- Generic chaining theory, geometric functional analysis, maximal inequalities, and majorizing measures for controlling suprema of stochastic processes.
- Empirical process theory, weak convergence, Glivenko–Cantelli theorems, and Donsker–Skorokhod type results.
- Stochastic integration, martingale theory, stochastic differential equations, and stochastic optimal control.
- Quantitative finance, including optimal market making, statistical arbitrage, and algorithmic trading.
For Academics & Collaborators · Probability & Empirical Processes
Research & Academia_
Collaboration proposals, seminar invitations, and questions about the work.
Collaboration proposals, seminar invitations, and questions about the work.
I'm always glad to hear from other researchers, whether that's a concrete collaboration idea, a seminar or reading group invitation, a question about a proof or a dataset, or just a conversation about empirical process theory and where it meets applied statistics.
Research Interests
Current Work
PhD Research · Leiden University
2024 – presentCurrently working on decomposition theorems and majorizing measures applied to weak convergence for dependent processes, alongside a line of work (with Alexander Dürre) on the Tukey depth under dependence, forthcoming in Bernoulli.