Tyler Maltba

Statistics Ph.D. Program
B.S. Mathematics, NC State University, 2016
Office / Location: 
Evans 431
tyler_maltba [at] berkeley [dot] edu
Primary Research Area: 

In the past I predominantly worked on optimal stopping of Markov processes motivated by the pricing of American options. I now work on both qualitative and quantitative properties of nonlinear stochastic ODE and PDE systems, mostly motivated by statistical mechanics. Some other applications include finance and random dynamics on networks. 

Selected Publications:

T. Maltba, P. Gremaud, and D.M. Tartakovsky, “Nonlocal pdf methods for langevin equations with colored noise,” J. Comput. Phys., Accepted.