Philipp Jettkant

Philipp Jettkant is a Research Fellow in the Department of Mathematics at Imperial College London, affiliated with the Faculty of Natural Sciences. His research focuses on probability theory, stochastic processes, and mathematical finance, with an emphasis on interacting particle systems, McKean--Vlasov stochastic differential equations (SDEs), and stochastic optimal control. He holds a Chapman Fellowship and contributes to both research and teaching activities within the department.

His work explores advanced topics such as McKean--Vlasov dynamics with singular interactions, control theory for conditional processes, and nonlinear stochastic systems. Recent publications include studies on optimal control of stochastic Fokker--Planck equations and applications of backward stochastic PDEs to financial modeling with killing processes.

No scientific awards or grants are explicitly mentioned in the provided text. He is currently based at the South Kensington Campus in London.