Honors thesis advisor for Carol San Soucie, who later went on to complete a Ph.D in Math at Rice Univ. Currently at Lawrence Livermore Laboratory.
• REU advisor for three students working on an interdisciplinary summer project. Mentor for one Math MS student.
• Developed curriculum and Math. courses for a Masters of Science in Finance with a minor in Mathematics program and for a Master of Science in Mathematics with a Concentration in Finance.
• Led a project provided by Hibernia Bank for the Mathematics Consultation Clinic. Creditor data was provided to the class with the goal of assessing the risk of the loan portfolio of the bank. The data was provided in the form of a Microsoft Access database. A total of 10,000 creditors with thirty-two months of historical data was analyzed. Three lectures were presented by the Hibernia Bank team to introduce the banking terminology and the questions to be dealt with. Three teams of four students each were formed. Team 1 analyzed indirect auto and marine loans. Team 2 analyzed direct auto, marine, and real estate loans. Team 3 analyzed unsecured loans. Results obtained by the three teams were presented to the management of the bank on May 2, 2000 at the Board Room of Hibernia Bank in downtown Baton Rouge.

Grants:

• The Cauchy Problem for Higher Order Degenerate Parabolic Equations. Council on Research at LSU 11/07/84. $4,000.
• Issues in Nonlinear Filtering. N.S.F. sponsored Institute for Math. and its Applications, University of Minnesota, 01/07/88. Awarded $5,000.
• Research on Stochastic Differential Equations. Division of Applied Mathematics, Brown University. Awarded salary for summer 1987.
• Group Representation Theory, Differential Equations, and Probability. Group grant with 8 principal investigators, 1987-91. Funded by EPSCoR/NSF/LEQSF. $262,000.

NSF/CBMS Regional Conference in the Mathematical Sciences (with Jimmie Lawson), awarded $25,443, Conference held at LSU in May 1991.

• The Mathematics of Control Theory (with Jimmie Lawson), Board of Regents Enhancement grant for 1990-92, awarded $7,500.
• Enhancement of the Master of Science Degree Program in Finance with the Minor in Mathematics (with William Lane, Finance), for 1996-1998, $25,150 awarded by LEQSF.
• 1997 Amer. Math. Soc. Summer Research Institute (with Henry Hermes, Univ. of Colorado, Robert Gardner, Univ. of North Carolina, and Hector Sussmann, Rutgers Univ.), $125,000 funded by NSF.
• The interdisciplinary mentoring project “Research Apprenticeship, Community Service and Academic Enhancement Training for LSU Engineering and Mathematics Students”, with four Co PI's from Engineering. Initial NSF funding of \$176,000 for the period 2000-2002 received additional funding for 2002-2004. My participation in this project is around 20% of the funding. In the first year alone, seven economically disadvantaged students in Mathematics received $2,500 scholarships as a result of this grant.
• An REU Site for Environmental Research Experiences for SMET Minority Students in Louisiana, Mississippi and Texas, Frank Cartledge (PI). One of several faculty mentors. 2003-2006, NSF, $342,666.
• Modeling trophic interactions and contaminant transfer in the Black Bayou Lake food web. One of 5 Co-PIs. Funded under BRIN (a grant from NIH to the Biology Department). $80,000.
• Interdisciplinary Education, Outreach and Research in Control theory at LSU, BOR Enhancement grant, P. Wolenski, (PI). One of three other CoPI’s.

University service:

• Member of the LSU Faculty Senate Committee on Commencement Exercises, 1985-1986.
• Member of the LSU Committee on Dental Plans, 1991.
• Member of the Committee on Graduate Studies in Mathematics at LSU, 1987-1989, and 1992-1996.
• Member of the Executive Committee of the Mathematics Department at LSU, 1988-1990, 1993-1994, 1995-1996.
• Member of the Academic Standards and Honors Committee of LSU. 1992-1994.
• Member of the Arts and Sciences Faculty Senate, 1992-1994, and first vice president in 1992-1993.
• Member of the Dead-Week and Finals Committee of LSU, 1992-1993.
• Member of the Planning Review Panel for the Department of Finance (2001).
• Member of the Campus Advisory Board of the Academic Center for Student-Athletes (2001).
• Member of the LSU Retention Committee (2002).
• Chairman Department of Mathematics, 2000-2003.
• Interim Dean A&S, 2004-present.
• Member of the External Committee of Evaluation of the Center for Research in Mathematics (CIMAT), Guanajuato, Mexico. 2004-2006.
• Member of the Core Information Technology Meta-committee of the Center for Computation and Technology at LSU.

Major areas of research interest:

Deterministic and Stochastic Control Theory, Partial Differential Equations, Probability Theory and Applications.

Society memberships:

· Member of the American Mathematical Society.

· Member of the Society for Industrial and Applied Mathematics.