Dr. Konstantinos Dareiotis

Profile

Employment:

  • University of Leeds, Leeds, UK: Lecturer, Oct 2019—
  • Max Planck Insitute for Mathematics in the Sciences, Leipzig, Germany: Researcher, Sep 2017—Oct 2019
  • Uppsala University, Uppsala, Sweden:  Researcher, Sep 2015—Aug 2017

 


Education:

  •  The University of Edinburgh: PhD in Mathematics under the supervision of Professor István Gyöngy (2015)
  • The University of Edinburgh: Msc in Mathematics under the supervision of Dr Miklós Rásonyi (2011)
  • University of Patras: Bsc in Mathematics (2010)     

 


 Journal Publications:

  


 Preprints:

    
 

Research interests

My research is focused on  stochastic analysis and partial differential equations (PDEs).

More specifically, I am interested in stochastic PDEs, diffusion processes and their

connections to PDEs, and their applications. I study both qualitative properties of the

aforementioned equations  – such as existence, uniqueness, regularity, and ergodic

properties of the solutions — and their numerical approximation.  In the past,
my work was focused on stochastic PDEs and stochastic partial integro
-differential

equations (PIDEs)  related to the non-linear filtering of Itô-Lévy processes

(jump-diffusions), numerical analysis for stochastic equations in finite and infinite

dimensions, applications of stochastic analysis in finance, and isoperimetric inequalities.

Currently I am focused on (i) degenerate non-linear stochastic PDEs related to scaling

limits of interacting particle systems with a branching mechanism and (ii) on the regularization

by noise with emphasis in numerical analysis.