Luis Mario Chaparro Jáquez
- Email: mmlmcj@leeds.ac.uk
- Supervisor: Dr Elena Issoglio
Profile
PhD Student under the supervision of Elena Issoglio (University of Turin) and Jan Palczewski (University of Leeds).
I completed my undergraduate studies on Engineering Mathematics in the Universidad Autónoma de Chihuahua, in Chihuahua, México on 2020.
During my undergrad I developed interest in computing and pure mathematics, in particular in probability theory and mathematical analysis.
My current work is on the theoretical analysis of numerical schemes for SDEs and McKean-Vlasov SDEs with distributional drift.
I am also interested in the financial applications of stochastic analysis and statistics.
Additionally to my PhD project I work as a Tutor for The Brilliant Club, helping students from under-represented backgrounds to access higher education.
I have a personal website https://www.lmcj.xyz.
Research interests
- Probability Theory:
- Stochastic Differential Equations (SDEs).
- McKean-Vlasov Equations (MVEs).
- Stochastic Partial Differential Equations (SPDEs).
- Numerical Analysis:
- Numerical schemes for SDEs and MVEs with irregular coefficients.
- Numerical schemes for parabolic PDEs with irregular coefficients.
Qualifications
- BEng Mathematics, Universidad Autónoma de Chihuahua (2020)
Research groups and institutes
- Statistics
- Probability and Financial Mathematics