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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 to 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 focus 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.
Read thesis
With Alberto Bonicelli and Lorenzo Zambotti. We establish global a priori estimates for solutions of rough differential equations driven by an α-Hölder path, covering the full range α ∈ (0,1). The key ingredient is a closed formula for the remainder of generalised Taylor expansions that exploits cancellations optimally. arXiv preprint, 2026.
Read on arXiv
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