Dr Pavel Gapeev

Dr Pavel Gapeev

Associate Professor

Department of Mathematics

Room No
COL.4.10
Office Hours
See office hours page on this site
Languages
English, Russian
Key Expertise
Optimal Stopping Problems, Stochastic Control Problems

About me

I received my Diploma in Mathematics in 1998 and PhD (CSc) in Mathematics (Probability Theory and Mathematical Statistics) in 2001 from Moscow State University. My doctoral advisor was Albert N. Shiryaev. I joined LSE in 2007. My main research interests are optimal stopping and stochastic control problems and their applications in finance and statistics. I am also interested in stochastic analysis, stochastic games, and credit risk theory. 

Expertise Details

optimal stopping problems; stochastic control problems; stochastic analysis; stochastic games; credit risk theory