Posts by Collection
portfolio
publications
On partially observed jump diffusions III: regularity of the filtering density
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On partially observed jump diffusions I: The filtering equations
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talks
Well-posedness of EKF equations for semilinear infinite-dimensional systems
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On some new results in filtering theory for jump diffusions
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On nonlinear filtering of jump diffusions
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EKF based observer design for infinite-dimensional systems
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Signatures and GANs in prediction of diffusion processes
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On the regularity of conditional densities
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On the regularity of conditional densities
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Recent results on filtering for elliptic, hypoelliptic and general systems
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Strong solutions to Lévy SDEs
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PDE methods in regularization by noise
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Strong existence and uniqueness for SDEs with weak coefficients driven by Lévy noise
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An extended variational setting for critical SPDEs with Lévy noise
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teaching
TU Delft 2024-2025
MSc courses
Nonlinear Climate Dynamics (design of course + teaching) Stochastic Processes (parts only)
BSc courses
Calculus I
University of Edinburgh 2019 - 2022
MSc courses
Stochastic Analysis in Finance (2021 & 2022)
Discrete Time Finance (2021 & 2022)
BSc courses
Honours Differential Equations
Calculus and Applications
Several Variable Calculus and ODEs
Advanced Mathematical Economics
Mathematical Microeconomics 1
Scottish Mathematical Sciences Training Centre (SMSTC) 2021-2022
PhD course
Stochastic Processes