Stochastic geometry, stochastic partial differential equations and their applications, non-linear filtering theory, particle systems approach, stochastic finance, fractional Brownian motion, stochastic fluid dynamics, nonparametric statistics.
Statistics 425
Statistics 620
Statistics 621
M.A. Pure and Applied Mathematics, Lomonosov's Moscow State University, 1996
Ph.D. Statistics, University of North Carolina at Chapel Hill, 2000
Amirdjanova A. & Woodroofe M. (2004) Shrinkage estimation for convex polyhedral cones. Statistics & Probability Letters, 70 87-94
Amirdjanova A. & Xiong J. (2006) Large deviations principle for a stochastic Navier-Stokes equation in its vorticity form for a two-dimensional incompressible flow. Discrete and Continuous Dynamical Systems, Series B, 6, 651--666.
Amirdjanova A. & Chivoret S. (2006) New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions. Computers & Mathematics with Applications, 52, 161--178.
Lenardon M.J. & Amirdjanova A. (2006) Interaction between stock indices via changepoint analysis. Applied Stochastic Models in Business and Industry, 22, 573--586.
Amirdjanova A. (2007) Vortex theory approach to stochastic hydrodynamics. Mathematical and Computer Modelling, 45, 1319--1341.
Amirdjanova A. & Linn M. (2008) Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise. Computers & Mathematics with Applications, 55, 1766--1784.