I am a Postdoc researcher at the Laboratoire J.A. Dieudonné, Université Côte d'Azur. I am part of the ERC project Elisa led by Prof. François Delarue.
I obtained a PhD in Mathematical Sciences at the Università degli Studi di Milano, under the supervision of Prof. Marco Fuhrman.
My research focuses on stochastic analysis, optimal control and partial differential equations. My main interests concern mean field control, mean field games, stochastic filtering, and their connections with PDEs on spaces of measures.
Address
Office 801
Laboratoire J.A. Dieudonné
Université Côte d'Azur
Parc Valrose, 06108 Nice, Cedex 2
Email mattia.martini@univ-cotedazur.fr
ORCID https://orcid.org/0000-0002-9326-3234
Laboratoire J.A. Dieudonné, Université Côte d'Azur
Part of the project ERC ELISA, directed by Prof. Delarue
Università degli Studi di Milano.
Supervisor: Prof. M. Fuhrman
Thesis: Advances in stochastic analysis on spaces of measures: Kolmogorov equations related to stochastic filtering and mean field optimal stopping
Politecnico di Milano.
Politecnico di Milano.