Research

My advisor is Alexei Novikov. My interests cover topics in partial differential equations and probability, stochastic PDE, etc.

At the moment, I investigate the long time behavior of a Hamiltonian system driven by slowly decorrelating noise. Some early works were done by Freidlin, Wentzell, Papanicolaou, etc.

I'm also starting to learn about trading and poker more seriously (like in a systematic way). These two subjects share many features and strategies that can be applied to one another. I recommend the book The New Market Wizards: Conversations with America's Top Traders by Jack D. Schwager and the interview with Jeff Yass to see the intertwined relationship between them.

Research diary

Notes

These include conference notes, research notes, or any significant notes that I want to write down to better understand the materials. Every note will have a respective blog post; I will sometimes $\LaTeX$ the notes for convenience. Mistakes are unavoidable, but I will write anyway.

Topic (Blog Post) PDF (if available)
Schramm–Loewner Evolution Download
KPZ Equation and Related Topics Download
IPAM 2018 (Random Matrices) - Conference Notes Download
Free Probability Download
Stochastic Analysis Download
Malliavin-Stein approach - Ivan Nourdin Download

Random Notes

(these are shorter notes on less specific topics, sometimes a quick proof, sometimes outside of my main research line or even in other subjects)

Topic (Blog Post) PDF (if available)
A seemingly innocent conjecture Download
Random Media Summer School at Colorado State Download
Gaussian Correlation Inequality Download
Golden-Thompson Inequality Download