Research Interests: Stochastic analysis (SPDEs, BSDEs, FBSDEs, stochastic control and large stochastic differential games such as mean field games), high frequency markets, energy and commodity markets, environmental finance and financial mathematics models.

Research Interests: Machine learning - theory of neural networks: approximation power, statistical physics of initialization, guarantees for optimization, and generalization Probability - mathematical physics, random matrix theory, Gaussian processes arising in spectral theory/quantum mechanics, and random polynomial

Research Interests: Stochastic control and games, including in particular mean-field games and continuous-time principal-agent problems, using recently introduced and state of the art tools in stochastic control such as second-order backward SDEs. Research motivated by applications to energy management, epidemiology,…

Research Interests: Stochastic networks and queueing theory, performance models for service systems, dynamic optimal control and pricing for service systems, stochastic analysis and asymptotics, stochastic dominance on partially ordered spaces, theory of dynamic rate queues, special functions; communications, healthcare

Research Interests: High-dimensional probability, randomized algorithms, numerical linear algebra, matrix and tensor methods, mathematics of data, robust and interpretable learning, non-asymptotic random matrix theory

Research Interests: Financial mathematics (risk management, model uncertainty, optimal investment); Stochastic analysis (stochastic control, SDEs, BSDEs, FBSDEs, probabilistic representations of parabolic/elliptic PDEs); Probability theory (optimal transportation, functional inequalities)

Research Interests: Probability theory, stochastic analysis, Markov processes, ergodic theory, mathematical statistics, information theory, nonlinear filtering, mathematical physics, applied mathematics