CAREY CAGINALP

PhD   Brown University Division of Applied Mathematics

MS    Brown University Division of Applied Mathematics

B Phil University of Pittsburgh Mathematics Department


                                                                                                                                

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Email: carey_caginalp@alumni.brown.edu

News articles, metrics on research

Wall Street Journal (link to pdf file) (Print and digital)  Feb 7 (print: Feb 8 issue):

Bloomberg news Feb 7

Yahoo/Motley  Feb 14

Pittsburgh Post-Gazette Mar 6

The Australian Feb 9

The Peninsula Qatar Feb 11

Borse Express "Ist Bitcoin ein gigantischer Fehlschlag?" Feb 21

Pittwire "Father-Son Mathematics Team Tackles Crytpocurrencies, Stock Market Vulnerabilities" Jun 20

Pittwire 2  Future of Bitcoin  February 11, 2019

Publications  List

Papers on SSRN          Papers on arXiv

Some Recent Papers: Stochastic asset price dynamics (Physica A)

Price equations, supply/demand symmetric (Economics Letters)

Link to Paper in Proceedings of National Academy of Sciences


Older Papers.

Analytical and numerical results for first escape time in 2D (with Xinfu Chen)
Comptes Rendus, C. R. Acad. Sci. Paris, Ser. I 349 (2011) 191-194

Analytical and numerical results on escape (B. Phil. Thesis 2011)
University of Pittsburgh (2011)

Analytical and numerical results for an escape problem (with Xinfu Chen)
Archive for Rat. Mech. Analysis 203 (2012) 329-342

Effects of white noise in multistable dynamics (with Xinfu Chen, Jianghao Hao and Yajing Zhang)
Discrete and Continuous Dynamical Systems B, 18 (2013)1805-1825



AMS 2019Annual Meeting -- Stochastic Differential Equations and Applications  Special Session Program

Lectures


Asymptotics and Computation on Brownian Motion.
SIAM Annual Meeting, Pittsburgh, PA, July 2010.
Abstract SIAM

Analytical and Numerical Results for Brownian Motion Through a Material,  Workshop on  Modeling of Materials with Fine Structure,
Carnegie-Mellon University, May 2011
Abstract CMU

Analytical and Numerical Results on escape of Brownian particles.
The 9th AIMS Conference on Dynamical Systems, Orlando, FL , July 2012.
Abstract AIMS  Lecture AIMS

Effects of White Noise in Multistable Dynamics in Differential Equations.
AMS Sectional Meeting Special Session, Georgetown Univ, Washington, DC, March 7-8, 2015

Effects of White Noise in Multistable Dynamics,
Am. Inst. of Mathematics 11th Int. Conf on  Dynamical Systems, Orlando, FL, July 1-5, 2016

Abstract AIMS 2016


Conservation Laws, Shocks, and Random Initial Conditions
Ohio State University, September 19, 2017

Conservation Laws, Shocks, and Random Initial Conditions
Carnegie-Mellon University, October 19, 2017

Supply, Demand, Volatility and Fat Tails
Department of Mathematics, Physics, and Computation, Chapman University, March 9, 2018

Shocks and Conservation Laws with Random Initial Conditions
Shanks Workshop on Mathematical Aspects of Fluid Dynamics
Vanderbilt University, March 24-25, 2018.

A Dynamical Systems Approach to Cryptocurrency
Economic Science Institute, Chapman University
August 22, 2019

A Dynamical Systems Approach to Cryptocurrency
AMS Annual Meeting, Special Session, January 17, 201


A Dynamical Systems Approach to Cryptocurrency
NYU Tandon School of Engineering
  March 8, 2019


Links

Chronicle Commencement Issue


Univ of Pittsburgh Honors College BPhil 2011

Using Math to Open New Frontiers (Pitt Math)


Web site updated June 21, 2021

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