Currently I am a PhD student working under the supervision of Elena Issoglio and Jan Palczewski on a project concerning theoretical analysis and implementation of numerical schemes stochastic differential equations with singular coefficients.
Research interests
My research interests are a combination of stochastic analysis and numerical analysis with strong links to partial differential equations, in particular:
- Theoretical Analysis and Numerical Methods for Stochastic Differencial Equations with singular coefficients: We aim to find results concerning the convergence rates of SDEs with coefficients living in spaces of generalised functions, in particular with drifs in Hölder-Zygmund spaces. Also for one type of non-linear SDEs, namely involving the law of the solution known as McKean-Vlasov SDEs, we also study the case with distributional coefficients in Hölder-Zygmund spaces.