Miklós Rásonyi HUN-REN Alfréd Rényi Institute of Mathematics Reáltanoda utca 13-15. Budapest 1053, Hungary E-mail: !You_should_type_my_surname_here!@renyi.hu

Documents:

Curriculum vitae

List of publications

Links:

Mathscinet page

MTMT page

Arxiv page

Research interests:

Probability and its applications. Financial mathematics: optimal investment, markets with friction, non-Markovian models, large financial markets. Machine learning: stochastic approximation, stochastic gradient Langevin dynamics. Markov chains in random environment.

About mathematics (in French):

"La musique est une mathématique mystérieuse dont les éléments participent de l'Infini." (Claude Debussy)

"Les mathématiques ne sont pas une moindre immensité que la mer." (Victor Hugo)

VALSZAM TETELEK