Deterministic and stochastic functional differential equations, Stochastic Analysis, Mathematical Finance
Stochastic Analysis, Stochastic Partial Differential Equations, Ergodicity
Statistical Machine Learning
Random Matrix Theory, Asymptotic Theory in Analysis and Probability
Stochastic Partial Differential Equations, Mathematical Theory of Fluid Dynamics
Random Matrix Theory, High-Dimensional Probability
Portfolio Choice, Mathematical Models of Liquid Crystals, Mean Field Games and Control Problems
Stochastic Analysis, Volterra Processes, Ergodicity
Stochastic Functional Differential Equations, Volterra Type Integral Equations