Probability and mathematical statistics
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Stochastic optimal control, stochastic calculus for discontinuous processes and random measures, backward stochastic
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mathematical physics, statistical mechanics, disordered and complex systems, machine learning and artificial
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Stochastic Analisys, Optimal Control, Stochastic calculus for Banach space valued processes
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numerical methods for non-linear, non-differentiable and non-convex optimization, inverse problems in imaging,
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Stochastic Differential Equation (SDE), Partial Differential Equation (PDE), Fundamental solution
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mathematical physics, statistical mechanics, disordered and complex systems, spin glasses, monomer- dimer models,
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Stochastic differential equations, McKean/Vlasov diffusions, Hypoelliptic diffusions, Analytical approximations,
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Stochastic analysis, Stochastic (ordinary and partial) differential equations, Hypoelliptic equations,
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Machine learning, Random optimization problems, Statistical inference, Random matching problems
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Statistical Mechanics, Spin Glasses, Neural Networks, Random Graphs, Quantitative Finance, Statistical Inference,
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