Research Interests and Fields of Study

Probability Theory and Stochastic Analysis

Stochastic PDEs
Malliavin Calculus
Regulatiry of Random Fields
Fractional Brownian Motion
Stochastic Volatility
Monte-Carlo and Particle Methods
Non-linear Stochastic Filtering
Products of Random Matrices
Stochastic Control

Other Fields

Quantitative Finance
Actuarial Science
Climate Science
Spin Glasses
Parameter Estimation
Bayesian Statistics
Time Series
Land Use, Food Security
Hydrology
Nuclear Physics
Human Medicine