Nikolaos (Nikos) Kolliopoulos

I am currently a Postdoctoral Assistant Professor at the Department of Mathematics of the University of Michigan. My research is generally concerned with: (1) the well-posedness and the large population asymptotics of stochastic interacting particle systems, (2) propagation of chaos properties in such systems with mean-field interaction, (3) the analysis of SPDEs describing large population limits of empirical measures, and (4) certain applications mainly arising in Finance (e.g stochastic portfolio theory, credit risk modeling, mean-field games among investors). Currently, I am mostly focused on the establishment of an extreme value theory for mean-field systems, including both probabilistic weak convergence results for the appropriately normalized order statistics and methods for statistical estimations.

Before moving to Michigan in August 2023, I worked as a Postdoctoral Associate at the Department of Mathematical Sciences of Carnegie Mellon University for 2.5 years (between January 2021 and May 2023), and before that I was a Boya Research Fellow at the Beijing International Center for Mathematical Research (BICMR) of Peking University for a bit less than a year (between January 2020 and October 2020), working in distance with my mentor due to the restrictions imposed by the Covid-19 pandemic. I earned my D.Phil from the University of Oxford in 2019, where I was admitted at the Doctoral Training Centre in Partial Differential Equations (PDE CDT) in 2014 and I specialized in SPDEs and applications in credit risk. I completed my undergraduate studies in 2013, graduating from the School of Applied Mathematical and Physical Sciences (SEMFE) of the National Technical University of Athens (NTUA). 

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