Jasmina Dordevic

Postdoctoral Fellow - Risk and Stochastics
Image of Jasmina Dordevic
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Room 1004
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo
Other affiliations The International Summer School (Student)

Academic interests

Stochastic theory, particularly backward stochastic equations, stability and control problems, as well as applications, mainly in finance and biology.

Courses taught

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Background

PhD in Applied mathematics, Faculty of Science and Mathematics, University of Nis                                                                                                                                                

        PhD Thesis: Backward Stochastic Differential Equations with Perturbations, defended on June 20th, 2013, Faculty of Sciences and Mathematics, University of Niš, Serbia.

MSc in Mathematical Finance, Faculty of Science and Mathematics, University of Nis                                                                                                                                                                                                      

      Msc Thesis:  Stochastic Models for Interest Rates, marked with the highest possible grade, June 12th, 2006, Faculty of Sciences and Mathematics, University of Niš, Serbia.

Positions held

  • Associate Professor at Department of Mathematics, Faculty of Sciences and Mathematics, University of Niš,  2018-present
  • Assistant Professor at Department of Mathematics, Faculty of Sciences and Mathematics, University of Niš,  2013-2018.
  • Teaching Assistant at Department of Mathematics, Faculty of Sciences and Mathematics, University of Niš, 2006-2013.

Publications

  • J. Djordjevic, S. Jankovic, Backward stochastic Volterra integral equations with additive perturbations, Applied Mathematics and Computation, 265 (2015), 903-910.

  • J. Djordjevic, On a class of backward doubly stochastic differential equations with continuous coefficients, IMA Journal of Applied Mathematics, 81 (2016), 26-41.

  •  J. Djordjevic, Lp-estimates of solutions of backward doubly stochastic differential equations, Filomat 31:8(2017) 2356-2379, Vol. 31.

  • J. Djordjevic, S. Janković, Reflected backward stochastic differential equations with perturbations, Discrete and Continuous Dynamical System - A, 38(4)(2018) 18331848, DOI 10.3934/dcds.2018075.

  • J. Djordjevic, Cristiana J. Silva; Delfim F. M. Torres, A stochastic SICA epidemic model for HIV transmission, Applied Mathematics Letters, 84 (2018), 168-175.

  • J. Djordjevic, Cristiana J. Silva, A stochastic analysis of the impact of fluctuations in the environment on pre-exposure prophylaxis for HIV infection, Soft Computing, accepted.

  • J. Djordjevic, Some analytic approximations for backward stochastic differential equations, Filomat, accepted.

  •  J. Djordjevic, Kristina Rognlien Dahl, Stochastic optimal control of pre-exposure prophylaxis for HIV infection, Preprint.

 

 

 

Published Sep. 11, 2020 12:09 PM - Last modified Oct. 15, 2020 7:45 PM