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Research Interest:
I have a broad interest in probability theory, statistics, and their applications (for example, to mathematical finance and machine learning). These include the study of random systems influenced by long memory Gaussian noises such as fractional Brownian motions or fields; stochastic analysis, stochastic partial differential equations, random matrices, mathematical finance, statistics of stochastic processes, including stochastic differential equations. I am also interested in stochastic control, filtering, and backward stochastic differential equations.
I have a broad interest in probability theory, statistics, and their applications (for example, to mathematical finance and machine learning). These include the study of random systems influenced by long memory Gaussian noises such as fractional Brownian motions or fields; stochastic analysis, stochastic partial differential equations, random matrices, mathematical finance, statistics of stochastic processes, including stochastic differential equations. I am also interested in stochastic control, filtering, and backward stochastic differential equations.
研究兴趣
论文共 234 篇作者统计合作学者相似作者
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Applied Mathematics Letterspp.109143, (2024)
Journal of Computational and Applied Mathematicspp.115902, (2024)
STOCHASTIC ANALYSIS AND APPLICATIONSno. 1 (2024): 64-97
Chaos, Solitons & Fractals (2024): 114733
Applied Mathematics Letterspp.109104, (2024)
SIAM JOURNAL ON CONTROL AND OPTIMIZATIONno. 1 (2024): 509-538
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