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Elena Boguslavskaya is Professeur at the Brunel University in London. Elena's research interests lay mainly in the area of martingale methods for various stochastic processes. Her recent development is the so-called Appell Integral transform, which works very well in the framework of Levy processes. Subsequently, she is applying the new technique to various problems involving Levy processes. She is especially interesed in optimal stopping and optimal control problems. The development of new methods led her to seek the interplay between probabiility, combinatorics and algebraic methods. Elena is interested in extending the Appell Integral transform to other non-Levy processes. Here combinatorial and algebraic methods come into play. Elena Boguslavskaya is also interested in problems in financial mathematics, including algoritmic trading, statistical arbitrage, and derivatives pricing. Elena has lot of experience working in the area of interplay between probability theory, differential equations, theory of special functions, and combinatorics. Her thesis was on finding explicit solutions for diffusion models in financial mathematics.

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