About me

I am a mathematician based in South Korea. My research interests lie in diverse areas of theoretical and applied probability, such as stochastic analysis and stochastic differential equations; random graphs and random geometric graphs; extreme value theory; percolation theory; chemical reaction networks; and neural network computing. 

Publications

Peer-reviewed

• Strong solutions for singular SDEs driven by long-range dependent fractional Brownian motion and other Volterra processes
  jointly with Maximilian Buthenhoff
  Bernoulli (2026+)

• Regularization of Hyperbolic Stochastic Partial Differential Equations by two fractional Brownian sheets
  jointly with Rachid Belfadli and Youssef Ouknine
  Journal of Theoretical Probability (2026)

• Intersection probabilities for flats in hyperbolic space
  jointly with Panagiotis Spanos and Christoph Thäle
  Advances in Mathematics (2025)

• On the existence and regularity of local times
  jointly with Tommi Sottinen and Lauri Viitasaari
  Electronic Journal of Probability (2024)

• On the distances within cliques in a soft random geometric graph
  jointly with Clara Stegehuis
  Journal of Statistical Physics (2024)

• The longest edge in discrete and continuous long-range percolation
  jointly with Arnaud Rousselle
  Extremes (2024)

• The longest edge of the one-dimensional soft random geometric graph with boundaries
  jointly with Arnaud Rousselle
  Stochastic Models (2024)

• On mixed fractional SDEs with discontinuous drift coefficient
  Journal of Applied Probability (2022)

• Persistence probabilities of mixed FBM and other mixed processes
  jointly with Frank Aurzada and Martin Kilian
  Journal of Physics A: Mathematical and Theoretical (2022)

• Regularization of differential equations by two fractional noises
  jointly with David Nualart
  Stochastic and Dynamics (2022)

• Random walk on the random connection model
  jointly with Arnaud Rousselle
  Indagationes Mathematicae (2022)

• Max-linear models in random environment
  jointly with Claudia Klüppelberg
  Journal of Multivariate Analysis (2022)

• Graph distances of continuum long-range percolation
  Brazilian Journal of Probability and Statistics (2021)

• Sample Path Properties of Generalized Random Sheets with Operator Scaling
  Journal of Theoretical Probability (2020)

• On the carrying dimension of occupation measures for self-affine random fields
  jointly with Peter Kern
  Probability and Mathematical Statistics (2019)

• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
  Stochastic Processes and their Applications (2018)

• Fractal behavior of multivariate operator-self-similar stable random fields
  Communications on Stochastic Analysis (2017)

Preprints

• Peaks over Threshold in Scale-Free Random Graphs
  jointly with Arnaud Rousselle

• Tanaka formula for SDEs driven by fractional Brownian motion
  jointly with Tommi Sottinen and Lauri Viitasaari

• Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
  jointly with Maximilian Buthenhoff

Coauthors

Frank Aurzada, Rachid Belfadli, Maximilian Buthenhoff, Peter Kern, Martin Killian, Claudia Klüppelberg, David Nualart, Youssef Ouknine, Arnaud Rousselle, Tommi Sottinen, Panagiotis Spanos, Clara Stegehuis, Christoph Thäle, Lauri Viitasaari

Academic positions

• 2026–present — Pohang University of Science and Technology (POSTECH) 

• 2024–2026 — Ruhr University Bochum

• 2022–2024 — University of Stuttgart · W3 Substitute Professor

• 2019–2022 — University of Klagenfurt

• 2017–2019 — University of Düsseldorf

• 2014–2017 — University of Düsseldorf · PhD Student

Education

• 2017 — PhD in Mathematics, University of Düsseldorf
  Advisor: Prof. Dr. Peter Kern

• 2014 — MSc in Mathematics, Technical University of Munich
  Advisor: Prof. Dr. Noam Berger

• 2012 — BSc in Mathematics, University of Mannheim
  Advisor: Prof. Dr. Alexander Schied

• 2011–2012 — Exchange semester, Universitat Politècnica de Catalunya, Barcelona

For inquiries, please feel free to contact me at

soenmez@postech.ac.kr