AG

Anindya Goswami

Indian Institute of Science Education Research Pune, Technion – Israel Institute of Technology, Indian Institute of Science, Inria Rennes - Bretagne Atlantique

ORCID iD 0000-0002-3428-6102
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About

I received my Bachelor's degree in Mathematics from St. Xavier's College, Calcutta in 2002. Later in the same year, I joined the Integrated Ph.D. program in the Department of Mathematics at Indian Institute of Science, Bangalore. Following the completion of my MS degree in 2005, I received the SPM fellowship as part of the National Award for best performance in the National Eligibility Test in Mathematical Sciences. My MS thesis was titled “Controlled Semi-Markov Processes with Partial Observation”. I was bestowed with the Doctorate from the Department of Mathematics, IISc in the year 2008. (Link to my Ph.D. thesis-“Semi-Markov Processes in Dynamic Games and Finance”) The following three years, I carried out my postdoctoral research in the University of Twente, Netherlands; INRIA- Rennes, France; and Technion- Israel Institute of Technology, Israel respectively. I joined IISER Pune as an Assistant Professor in the fall, of 2011. Since then, I have offered a variety of graduate and undergraduate courses- Multivariable Calculus, Point-set Topology, Measure Theory, Functional Analysis, Numerical Analysis, Stochastic Processes, Mathematical Finance, to name a few. I am reappointed at the same department as an Associate Professor in spring, 2018. My current research interest comprises of Non-cooperative Stochastic Dynamic Game, Stochastic Control, Mathematical Finance, and Queueing Network. So far, I have coauthored many peer-reviewed research articles published in well-reputed journals including J. Math. Anal. Appl., Electron. Commun. Probab., J. Theoret. Probab., SIAM J. Control Optim., Appl. Math. Optim., Statist. Probab. Lett., Int. J. Financ. Eng., J. Math. Econom., and Stoch. Anal. Appl. I am an invited reviewer of Mathematical Reviews, published by American Mathematical Society, and I also regularly take up refereeing responsibility from several Mathematics journals and book publishers.

Employment

  • Indian Institute of Science Education Research Pune Associate Professor
    2018 - Present
  • Indian Institute of Science Education Research Pune Assistant Professor
    2011 - 2018
  • Technion – Israel Institute of Technology Postdoctoral Researcher
    2010 - 2011
  • Inria Rennes - Bretagne Atlantique Postdoctoral Researcher
    2010 - 2010
  • Universiteit Twente Postdoctoral Researcher
    2008 - 2010

Education

  • Indian Institute of Science PhD
    2005 - 2008

Projects & Funding

Projects & funding information is unavailable.

Publications (25)