University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
McKean-Vlasov SDEs, Mean field control problems, Stochastic simulation of SDEs and FBSDEs.
I am a 3rd year DPhil student in the Mathematical and Computational Finance group under the supervision of Prof. Christoph Reisinger. My research focuses on the design of efficient numerical methods for solving McKean-Vlasov SDEs. Recently, I am also working on mean-field FBSDEs and their link to mean-field games and mean-field control problems. My preprints and publications are available on arXiv.
Prizes, awards, and scholarships:
Upper Austrian government grant (covers all tuition fees and living expenses)