I completed my PhD at the University of Leeds 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.
Material from presentations
Turin-Bath PhD Workshop in Applied Probability and Statistics