Status:
+44 1865 273566
Research groups:
Address
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
My current research interests are focused on rough path theory, regularity structures and their applications in finance.
Further details:
Curretly I am G.H.Hardy JRF in New college and an SNSF fellow at Mathematical Institute. Before I was a Ph.D student at ETH Zurich supervised by Josef Teichmann.
Major / recent publications:
9. Cadlag rough differential equations with reflecting barriers, with A. Allen and D. J. Proemel. Preprint, arXiv:2008.00794.
8. On the Sobolev rough paths, with D. J. Proemel and J. Teichmann. Preprint, arXiv:2006.03322.
7. Adapted topologies and higher rank signatures, with P. Bonnier and H. Oberhauser. Preprint, arXiv: 2005.08897.
6. Supermartingale deflators in the absence of a numeraire, with P. Harms and A. Neufeld. Preprint, arXiv: 2001.05906.
5. Optimal extension to Sobolev rough paths, with D. J. Proemel and J. Teichmann. Preprint, arXiv: 1811.05173.
4. Stochastic analysis with modelled distributions, with D. J. Proemel and J. Teichmann. to appear in Stoch. PDE. Anal. Comp..
3. Characterization of non-linear Besov spaces, with D. J. Proemel and J. Teichmann. Trans. Amer. Math. Soc. Vol. 373, No. 1, p. 529 -- 550.
2. Examples of Ito cadlag rough paths, with D. J. Proemel. Proc. Amer. Math. Soc. Vol. 146, No. 11, p. 4937-- 4950.
1. Compactness criterion for semimartingale laws and semimartingale optimal transport, with A. Neufeld. Trans. Amer. Math. Soc. Vol. 372, No. 1, p. 187-- 231.