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I am a Glasstone Research Fellow in Science in the Mathematical Institute at the University of Oxford. Before I was a Postdoc-Assistant in the working group Stochastic Processes at the Department of Statistics at University of Klagenfurt. My research interests lie at the interface of stochastics and numerical analysis with particular emphasis on the developement and analysis of numerical approximation methods for stochastic equations.
Keywords:
- McKean-Vlasov stochastic differential equations
- Stochastic differential equations
- Stochastic partial differential equations
- Numerical approximation methods
- Computational Complexity
- Optimal convergence rates
Mathematical Institute
(Room S.2.29)
University of Oxford
Andrew Wiles Building, Woodstock Rd
Oxford Ox2 6GG, United Kingdom
University of Oxford
Andrew Wiles Building, Woodstock Rd
Oxford Ox2 6GG, United Kingdom
: 0000-0003-4287-5262