The research interests of the group are stochastic analysis and mathematical finance with current focus on:
- martingale optimal transport,
- model-free financial mathematics,
- pathwise stochastic calculus (for financial applications),
- rough paths, paracontrolled distributions, regularity structures,
- stochastic (partial) differential equations.
You can find here a list of recent publications of the research group. For the complete publication list of each group member please consult their individual profil pages.