I am 3rd year PhD student in the Warwick Maths and Stats CDT progamme under the supervision of Professor Aleksandar Mijatovic. My main interest is Levy processes and simulation of jump processes.
Talks at Conferences and Workshops:
19th Apirl 2022: Monte Carlo Estimation of the Solution of Fractional Partial Differential Equations, Isaac Newton Institute for Mathematical Sciences, Optimal control and fractional dynamics Workshop, (FD2W03)
Title: Monte Carlo Estimation of the Solution of Fractional Partial Differential Equations
Authors: Vassili Kolokoltsov, Feng Lin, Aleksandar Mijatovic.
DOI: https://doi.org/10.1515/fca-2021-0012. January 29, 2021.
Feng dot Lin dot 1 at warwick dot ac dot uk