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

• 9th November 2024: Revised version of preprint available on arXiv: Decision making in stochastic extensive form I: Stochastic decision forests, see arXiv, including several generalisations and additions (order consistent SDF, EIS with/without recall, larger class of action path choices, absent-minded driver SDF), corrections of typos
• 1st October 2024: New term started, for further information on my current course “Analysis II für Ingenieurwissenschaften” at TU Berlin, see the ISIS webpage
• 18th April 2024: New preprint available on arXiv: Decision making in stochastic extensive form I: Stochastic decision forests, see arXiv.
• 1st April 2024: New term started, for further information on my current course “Analysis II für Ingenieurwissenschaften” at TU Berlin, see the ISIS webpage