Moin,
I am a PostDoc with Vitalii Konarovskyi at University of Hamburg currently working on numerical approximations of stochastic (partial) differential equations of McKean–Vlasov type with common noise.
My favourite pet project is the efficient simulation of iterated stochastic integrals (see here). I am a supporter of open source software and an avid Julia user. In my free time I enjoy juggling and bouldering.
Last modified: March 18, 2025.