Sponsored by the Schlumberger Foundation. Tsogzolmaa completed her BSc and MSc degree in mathematics at National University of Mongolia. She wrote her thesis in the area of stochastic differential equations and their numerical approximations. During her studies, she developed especially interest in probability theory and its applications. Since her graduation, she has been teaching lectures in probability in National University of Mongolia before joining in SAMBa. Apart from mathematics, she spent 5 years doing research in Human Computer Interaction field and received a PhD in computer science from Inje University. In her spare time, she enjoys playing with her son (2 years old), talking any issues (including mathematical) with her husband, solving puzzles, watching films, listening to music, and singing.

Research project title:
Conditioned Stable Lévy Processes

Supervisor(s):
Andreas Kyprianou

Project description:
Tsoogii’s project looked at ways to characterise the notion of path conditioning of a d-dimensional isotropic stable Lévy process. In an attempt to understand their behaviour, she also considered their time-reversed paths. In her analysis, she used both a classical potential theory approach and recently developed methods around the theory of self- similar Markov processes. In doing so, she had the opportunity to consider the role of certain harmonic/excessive functions which have not been previously studied.