Probability and mathematical statistics

People

PhD Student

Associate Professor

keywords: Stochastic optimal control with financial applications, stochastic calculus for discontinuous processes and random

Full Professor

keywords: mathematical physics, statistical mechanics, disordered and complex systems, machine learning and artificial

Assistant professor

keywords: Stochastic Analisys, Optimal Control, Stochastic calculus for Banach space valued processes

Full Professor

Associate Professor

keywords: numerical methods for non-linear, non-differentiable and non-convex optimization, inverse problems in imaging,

PhD Student

Research fellow

keywords: Stochastic Differential Equation (SDE), Partial Differential Equation (PDE), Fundamental solution

Associate Professor

keywords: mathematical physics, statistical mechanics, disordered and complex systems, spin glasses, monomer- dimer models,

Associate Professor

keywords: Stochastic differential equations, McKean/Vlasov diffusions, Hypoelliptic diffusions, Analytical approximations,

Full Professor

keywords: Stochastic analysis, Stochastic (ordinary and partial) differential equations, Hypoelliptic equations,

Junior assistant professor (fixed-term)

PhD Student

Teaching tutor

Associate Professor

keywords: Machine learning, Random optimization problems, Statistical inference, Random matching problems

Associate Professor

keywords: Statistical Mechanics, Spin Glasses, Neural Networks, Random Graphs, Quantitative Finance, Statistical Inference,