Latest news:
My new article "Well-posedness of Hamilton-Jacobi-Bellman equations in the strong coupling regime" is online! Read it hereÂ
I will give a talk at " 4th Italian meeting on Probability and Mathematical Statistics" in Rome, June 10-14th
I am a PhD candidate at Delft Institute of Applied Mathematics (DIAM) in the group of Applied Probability under the supervision of Richard C. Kraaij.
My PhD project spans both Probability and Analysis of PDE: my research is indeed mainly concerned with the study of Hamilton -Jacobi equations and the use of them in the theory of Large deviations for Markov processes.
Research interests:
Well-posedness in the viscosity sense of Hamilton-Jacobi and Hamilton-Jacobi-Bellman equations
Large deviations for Markov processes
Stochastic processes on manifolds
Optimal transport