Dr Lukasz Szpruch, University of Edinburgh скачать в хорошем качестве

Dr Lukasz Szpruch, University of Edinburgh

Bio I am a Lecturer at the School of Mathematics, University of Edinburgh. Before moving to Scotland I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of Oxford-Man Institute for Quantitative Finance. I hold a Ph.D. in mathematics from University of Strathclyde in Glasgow. Research My research interests are in theoretical and applied probability theory. I have a particular interest in: – (Multilevel) Monte Carlo Methods – Stochastic Interacting Particle Systems and Mean Filed Limits; Stochastic McKean-Vlasov Equations – Sequential Monte Carlo (Particle Filters) – (Stochastic) Gradient type algorithms and their applications in statistics and optimization – Highly dimensional stochastic systems such as SDEs, BSDEs and SPDEs #TuringShortTalks