About

Welcome!

I am a mathematician and 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

• 24th June 2025: I presented the third chapter of my doctoral dissertation on “Stochastic process forms in vertically extended continuous time” at the 12th General AMaMeF Conference held at the Dipartimento di Scienze Economiche at Università degli Studi di Verona. The talk was entitled “Stochastic differential games as extensive form approximations”. The doctoral project was supervised by Christoph Knochenhauer.
• 3rd June 2025: I submitted my doctoral dissertation at TU Berlin, Fakultät II, entitled “On the Foundations of Dynamic Games and Probability: Decision Making in Stochastic Extensive Form”.
• 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