== (Luis Mario) (Chaparro Jáquez)
Website of (Luis Mario) (Chaparro Jaquez)

Academic Research

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.

My research interests are a combination of stochastic analysis and numerical analysis with strong links to partial differential equations, in particular:

  • 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.
  • McKean-Vlasov equations with singular coefficients: For the SDEs involving the law of the solution, known as McKean-Vlasov, we also study the case with distributional coefficients in Hölder-Zygmund spaces.