Deniz Sezer

Deniz Sezer

Contact information

Phone number

Office: +1 (403) 220-5092


Office: MS532


Educational Background

PhD Operations Research, Cornell University, 2005

B.S. (Hons) Mathematics, Middle East Technical University, 2000

BSE (Hons) Industrial Engineering, Middle East Technical University, 2000


Areas of Research

Probability Theory, Operations research, Spatio-temporal processes, Modeling of wind and solar energy, Mathematical finance


  • Discovery Grant, NSERC. 2010

More Information

Journal articles - peer reviewed

  • Sezer, Deniz, Le, Khoa and Kouritzin, Michael. "Laws of large numbers for super-critical branching Gaussian processes". Stochastic Processes and Applications (to appear), Print.

  • Sezer, Deniz and Salisbury, Tom. "The moment densities of super Brownian motion and an Harnack estimate for a class of X-harmonic functions". Potential Analysis 41.4 (2014): 1347-1358. Print.

  • Sezer, Deniz and Salisbury, Tom. "Conditioning super-Brownian motion on its boundary statistics, and fragmentation". Annals of Probability 41.5 (2013): 3617-3657. Print.

  • Sezer, Deniz and Madras, Neal. "Quantitative bounds for Markov Chain Convergence: Wasserstein and Total Variation distances". Bernoulli 16.3 (2010): 882-908. Print.
  • Sezer, Deniz. "Filtration Shrinkage by level-crossings of diffusion". Annals of Probability 35.2 (2007): 739-757. Print.
  • Sezer, Deniz, Jarrow, Robert and Protter, Philip. "Information Reduction by level-crossings in a credit risk model". Finance and Stochastics 11.2 (2007). Print.