Contact Details
I am a Junior Professor representing the field of Stochastics and Quantitative Mathematical Finance at
Technische Universität Berlin
Institute of Mathematics
Sekr. MA 7-1
10623 Berlin, Germany
E-Mail: belak@math.tu-berlin.de
Research Interests
- Stochastic Control, especially Impulse Control
- Mathematical Finance, especially Portfolio Optimization and Transaction Costs
- Viscosity Solutions of Partial Differential Equations
- Stochastic Games and Mean Field Games
- Numerical Methods for Partial Differential Equations using Probabilistic and Deep Learning Approaches