I am a second-year PhD student in Modeling and Data Science under the supervision of Elena Issoglio at the University of Turin.
My research is about the numerical approximation of stochastic differential equations with singular drift, either through rough martingale problems for Brownian-noise SDEs or through regularization by noise techniques for fractional Brownian-noise SDEs.
During the spring of 2026 I will be working in collaboration with Rémi Catellier while visiting Université Côte d'Azur, Nice.
I study SDEs whose drift is too singular to be interpreted pointwise.
Preprint, 2026. I prove convergence rates in Lp, for all p ≥ 2, for the Euler-Maruyama scheme applied to one-dimensional Brownian SDEs with drift in a negative-order Besov space. The proof uses the Yamada-Watanabe approximation technique and gives an explicit L1-sup convergence rate.
Work in progress. Check back later for updates.
Work in progress. Check back later for updates. In collaboration with Rémi Catellier.