The idea is to create a place where I can show who I am, what I do and what I like, not to promote myself but to contain all the things I feel are useful, for me and hopefully for others.
The idea is to create a place where I can show who I am, what I do and what I like, not to promote myself but to contain all the things I feel are useful, for me and hopefully for others.
I am a PhD candidate in Mathematics at Sorbonne university. My field of research is Stochastic Differential Equations, in particular the Theory of Rough Paths. I have done my bachelor at Politecnico di Torino and then I moved at Epfl for my Master in Applied Mathematics with a Minor in Financial Engineering. I have also worked in Finance as a Quant, focusing on Quantitative Risk Management.
Things I worked on
The theory of rough paths is an important tool in solving Stochastic Differential Equations. We focuse on an approach to controlled ODEs with a driving path of Hölder regularity greater than 1/3, based on the Sewing Bound and appropriate a priori estimates. We take the first steps towards the extension of the theory to paths with arbitrarily low Hölder regularity.
Code for the website you are visiting
My passions and hobbies
Some useless stuff I had fun doing
If you're the smartest person in the room, you're in the wrong room
