Paul Nikolaev
Paul Nikolaev
Welcome to my website. I am a research fellow at TU Berlin in the group "Stochastic Analysis in the Sciences" of Benjamin Gess. I am funded by DFG CRC/TRR 388 “Rough Analysis, Stochastic Dynamics and Related Fields”, Project A11.
My research interests lie in stochastic analysis and partial differential equations with current focus on:
Interacting particle systems, mean-field limits, mean-field games, optimal control
Regularity and behavior of nonlinear stochastic (partial) differential equations
Gaussian fluctuations, large deviations
Optimal transport