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.

Material from presentations

Turin-Bath PhD Workshop in Applied Probability and Statistics

• About the event
• Handout (version 1.0)
• Slides (version 1.0)

SDEs with Low-regularity Coefficients: Theory and Numerics

• About the event
• Slides

Postgraduate Online Probability Seminar

• About the event
• Slides (blackboard style let’s go!)

Markov processes and their friends

In the Pure PGR Seminar Leeds, 20th May 2024

• Notes version 1.1 (Added some gray boxes as guidance)
• The backboard prep notes