Athanasios Yannacopoulos is Professor in the Department of Statistics. His research interests focus on Stochastic Analysis and Applications, Stochastic Differential Equations and Mathematical Modelling with the use of Random and Deterministic Dynamical Systems with applications in Insurance, Finance and Modern Technologies.
He has studied in the University of Athens (1989, Ptychion in Physics) and did his PhD in the University of Warwick, UK, (1993) on Statistical Properties of Dynamical Systems. He has worked and taught at the Mathematics Department of the University of Leeds (1993-1995), Mathematics and Physics Department of the University of Warwick (1995-1997), School of Mathematics and Statistics of the University of Birmingham (1997-2000), Department of Applied Mathematics of the University of Crete (2002) and Department of Statistics and Financial-Actuarial Mathematics of the University of the Aegean (2002-2007), (Acting Head of Department and Director of Postgraduate Studies 2004-2007).
His teaching duties, in undergraduate and postgraduate level, include courses related to Stochastic Analysis and its Applications, the theory of Stochastic Processes and its Applications, Probability Theory and Financial Mathematics.
His research work includes publications in the fields of Stochastic Differential Equations (ordinary and partial), Backward Stochastic Differential Equations and applications (e.g. in economics, finance and modern technologies), Stochastic Control Theory and Mathematical Finance. His research is published in international scientific journals such as Journal of Differential Equations, Journal of Mathematical Economics, International Journal of Theoretical and Applied Finance, Indiana University Mathematics Journal, Scandinavian Actuarial Journal.
He is member of the American Mathematical Society and the London Mathematical Society, referee for international scientific journals and conferences in his field, and reviewer for Mathematical Reviews and Zentralblatt fur Mathematic.
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