Analysis and Probability

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

Probability, limit laws, constraints

Stochastic Functional Differential Equations, Volterra Type Integral Equations

Mathematical Imaging, Machine Learning, Statistical Modelling, Numerical Optimisation