#     2010 I have almost finished writing my book which will be the first book ever published in the field of approximation of solutions to delay stochastic differential equations. The research area which I have covered in this book is a research area with little world wide published research.

During the period from September 2000 to August 2004, I have participated in a weekly seminar in the university of Delft , The Netherlands .The seminar was organised by the staf of probability and staistics in the university of Delft. The main thema of the seminar was stochastic processes and statistics.

I have a long experience in teaching in the university undergraduate and post graduate levels,

namely from Oktober 1979 till now.

 

In the period from January 2005 to July 2007 I worked as an Assistant Professor in Mathematics

at the department of Mathematics, Faculty of Engineering at the University of Atbara in Sudan.

 

Since August 2007 till now I am working as an Assistant Professor in the Department of

Mathematics, Faculty of Mathematical Sciences, University of Khartoum, SUDAN

 

Since November 2008 and till now I am the head of the department of pure mathematics in the Faculty of mathematical Sciences , university of Khartoum, SUDAN

 

Since May 2008 and up to now I work as a co-ordinator of the ” M.Sc Programme in Mathematics” In the Faculty of Mathematical Sciences ,University of Khartoum, SUDAN.

 

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I am also a member   of the ” Research Committee” in the Faculty of Mathematical Sciences, University of Khartoum, SUDAN.

 

Since November 2008 and till now I am also a member   of the ” University of Khartoum Teachers Council ” .

 

I have supervised the partial thesis’s of 6 (six) M. Sc. Students in Mathematics (2007-2008 )

1. Primary Education: I have done all my primary and secondary education in Sudan.
2. 1975 – 1979 B.Sc with honors in Mathematics with grade second class division one, at the faculty of science, University of Khartoum, Sudan.

 

i             1980 -1983 M.Sc. by research in Mathematics (Field of Stochastic Analyses) at the school of Mathematical Sciences, University of Khartoum, Sudan.

ii           My M.Sc. supervisor was Prof. S.E.A. Mohammed.and my M.Sc co-supervoiser was Prof. S.A.Elsanosi.
I have done a part of my M.Sc. research at Hull University in England (department of Pure Mathematics) January 1982 – March 1982.

iii         The Title of my M.Sc thesis is ‘’Stochastic Functional Differential Equations With Discontinuous Initial Data “. My M.Sc. supervisor Mohammed mensioned my M.Sc. thesis as one of the references for his book `Stochastic Functional Differential Equations’ Research Notes in Mathematics, Pitman books ltd. London. (1984 )
This is the first book ever published in the field of S.F.D.E’s . On page 226 and 227 of this book you will find my name mensioned together with a summary of the results
which we have obtained. Check the web site of my M.Sc Superviser namely:

www.sfde.math.siu.edu

iv         I have presented my M.Sc. work in a seminar attended by the staff of the School Mathematical Sciences at the University of Khartoum (1983).

1. 1992-1993 Master Class Diploma from the Mathematical Research Institute in the Netherlands (University of Utrecht) .I have successfully participated in the Master Class program Probability and Statistics organized by The Mathematics Research Institute in The Netherlands ( Utrecht) during the academic year 1992 – 1993.
2. During my studies for the Master Class Diploma I have done a research project whose title is
   ‘Stability Theorems for Ordinary Stochastic Differential Equations And Stochastic Differential Equations With Memory’. My Supervisor for this project was Prof. H Maassen (Katholieke Universiteit van Nijmegen , The Netherlands).
   Also during my work for the Master Class Diploma, I have presented three seminars on Probability and Statistics whose titles and Supervisors are the following:

i             `Asymptotic Theory For The Bootstrap’, a paper of Bickel and Freedman. This seminar was under the guidance of Prof. R.D. Gill (Utrecht University).

ii           `The relationship between multidimensional Scaling and Clustering’, a paper of Joseph Kruskal. This seminar was under the guidance of Prof. W. Schaafsma (University of Groningen, the Netherlands).

iii         `Density and Uniqueness in Percolation’, a paper of R.M. Burton and M. Keane. This seminar was under the guidance of Prof. M. Keane (University of Delft) and Prof. R. Meester (University of Utrecht).

1. 1994 – 1995 In addition to the full program of the Master Class Probability and Statistics 1992-1993, I have also followed two courses from the Master Class Applied Statistics 1994-1995 (Utrecht) and I have obtained the two grades `Good’ and `Very Good’ for these two courses.
2. February 1997- April 1997 I participated in a 10 weeks computer course in the functions of the keyboard together with the program MS Word 6.0.
   Note: now I have a good experience in using the computer in my mathematics research
3. 1995 – 1997 I followed an intensive Dutch language course
4. 18 September 2003 I have been awarded the degree of Ph.-D. in Mathematics   from the University of Antwerp , Belgium.

I did the Ph.D in the field of “Stochastic Delay Equations” under the supervision of Prof.

J.A. van Casteren whose name and adress are mentioned below. The title of my Ph.-D. thesis is : “ Some approximation results for solutions to delay stochastic differential equations ”.The committee which

guided and evaluated my Ph.D. research work “The Doctoral Committee” contains Prof. Jan van Casteren (University of Antwerp) and Prof. Salah Mohammed ( Univ. Carbondale , U.S.A.) and Prof. H.Maassen (Kath. Univ. Nijmegen) whose names, adresses and e-mail adresses are mentioned below.

.

1. Field of Research: Stochstic Delay Equations and Stochastic Analysis and Probability Theory and Malliavin Calculus and Stochastic Finance and Statistics and Numerical Analysis.

 
In my Ph.D research work I have done a work under the following titles, together with the following co-authers:

 

i             “Existence Theorems For Stochastic Functional Differential Equations With Discontinuous Initial Data”.

The co-authers are:
S.A Elsanousi
Department of Mathematics, College of Science,
King Saud University,
PO Box 2455, Riyadh,

The Kingdom Of Saudi Arabia
e-mail: elsanosi@ksu.edu.sa
and

 

S.E.A Mohammed
Department of Mathematics
Southern Illinois University at Carbondale
Carbondale, Illinois 62901-4408
U.S.A.
e-mail: salah@sfde.math.siu.edu

ii       “ Approximation Theorems For The Solution Of Stochastic Functional differential
Equations With Discontinuous Initial Data”.

The co-authers are:
S.E.A Mohammed
Department of Mathematics
Southern Illinois University at Carbondale
Carbondale, Illinois 62901-4408
U.S.A.

e-mail : salah@sfde.math.siu.edu

 

and

J.A.van Casteren

Department of Mathematics and computer Science,

University of Antwerp (UIA)

Universiteitsplein 1

2610 Antwerp / Wilrijk

Belgium

e-mail : Jan.vancasteren@ua.ac.be

 

Telefone: 00-32-3-2663889

 

 

iii     “Stability Theorems for Stochastic Differential Equations (S.D.E’s)

With Memory “

 

The co-authers are:

H.Maassen

 

 

Mathematical Institute

Katholieke Universiteit Nijmegen

Toerrnooiveld 1

6525 ED Nijmegen

The Netherlands

e-mail:   maassen@sci.kun.nl

 

and

 

J.A.van Casteren

Department of Mathematics and computer Science,

University of Antwerp (UIA)

Universiteitplein 1

2610 Antwerp / Wilrijk

Belgium

e-mail : Jan.vancasteren@ua.ac.be

 

Telefone: 00-32-3-2663889

iv   “Densities of Solutions to Delay Stochastic Differential Equations with Discontinuous Initial Data “

The co-auther is:

J.A.van Casteren

Department of Mathematics and computer Science,

University of Antwerp (UIA),

Middelheimlaan 1

2020 Antwerp

Belgium

e-mail : Jan.vancasteren@ua.ac.be

Telephone: 00-32-3-2663889
v   “Convergence Rate of the Distribution Function for the Euler Scheme of the Solution

to Delay Stochastic Differential Equations “
The co-auther is:

 

J.A.van Casteren

Department of Mathematics and computer Science,

University of Antwerp (UIA)

Middelheimlaan 1

2020 Antwerp

Belgium

e-mail : Jan.vancasteren@ua.ac.be

 

Telefone: 00-32-3-2663889

 

 

In the period April 2000 –September 2003, I have done the extention of the work by V.Bally and D.Talay

Published in the Journal of “ Probability Theory and Related Fields 1996”

under the title:

“ The law of Euler scheme for stochastic differential equations

1.Convergence rate of the distribution function ”

I have finished extending this work of Bally and Talay to include not only “Stochastic

Differential Equations” but also “ Delay Stochstic Differential Equations of the

type I have used in my work with Mohammed, S.E.A. and van Casteren, J.A.

[Note: here “ Functional SDE’s “ means “Delay SDE’s ” .Note also that the

above mentioned work required a good knowledge of ” Malliavin Calculus “and

“Stochastic Analysis” and “Probability Theory”.in addition to “Delay SDE’s “ ]

I have done this work under the supervision of Prof. J.A.van Casteren .

 

Proposed Work:

I’ am also planing to do simulations work with the cmputer for the work on the approximation of the solution of SFDE’s “Convergence rate of the distribution function … “.

Level of using computer :

I have a good level of using computer commands in my research, for example I use the computer to communicate with researchers by e-mail and I type my research work with “ “LATEX”. I also use the computer to search in the library cataloge and to order books.I have a computer also at home provided with Internet and different recent prgrammes. like ” Microsoft word” , “ Microsoft Excel “ …etc which I also work with .