Research
Research
Research Interests
Stochastic partial differential equations, approximations, sample path properties, stochastic invariance
Stochastic processes on manifolds, Riemannian geometry, geometry in Hilbert spaces
Stochastic analysis, semimartingale theory of stochastic processes
Infinite dimensional affine processes, polynomial processes
Rough path analysis, rough partial differential equations
Financial mathematics, term structure models, no-arbitrage concepts in topological vector lattices
Statistics in infinite dimension, Gaussian random variables in Hilbert spaces
External Funding
Grant of the German Research Foundation, module “Temporary Positions for Principal Investigators” for the research project “Invariance problems for stochastic partial differential equations”. I have conducted this project in the periods April 2021 to September 2022 and October 2024 to March 2025 at the Albert-Ludwig-University of Freiburg. (URL) Within this project, I have collaborated with Prof. Dr. Eduardo Abi Jaber (École Polytechnique Paris, France), Prof. Dr. Rajeev Bhaskaran (Indian Institute of Science Education and Research Thiruvanantapuram, India), Prof. Dr. Claudio Fontana (University of Padua, Italy), Dr. Toshiyuki Nakayama (Mitsubishi Bank, Tokyo, Japan) and Prof. Dr. Eckhard Platen (University of Technology Sydney, Australia).
Grant of the German Research Foundation, module “Temporary Positions for Principal Investigators” for the continuation of the aforementioned research project “Invariance problems for stochastic partial differential equations”. I have started this project in March 2026 at the Albert-Ludwig-University of Freiburg. Within this project, I am collaborating with Prof. Dr. Eduardo Abi Jaber (École Polytechnique Paris, France), Prof. Dr. Rajeev Bhaskaran (Harish-Chandra Research Institute Prayagraj, India), Prof. Dr. Claudio Fontana (University of Padua, Italy), Prof. Dr. Toshiyuki Nakayama (Shunan University, Japan), Prof. Dr. Eckhard Platen (University of Technology Sydney, Australia) and Prof. Dr. Thorsten Schmidt (Albert-Ludwig-University of Freiburg, Germany).
Grant of the DMV Subject Group Stochastics for a research visit at the Indian Statistical Institute, Bangalore Centre. During this research visit I have collaborated with Prof. Dr. Rajeev Bhaskaran. The visit was conducted in February 2019.