Polynomial Chaos Expansion and Unconventional Gas, Nonlinear analysis including degree theory and bifurcation theory and applications to the calculus of variations, partial differential equations, differential equations, difference equations, and integral equations.

Stochastic Modelling and Financial Mathematics. Modelling work involves both time series and stochastic differential equations and problems of special interest include pricing of electricity products.

**Affiliations**

- Geometric and Nonlinear Analysis
- Financial Mathematics
- Polynomial Chaos Expansion and Unconventional Gas