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for me, and hopefully
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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.
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