Briefly about me
I am an Associate Professor
in the Division of Numerical Analysis, Optimization and Systems Theory
at KTH Royal Institute of Technology.
I also hold a part-time position in the
Analysis Group
at TU Delft.
Research interests
Uncertainty quantification. Numerical methods for stochastic partial differential equations, PDEs with random coefficients, and fractional order equations. Applications in finance and statistics.
News
-
My ERC project FunCalc4Stats has been featured in a documentary of the ICM TV series of the International Congress of Mathematicians (ICM 2026).
- New preprint Convergence in Hölder norms for Markovian approximations of stochastic Volterra equations available on arXiv, code on Zenodo.
Projects
-
ERC Starting Grant project FunCalc4Stats - Functional Calculus for Computational Statistics granted by the European Research Council.
Project period: 04/2026 - 03/2031. -
VENI project Efficient spatiotemporal statistical modelling with stochastic PDEs granted by the Dutch Research Council NWO.
Project period: 04/2022 - 03/2026.