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I'm currently a Chapman Fellow at the Mathematics Department of Imperial College London. My research interests include probability theory, stochastic processes, and mathematical finance, with particular emphasis on interacting particle systems, McKean–Vlasov stochastic differential equations, and stochastic optimal control.
Imperial College London • London, United Kingdom
Research in probability theory and mathematical finance.
Specialisms available in Materials for the Energy Transition or Theory and Simulation of Materials.