NonSper
SOCOT
A forward approach to optimal stopping problems and optimal stopping games
Optimal stopping theory, developed through seminal works of Dynkin, Shiryaev, and others, is a fundamental topic in probability, stochastic control, and mathematical finance. Classical approaches typically rely on dynamic programming…
Couplage d’équations et résolution numérique des problèmes d’interaction fluide-structure
Convergent Twist Deformations
In this talk I will report on a recent joint work with Chiara Esposito and Michael Heins on convergence properties of Drinfel’d twists. A formal Drinfel’d twist is a formal…
SPDEs in inhomogeneous Environments
The area of stochastic partial differential equations has seen rapid progress over the past decade, spurred by the introduction of the theory of regularity structures and of para-controlled calculus. Despite…