The main research interests are in two areas of stochastics: the theory of random graphs and stochastic differential equations.
Random graphs are stochastic models of networks of all kinds; my research is devoted to the geometric characterization, including from an extreme value theory perspective, of models describing certain observed phenomena in real networks.
In the area of stochastic differential equations, I am interested in existence and uniqueness issues as well as regularity properties of solutions to equations when the underlying stochastic component is a mixture of two processes with different properties.
Next semester I will offer the lecture "Extreme Value Theory" and the advanced seminar "Random Graphs and Networks". In addition, I am involved in the computer lab for the bachelor.