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Dr. Pieter Allaart
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Title:
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Associate Professor |
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General
Academic Building, 415 |
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Phone: |
(940)
369-7313
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E-mail: |
allaart unt.edu |
Education: Ph.D., Free University Amsterdam, 1998
Personal
Site: http://www.math.unt.edu/~allaart
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Pieter Allaart’s short research statement:
My research in probability concerns optimal stopping of processes that have some
kind of dependence. In particular, I study stopping rule problems for
directionally reinforced processes, which can be used to model momentum in
financial markets. I also study optimal stopping problems with incomplete
information, where dependence is introduced naturally due to learning from past
observations. Because of their connection with incomplete information problems,
I also have an interest in random probability distributions.
Recently, I have become interested in fractal functions (which
are related to random distributions). In particular, I study continuous nowhere
differentiable functions and self-affine functions, including the coordinate
functions of space-filling curves.
A more detailed description of my current and past research interests can be
found on my personal site at
www.math.unt.edu/~allaart/research. |
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