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The group's research focuses on several topics in probability theory and its applications. We work on the following directions:
Statistical Mechanics:
Statistical Mechanics:
Interacting particle systems
Disordered systems
Large deviations
Random graphs
Complex networks
Stochastic Analysis and Control:
Stochastic Analysis and Control:
Stochastic differential equations
Stochastic optimal control
Mean field games
McKean-Vlasov equations
Stochastic optimal transport
Stochastic algorithms for optimization and sampling
Mathematical Finance:
Mathematical Finance:
Numerical probability for finance
Interest rate and credit risk modeling
Information and financial markets
Arbitrage theory and asset pricing
Financial risk management and insurance
Energy and commodity markets
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