- Stochastic differential equations
- Stochastic variational inequalities
- Partial differential equations
- +۵ مورد دیگر
Eduard Paul Rotenstein is an Associate Professor at the Faculty of Mathematics of the Alexandru Ioan Cuza University of Iași, Romania. He holds a Ph.D. in Mathematics and serves as a Ph.D. supervisor at the School of Advanced Studies of the Romanian Academy. His research focuses on stochastic processes, differential equations, and their applications in finance and control theory. Education: B.Sc. (1995), M.Sc. in Partial Differential Equations (2002), and a Ph.D. (2020 Habilitation) from the University of Iași. Additional training includes CISCO courses and specialized programs in financial mathematics. Research interests include stochastic differential equations, variational inequalities, and financial market models. His work bridges theoretical mathematics with applications in risk management, stochastic control, and gene network dynamics. Key contributions involve backward stochastic differential equations (BSDEs), obstacle problems, and numerical schemes for multivalued systems. Recent publications explore topics such as unbounded subdifferential operators, parabolic SDEs with Hölder continuity, and controllability of Markov-switch systems. He has participated in over 30 international conferences, contributing to workshops on stochastic processes, mathematical finance, and control systems. Grants include leadership in Marie Curie ITN projects and participation in national initiatives on stochastic systems and invariance. His teaching spans courses in probability, statistics, and financial mathematics at both undergraduate and graduate levels.