Aurel Rascanu

Aurel Rascanu is a full Professor at the Faculty of Mathematics, Alexandru Ioan Cuza University, Iaşi, Romania. His academic career, spanning since 1978, includes administrative roles as Dean of the Faculty of Mathematics (1990-1992) and Head of the Department of Applied Mathematics (2000-2004). He holds a PhD in Mathematics from his 1983 thesis on Qualitative problems for stochastic differential equations in Hilbert spaces.

• Research Interests: Stochastic differential equations, stochastic variational inequalities, numerical approximation methods, Monte-Carlo simulations, stochastic optimal control, and probabilistic techniques for partial differential equations.

Scientific Activity includes over 30 years of invited lectures at international conferences (e.g., CIRM Marseille-Luminy, INRIA Rocquencourt) and collaborations with institutions across France, Italy, Poland, and Spain. He has published extensively on backward stochastic differential equations, fractional Brownian motion, and viability theory for moving sets.

Teaching Contributions encompass courses in probability theory, Markov processes, stochastic analysis, Monte-Carlo methods, and numerical analysis. His work bridges theoretical mathematics with applications in economics and industrial problems.