Personal homepage of Mogens Bladt
Institute for Applied Mathematics and Systems
National Autonomous University of Mexico
My main areas of research are Applied Probability and statistical inference for stochastic processes. I have contributed to fields like risk theory (actuarial science), queueing theory (operations research) and mathematical finance (option pricing) in the area of Applied Probability. In statistical inference I have mainly concentrated on discretely observed Markov processes either being of pure jump type or diffusion processes in both one and higher dimensions.
Photos are from Ilulissat and Saqqaq areas, Greenland, and Zermatt, Switzerland