Sitemap
A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
Posts
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
This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!
On some new results in filtering theory for jump diffusions
This is a description of your tutorial, note the different field in type. This is a markdown files that can be all markdown-ified like any other post. Yay markdown!
On nonlinear filtering of jump diffusions
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EKF based observer design for infinite-dimensional systems
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
Signatures and GANs in prediction of diffusion processes
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
On the regularity of conditional densities
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On the regularity of conditional densities
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
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