About
Hi! I am a PhD student in Mathematics at Humboldt-Universität zu Berlin, under the supervision of Dirk Becherer and Peter Friz. My position is jointly based at Humboldt-Universität zu Berlin and Technische Universität Berlin and is funded through CRC/TRR 388 “Rough Analysis, Stochastic Dynamics & Related Fields” , Project A07. I am also an affiliated member of the IRTG 2544 “Stochastic Analysis in Interaction” .
My current research focuses on rough and singular dynamics, with particular emphasis on hybrid rough stochastic systems, backward SDEs, rough PDEs, and singular PDEs.
Publications
Rough backward SDEs with discontinuous Young drivers
Viscosity Solutions for Singular HJB Equations: BSDE Representations and Stochastic Control
A pathwise approach to semilinear SPDEs with Lévy drivers
Talks
Oxford–Berlin Summer School on Mathematics of Random Systems
University of Oxford, Oxford · 14–18 September 2026
Research Seminar Stochastics
Freie Universität Berlin, Berlin · 4 May 2026
New Trends in Quantitative Finance: Theory and Practice
Shanghai Jiao Tong University, Shanghai · 20–24 April 2026
22nd Oxford–Berlin Young Researchers Meeting on Applied Stochastic Analysis
University of Oxford, Oxford · 11–13 December 2025
Research Seminar
Jilin University, Online · 17 November 2025
International Workshop on Nonlinear Stochastic Analysis and Stochastic Controls
Shanghai Jiao Tong University, Shanghai · 17–18 October 2025
Fudan Seminar
Fudan University, Shanghai · 14 October 2025
IRTG-CDT Summer School 2025
IRTG 2544 “Stochastic Analysis in Interaction”, Döllnsee · 7–11 September 2025
TRR Analysis Day@MPI — CRC/TRR 388
Max Planck Institute for Mathematics in the Sciences, Leipzig · 7 July 2025
21st Berlin–Oxford Young Researchers Meeting on Applied Stochastic Analysis
WIAS Berlin, Berlin · 4 July 2025
10th International Symposium on Backward Stochastic Differential Equations
Shandong University, Qingdao · 27–30 June 2025
17th German Probability and Statistics Days
TU Dresden, Dresden · 11–14 March 2025
17th Bachelier Colloquium on Financial Mathematics and Stochastic Calculus
Métabief, France · 13–18 January 2025
Stochastic Control and Games for Risk and Regulation
Hammamet, Tunisia · 28–31 October 2024
7th Berlin Workshop on Mathematical Finance for Young Researchers
Humboldt-Universität zu Berlin, Berlin · 4–6 September 2024
Recent Developments in Rough Paths
BI Norwegian Business School, Oslo · 4–8 March 2024
Teaching
Curriculum Vitae
Academic Positions
Humboldt-Universität zu Berlin · Technische Universität Berlin
Humboldt-Universität zu Berlin
Education
Humboldt-Universität zu Berlin
Master's thesis: A rough path view on neural differential equations
Humboldt-Universität zu Berlin
Research Affiliations
Rough Analysis, Stochastic Dynamics & Related Fields · Project A07
Stochastic Analysis in Interaction · Affiliated Member