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ISAAC M. SONIN 

Address: 

Office:

 Department of Mathematics,
 University of North Carolina at Charlotte
 Charlotte NC, 28223, USA

 Phone: (704) 687 5584 (of)
 Fax (704) 687 1392
 e-mail:   imsonin@uncc.edu
           Home:

            Charlotte NC, 28215, USA           

          Personal:

  Date of Birth: The First Half of the 20th Century
  Place of Birth: Moscow, Russia 
  Married to Natasha Sonin, two sons (Constantin 1972), Michael (1974)

 Languages: Russian, English, German 

 Education 

  1965,    M.S. in Mathematics, Department of Mechanics and Mathematics, 
              Moscow State University, Summa Cum Laude 

  1966-1968    Moscow State University, Department of Mechanics and 
                      Mathematics (Graduate Work) 

  1970              Ph.D. in Probability and Statistics,  Moscow State University 

   Ph.D. Thesis:   On some classes of degenerating diffusion processes and 
                        parabolic equations 

    Ph.D. Advisor: Professor Mark Freidlin 

 Professional  Experience:

  1992   to present - Professor of Mathematics at UNC Charlotte, Department 
                             of Mathematics 

  1991 - 1992 -    visiting Professor at UNC Charlotte, Department of Mathematics 

  1975  - 1991  -  Senior Research Scholar in the Central Economics & 
                          Mathematical Institute (CEMI), Russian Academy of  Sciences 

   1969  - 1975  -  Junior Research Scholar, Research Scholar in CEMI
 

  Visiting positions:

   1989 (1 month)  Northwestern University, Department of Economics 

   1990 (1 month)  Northwestern University, Department of Managerial Economics and
                             Decision Sciences 

   1991-1992         Department of Mathematics, UNC at Charlotte

   1995 (1 month)   Melbourne University, Department of Statistics

    2001 (semester) Carnegie Mellon University, Department of Mathematics

    2001 (1 month)  Strasbourg University, Department of Mathematics

 

 Research Interests: 

 My general research interests are the theory of optimal stochastic control, the theory of  stochastic processes and their applications to problems in economics, operations research,  and  finance. See details in [ Research Interests ]. 

 Professional affiliations:

American Mathematical Society, Moscow Mathematical Society, Bernoulli Society, 
INFORMS,
Game Theory Society