Nikolaos (Nikos) Kolliopoulos

Update: This academic year (2025-2026) I am moving to the Department of Mathematics and Statistics of the University of Cyprus (Nicosia, Cyprus) to work as an Assistant Professor (tenure-track).

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 primarily working on a long-term project that aims to establish a complete Extreme Value Theory for Mean-Field Systems and Mean-Field Games, focusing on both probabilistic weak convergence results for the appropriately normalized order statistics and methods for statistical estimations. My work on this project is partially supported by the NSF Grant DMS-2406232 

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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