University of Southern Indiana

Yalcin Sarol

Yalcin Sarol

Associate Professor of Mathematics
Mathematical Sciences Department

Science Center - 3281


  • Ph.D. in Mathematics, Purdue University, West Lafayette, IN, 2005,
  • M.S. in Mathematics (emphasis in Computational Finance), Purdue University, West Lafayette, IN, 2002,
  • B.S. in Mathematics, Bogazici University, Istanbul, Turkey, 1996.

Research areas of interest

  • Probability theory and stochastic analysis with emphasis on stochastic differential equations driven by fractional Brownian motion and more irregular Gaussian processes along with applications in stochastic control, financial mathematics, and actuarial science.
  • Inquiry-based pedagogical methods in undergraduate mathematics curriculum.


  • © 2021 University of Southern Indiana
  • 8600 University Blvd.
  • Evansville, IN 47712
  • 812/464-8600
Send Email to