Contact Information

Technische Universität Berlin

Institute of Mathematics

Straße des 17. Juni 136, 10623, Berlin

Office: 764

Research Links

About me

Welcome to my webpage! As of August 2024, I am a Research Associate in the section "Stochastics and Mathematical Finance" at TU Berlin, working in the group of Prof. Dr. Peter K. Friz. Prior to that, I worked as a Research Associate in the Department of Mathematics at Imperial College London. I obtained a PhD in Mathematics from Boston University, under the supervision of Prof. Michael Salins and Prof. Konstantinos Spiliopoulos, in August 2022. A copy of my PhD thesis can be found here. I completed my undergraduate studies in Applied Mathematics and Physics at the National Technical University of Athens (NTUA).

My research interests lie in Stochastic Analysis and its interactions with Dynamical Systems and Mathematical Finance. Currently, I am working on problems in the areas of Stochastic Partial Differential Equations, Stochastic Volterra Processes, Rough Volatility, Rough Paths and Large Deviations.

Publications/preprints

Uniform attraction and exit problems for stochastic damped wave equations (with M. Salins and K. Spiliopoulos), 2025. Submitted for publication. [Arxiv]
Rough differential equations for volatility (with O. Bonesini, E. Ferrucci, and A. Jacquier), 2024. Submitted for publication. [Arxiv]
Transportation-cost inequalities for non-linear Gaussian functionals (with A. Jacquier), 2023. Submitted for publication. [Arxiv]
Large deviations of slow-fast systems driven by fractional Brownian motion (with S. Gailus), Electronic Journal of Probability, 2025. [Arxiv, Journal]
Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime, Stochastics and Partial Differential Equations: Analysis and Computations (with M. Salins and K. Spiliopoulos), 2024. [Arxiv, Journal]
Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations, Stochastics and Partial Differential Equations: Analysis and Computations (with M. Salins and K. Spiliopoulos), 2022. [Arxiv, Journal]
A Trigonometrical Approach to Morley's Observation, Cubo (Temuco), (with S. Kuruklis and T. Kuruklis), 2017. [Journal]

Working Papers

Working titles for some of my ongoing projects:

Kolmogorov Equations for stochastic Volterra processes (with A. Pannier).
Asymptotic exit problems for a singular stochastic reaction-diffusion equation (with T. Klose).

Teaching

Main Instructor:

04-07/2025: Financial Mathematics I (3236 L 279). MSc course offered from the Institute of Mathematics, TU Berlin.
11-12/2023: Stochastic processes (MATH70109). Course offered from the MSc in Mathematics and Finance, Imperial College London.
09/2023, 09/ 2022: Refresher in Probability. 6-hour mini-course for the MSc in Mathematics and Finance, Imperial College London.

Teaching Assistant:

10/2024-02/2025: Stochastic Models (3236 L 298). Joint BSc-MSc course offered from the Institute of Mathematics, TU Berlin.
10/2024-02/2025: Analysis I and Linear Algebra for Engineers, Tutorials. BSc course offered from the Institute of Mathematics, TU Berlin.

During my doctoral studies at Boston University I have served as Teaching Assistant for the following BSc courses:

Spring 2022, Fall 2021, 2018, 2017: Calculus II (MA 124).
Spring 2021: Introduction to Stochastic Processes (MA583).
Fall 2020: Basic Statistics and Probability (MA213).
Spring 2020: Probability (MA581).
Fall 2019: Calculus I (MA123).
Spring 2019: Applied Mathematics for Personal Finance (MA119).
Spring 2018: Differential Equations (MA226).

Seminar and conference talks

21-25/07/2025: Invited talk at the 8th International Conference on Random Dynamical Systems, Konstanz, Germany.
15-18/07/2025: Mini-symposium talk at the SIAM Conference on Financial Mathematics and Engineering (FM25), Miami, US.
03-05/07/2025: Talk at the 21st Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis, WIAS Berlin.
23-27/06/2025: Invited talk at the Stochastic PDEs workshop, Brin Mathematics Research Center, University of Maryland, College Park.
16-20/06/2025: Invited talk at the YMCN Summer School in Interacting Random Systems, Münster, Germany.
30/01/2025: Invited talk at the Finance and Stochastics seminar, Imperial College London.
16/01/2025: Talk at the Research Seminar Rough Analysis and Stochastic Dynamics, TU Berlin.
12/12/2024: Invited talk at the Joint Risk & Stochastics and Financial Mathematics Seminar, LSE.
23/10/2024: Invited talk at the Berlin Probability Colloquium, HU Berlin.
27/09/2024: Invited talk at the workshop Mathematical Insights From Markets, Control, And Learning, Centre Paul Langevin, Aussois.
05-09/08/2024: Short contributed talk at the Summer School: PDE and Randomness, Brin Mathematics Research Center, University of Maryland, College Park.
12/07/2024: Contributed talk at the 12th Bachelier World Congress of the Bachelier Finance Society, Rio de Janeiro, Brazil.
01-05/07/2024: Invited talk at the SPDEs below sea level conference, TU Delft.
24-26/06/2024: Contributed talk at the 19th Berlin-Oxford Young Researcher’s Meeting on Applied Stochastic Analysis, Weierstrass Institute, Berlin.
18/06/2024: Contributed talk at the ETH – Hong Kong – Imperial Mathematical Finance Workshop, Imperial College London.
07/05/2024: Invited talk at the Stochastic analysis internal seminar, Mathematical Institute, University of Oxford.
06/02/2024: Invited talk at the Stochastic Analysis Seminar, Imperial College London.
26/01/2024: Invited online talk, Rough Path Interest Group, Alan Turing Institute.
18/01/2024: Invited seminar talk for LPSM research group "Mathématiques Financières et actuarielles, probabilités numériques", Université Paris Cité.
11/01/2024: Invited short online talk at the seminar of the research unit "rough paths, SPDEs and related topics", TU Berlin.
11/2023: Contributed talk at the Rough Volatility workshop, Institut Henri Poincaré, Paris.
17/10/2023: Invited talk at the North British Probability Seminar, University of Edinburgh.
18/09/2023: Talk at the 7th London-Paris Bachelier Workshop, Imperial College London.
08/06/2023: Contributed talk at the SIAM Conference on Financial Mathematics and Engineering, Philadelphia, US.
31/05-04/06/2023: Invited talk at the 13th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Wilmington, NC, US.
05/2023: Talk at the "Volatility is rough. Now what?" workshop, Isle of Skye, Scotland.
13/12/2022: Talk at the Finance and Stochastics seminar, Imperial College London.
10/12/2022: Contributed talk at the 16th Oxford-Berlin Young Researchers’ Meeting on Applied Stochastic Analysis, Mathematical institute, University of Oxford.
23-26/08/2022: Poster presentation at the Greek Stochastics μ', Corfu, Greece.
07/2022: Invited two-part talk at the working group of Prof. Xue-Mei Li (online).
03-05/06/2022: Invited talk at the Union College Mathematics Conference 2022, Schenectady, New York.
03-05/12/2021: Contributed talk at the Frontier Probability Days workshop, University of Las Vegas, Nevada.
06/2021: Contributed talk at the 34th New England Statistical Symposium, Session IS-22, Latest Developments in Latent Structure and Stochastic Modelling with Modern Applications, University of Rhode Island.

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