Zachary Selk

Ph.D. Candidate in Mathematics

Contact Information

Email: zselk at purdue dot edu

Office: MATH 1046

About Me

  • Ph.D in Mathematics, Purdue University, 2016 - Current. Advisers: Harsha Honnappa and Ben McReynolds.

  • B.S. in Mathematics with Minor in Physics, University of California at Davis, 2014.

My research interests are in probability theory and its applications. In particular, I am interested in stochastic differential equations, rough paths theory, Malliavin calculus, large deviations theory, Gaussian measure theory and stochastic control. I am a member of Stochastic Systems Lab led by Harsha Honnappa.

Publications and Preprints

  1. Banach Intermediate Spaces for Gaussian Fréchet Spaces

Yifei Zheng and Zachary Selk, submitted. arXiv:2107.09440

  1. A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions

Zachary Selk and Harsha Honnappa, submitted. arXiv:2106.08525

  1. Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments

Zachary Selk, submitted. arXiv:2103.04501

  1. Information Projection on Banach spaces with Applications to State Independent KL-Weighted Optimal Control [Journal]

Zachary Selk, William Haskell and Harsha Honnappa. Appl. Math. Optim., 2021.

  1. Convergence of Trapezoid Rule to Rough Integrals

Yanghui Liu, Zachary Selk and Samy Tindel. Minor revision at Ann. Inst. Henri Poincaré Probab. Stat.

  1. Connecting Brownian Motion and Partial Differential Equations with Applications in Statistical and Quantum Mechanics

Zachary Selk. Undergraduate Thesis advised by Dirk Deckert.

Work in Progress

  1. Effective Projections of Probability Measures to Convex Submanifolds

Zachary Selk, William Haskell and Harsha Honnappa

  1. Connecting Freidlin-Wentzell and Onsager-Machlup functionals

Zachary Selk and Harsha Honnappa

  1. Continuous Time Pathwise Control with Rough Paths

Harsha Honnappa, Zachary Selk and Zihe Zhou

  1. Mean Curvature Flow and Stochastic Control

Hengrong Du and Zachary Selk