Research Interest
Spatial-time Structured Stochastic Processes and Their applications
Modelling, Analysis and Simulation of Stochastic Complex Systems
My work concentrates on stochastic dynamical systems and their applications in modelling, analysis, simulation of complex systems in applied sciences
- stochastic calculus and probability theory
- stochastic processes, convergence of probability measures
- stochastic many particle systems: wellposedness and mean fields approximation
- McKean-Vlasov SDE
- random PDE – random dynamical boundary conditions
- continuity of stochastic SDE with fractional noise: rough path approach
- mathematical modelling in biology, medicine, epidemiology, economics, material science
