About
Welcome!
I am a mathematician and active researcher in
- Game and decision theory,
- Stochastic control theory,
- Financial mathematics, and
- Environmental economics.
I am a PhD candidate in Mathematics at TU Berlin, supervised by Professor Dr Christoph Knochenhauer. Before, I have studied in Oxford, Berlin, Lyon, and Freiburg. I obtained my MSc degree in Lyon (ENS).
Currently, I am employed in the group “Stochastik und Finanzmathematik”, led by Professor Dr Peter Bank, at TU Berlin. Moreover, I am affiliated with the Berlin-Oxford International Research Training Group 2544 “Stochastic Analysis in Interaction”.
The second main pillar of my academic activity is teaching. I have taught mainly in courses on Probability Theory, Financial Mathematics, and Analysis, mostly for pure Mathematics programmes, but also for Business Mathematics and Engineering programmes.
News
- 16th May 2025: I presented my work on “Decision making in stochastic extensive form” in the Quantifying and Managing Uncertainty Research Seminar at the Center for Mathematical Economics (Institut für Mathematische Wirtschaftsforschung IMW), Bielefeld
- 1st April 2025: New term started, for further information on my current course “Analysis II für Ingenieurwissenschaften” at TU Berlin, see the ISIS webpage
- 14th March 2025: I presented my joint work with C. Knochenhauer on “Markovian timing games” during the 17th German Probability and Statistics Days (GPSD) 2025 at Technical University Dresden
- 26th November 2024: New preprint available: Decision making in stochastic extensive form II: Stochastic extensive forms and games, see arXiv / SSRN
- 9th November 2024: Revised version of preprint available: Decision making in stochastic extensive form I: Stochastic decision forests, including several generalisations and additions, see arXiv / SSRN