Currently I'm a Postdoc associate researcher in the Department of Mathematics at Humboldt University (Berlin) and member of the Research Training Group 1845 "Stochastic Analysis with Applications in Biology, Finance and Physics" of Berlin..
I have defended my PhD in Mathematics at University Paris Dauphine, the 28th of September 2015 (Advisor: Prof. Bruno BOUCHARD, Co-advisor: Prof. Romuald ELIE).
Research interests :
- Stochastic processes
- Stochastic control
- Stochastic Games
- Numerical Probabilities
- Backward Stochastic Differential equations with Jumps
- Risk measures
- Stochastic modelling
- HJB Partial integro-differential equations
- Rough paths