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.
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A blog to highlight Math research. Contains articles from different fields.
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
