Florida State University

Tallahassee, FL 32306

Phone : (850) 645-7694 Fax :(850) 644-4053

E-mail: kim@math.fsu.edu

Employment

- Associate Professor (Aug 2012 -- ), Department of Mathematics, Florida State University
- Visitin Scholar (Jan 2016- July 2016), Research Institute for Mathematical Sciences, Kyoto University, Kyoto Japan.
- Visiting Associate Professor (Oct 2015- Jan 2016), Department of Mathematics, Kyoto University, Japan.
- Assistant Professor (Aug 2006 -July 2012 ), Department of Mathematics, Florida State University
- Visiting Assistant Professor (Aug 2008-May 2009), Department of Mathematics, Indiana University
- Visiting Scholar (June 2006-July 2006), Department of Mathematics, Seoul National University, Seoul, Korea
- Visiting Scholar (May 2005-May 2006), Department of Mathematics, Indiana University
- P.T.Church Postdoctoral Fellow (Aug 2003-May 2005), Department of Mathematics, Syracuse University

Education

- Ph.D. Mathematics, Indiana University, Aug 2003
Thesis Title : Integrals of Exponential Brownian motion and Derivative priding in the log-normal bond model

Advisor : Victor W. Goodman- M.S. Economics, Indiana University, Aug 2003

- M.S. Mathematics, Seoul National University, Aug 1997
Thesis Title : The recursive dimension formula for graded Lie algebra and its applications

Advisor : Seok-Jin Kang- B.S. Mathematics, Ewha Womans University, Feb 1995

Research Interests

- Complex Dynamical Systems
- Probability Theory, Mathematical Finance

Publications/Preprints

Complex Dynamical Systems

- (with Eric Bedford) Julia sets for polynomial diffeomorphisms of
C^{2}are not seminanlytic, to appear in Documenta Mathematica. Arxiv version- (with Jeffrey Diller) Entropy of real rational surface automorphisms, to appear in Experimental mathematics. Arxiv version
- (with Eric Bedford) No smooth Julia sets for polynomial diffeomorphisms of
C^{2}with positive entropy, J. Geom. Anal. 27, 3085-3098 Arxiv version- (with Eric Bedford and Jeffrey Diller) Pseudoautomorphisms with invariant curves, Complex Geometry and Dynamics, The Abel Symp. 2013, 1-27. Arxiv version
- (with Eric Bedford and Serge Cantat) Pseudo-automorphisms with no invariant foliation, J. Mod. Dyn. 8 (2014), no. 2, 221¡©250. Arxiv version . A longer version is available here
- (with Eric Bedford) Pseudo-Automorphisms of 3-space: Periodicities and Positive Entropy in Linear Fractional Recurrences,Publ. Mat. 58 (2014), no. 1, 65-119 Arxiv version
- (with Eric Bedford) Dynamics of Rational Surface Automorphisms: Rotation Domains, Amer. J. Math. 134 (2012), no. 2, 379¡©405. Arxiv version
- How to Find Invariant Hypersurfaces for Birational Maps,roceedings of the International Workshop Future Directions in Difference Equations, 107-112, Universida de Vigo, Spain.
- (with Eric Bedford) Linear Fractional Recurrences: Periodicities and Integrability, Annales de la Facult\'{e} des Sciences de Toulouse, 33-56, Universit\'{e} Paul Sabatier, Toulouse, France. Arxiv version
- (with Eric Bedford) Continuous Families of Rational Surface Automorphisms with Positive Entropy, Mathematische Annalen, 348:667-688 Arxiv version
- (with Eric Bedford) Dynamics of Rational Surface Automorphisms : Linear Fractional Recurrences, J. Geom. Anal. 19 (2009), no. 3, 553--583 preprint
- (with Nina Abarenkova et al.) Degree Complexity of a Family of Birational Maps, Math. Phys. Anal. Geom. 11 (2008), no. 1, 53--71 preprint
- (with Eric Bedford) The Number of Periodic Orbits of a Rational Difference Equation, To appear in the KiselmanFest volume Arxiv version
- (with Eric Bedford) Degree Growth of Matrix Inversion: Birational Maps of Symmetric, Cyclic Matrices, Discrete Contin. Dyn. Syst. 21 (2008), no. 4, 977--1013 Arxiv version
- (with Eric Bedford) Linear Recurrences in the Degree Sequences of Monomial Mappings, Ergodic Theory Dynam. Systems 28 (2008), no. 5, 1369--1375 Arxiv version
- (with Eric Bedford) Periodicities in Linear Fractional Recurrences: Degree growth of birational surface maps, Michigan Math. J. 54(3), 647-671 2006 Arxiv version
- (with Eric Bedford) On the Degree Growth of Birational Mappings in Higher Dimension, Journal of Geometric Analysis 14(4), 567-596 2004 Arxiv version

Stochastic Analysis and Its Applications

- (with Victor W. Goodman) Common Forward Rate Volatility, SIAM J. Finan. Math. 1, 3, 212-229.
- (with Jungmin Choi) The derivatives of Asian call option prices, Commun. Math. Sci. 6 (2008), no. 3, 557--568 preprint
- Moment Generating function of the inverse of integral of geometric Brownian Motion, Proc. Amer. Math. Soc. 132, 2753-2759 2004

- (with Victor W. Goodman) Exponential Martingales and Time Integrals of Brownian motion 2006 preprint preprint

- Integrals of Exponential Brownian motion and Derivative pricing in the log-normal bond model, Doctorate thesis 2003

Lie Algebra

- (with Dong-Uy Shin) The recursive dimension formula for graded Lie algebra and its applications, Communications in algebra, 27(6), 2627-2652 1999

- The recursive dimension formula for graded Lie algebra and its applications, Master's thesis 1997

Invited Talks

- Entropy of Real Surface Automorphisms, Workshop on Arithmetic and Complex Dynamics. Workshop delivered at BIRS, Oaxaca, Mexico. November 2017
- Entropy of Real Surface Automorphisms, Stony Brook University, Stony Brook, N.Y. March 2017
- Rational Surface Automorphism: Homology actions of real mappings. Rationality and Self Maps of Algebraic Varieties, Japan Society for the Promotion of Science, Kyoto University, Kyoto Japan, July 2016
- Pseudo-automorphisms with invariant curves: Construction, 2015 Dynamical System Winter conference, , Karuizawa, Japan, January 2016
- Pseudo-automorphisms with invariant curves, Kyoto University, Kyoto, Japan, January 2016
- Regular Birational maps with invarinat curves, Kyoto University, Kyoto, Japan, January 2016
- Invariant fibrations of Pseudo Automorphisms of rational k-folds, The 10-th Anniversary Tokyo-Seoul Conference -Algebraic/Arithmetic/Complex Geometry, Tokyo University, Tokyo Japan, December 2015
- Rational Surface Automorphisms (3 lectures), KAIST, Daejeon, South Korea, September 2015
- Dynamical Degree of Birational Mappings , KAIST, Daejeon, South Korea, September 2015
- Pseudo-automorphisms of Blowup of Projective space along a set of points, NIMS Chochung Seminar, NIMS, Daejeon, South Korea, September 2015
- Pseudo-automorphisms of Blowup of Projective space along a set of points, 2015 Joint Mathematics Meetings, San Antonio, TX, January 2015
- Pseudo-automorphisms of Blowup of Projective space along a set of points, Symmetries of Kähler manifolds, dynamics and moduli spaces, SISSA, Trieste, Italy, September 2014
- Pseudo-automorphisms with no invariant foliation, 9th Pacific Rim Complex Geometry Conference, Gunsan, South Korea, July 2014
- Pseudo automorphisms with an invariant elliptic curve, Holomorphic Dynamics in One and Several Variables Gyeongju, South Korea, August 2014
- Pseudo automorphisms with an invariant elliptic curve, Workshop: Algebraic varieties and moduli spaces (with emphasis on self maps), RIMS, Kyoto University, Japan, March 2014
- Pseudo automorphisms with an invariant elliptic curve, Several Complex Variables and Complex Dynamics Seminar, Ann Arbor, MI, January 2014
- Pseudo automorphisms with an invariant elliptic curve, 2014 Joint Mathematics Meetings, Baltimore Convention Center, Baltimore, MD, January 2014
- Pseudo automorphisms on a rational manifold, Dynamical Systems Seminar, Stony Brook University, New York, December 2013
- Birational maps of 3-space: Pseudo-automorphisms, American Mathematical Society meeting, Stony Brook University, New York, October 2011
- `Linear fractional recurrences: Integrability, Future Directions in Difference Equations, Vigo, Spain, June 2011
- Linear Fractional Recurrences: Periodicities and Integrability, American Mathematical Society meeting, College of the Holy Cross, Worcester, MA, April 2011
- Birational maps of 3-space: Pseudo-automorphisms, American Mathematical Society meeting Notre Dame University, Indiana, November 2010
- Birational maps of 3-space: Pseudo-automorphisms, Workshop in Dynamics, University of Illinois at Chicago, May 2010
- Linearization on Large Sets, University of Michigan, March 2009
- Linearization on Large Sets, Multivariable Complex Dynamics, Banff Alberta, Canada, March 2009
- Degree Growth of Birational Mappings, AMS meeting(#1042), Wesleyan University, Connecticut, October, 2008
- Continuous Family of Rational Surface Automorphisms, Midwest Dynamical Systems Conference, Indiana University, Indiana, October, 2008
- The Derivatives of Asian Call option prices, AMS meeting, Indiana University, Indiana, April 2008
- The Derivatives of Asian Call option prices, University of Michigan, Feb 2008
- Derivatives of an Asian Call Price, Stochastic Processes and Their Applications 32nd conference, University of Illinois, Aug 2007
- Dynamics of Rational Surface Autoorphisms, University of Michigan, Jan 2007
- Exponential Martingales and Time Integrals of Brownian motion, AMS meeting, University of Cincinnati, October 2006.
- Alternative Probability in No-arbitrage Models, Ewha Womans University, Seoul Korea, July 2006.
- Degree Growth of Birational Mappings, Seoul National University, Seoul Korea, June 2006
- On the Cohomological Approach to Birational Dynamics, University of Wisconsin, April 2006
- On the Cohomological Approach to Birational Dynamics, AMS meeting, Notre Dame University, Indiana, April 2006
- Alternative Probability in No-arbitrage Models, CUNY-Staten Island, March 2006.
- Alternative Probability in No-arbitrage Models, Bowling Green State University, February 2006.
- Alternative Probability in No-arbitrage Models, Florida State University, February 2006.
- Degree Growth of Birational Mappings. Midwest Several Complex Variables Conference, Indiana University, April 2005.
- Log-Normal type HJM model -Interest Rate Explosions. Fordham University, February 2005.
- Financial Math. Rochester University, April 2004.
- Moment Generating Function of the inverse of integral of Geometric Brownian Motion, IMA 2003 Summer Program Probability and Partial Differential Equations in Modern Applied Mathematics, July 2003, Poster session.
- Moment Generating Function of the inverse of integral of Geometric Brownian Motion, AMS meeting(\# 985), Indiana University, Bloomington, Indiana, April 2003.

Awards, Honors and Grants

- 2009-11 NSA support, Project Title : "Birational Mappings in Higher Dimensions and Rational Surface Automoprhisms"
- 2007 Florida State University Council on Research and Creativity (CRC) First Year Assistant Professor (FYAP) Research Grant, Tallahassee
- William B. Wilcox Mathematics Awards : Department of Mathematics, Indiana University, 2003 (The awards are given to outstanding graduate students in the Department of Mathematics)
- Rothrock Teaching Award for Associate Instructors : Department of Mathematics, Indiana University, 2003 (In recognition of outstanding performance in teaching mathematics)
- Research Assistantship in Indiana University, Summer 2001.
- Associate Instructorship in Indiana University, 2000-2003.
- Grading Assistantship in Indiana University, 1997-2000.

Teaching Experiences

- Florida State University :

- Co-chair of Doctoral Committee - W. Yuan, M. Zhu
- Doctoral Commitee - Y. Liu, I. Amusan, C. Harris, W. Adams, N. Nguyen
- DIS (Independent Study for Doctoral Student) -Rana Parshad
- Individual Honors-Augmented Course - Connor Doherty
- MAC2311-3 Calculus 1--3, MGF3301 Intro. Adv. Math., MAA4226-7 Adv. Caclulus 1--2,
- MAA5406 Theory of Functions of a Complex Variable I, MAA5932 Complex Dynamical Systems, MAA5306 Adv. Calculus, MAT5932 Adv. Calculus
- MAA6414- Stochastic Calculus and Application, MAP6939-Financial Mathematics Seminar
- Indiana University : M212-Calculus 2, M301-Linear Algebra
- Syracuse University : MAT 526-Probability Theory, MAT 525-Mathematical Statistics, MAT 296-Calculus 2, MAT 397-Calculus 3, MAt 221-Introduction to Mathematical statistics
- Indiana University : Assist M119, Brief Survey of Calculus 1, M025-Pre Calculus, Recitation Calculus 1-3

Computer Skills

- Maple, Matlab, Mathematica
- Limdep, STATA, RATS
- Fortran, Boland C++