Takashi Sato

Research Interests:

  • (McKean-Vlasov) backward stochastic differential equations with quadratic drivers
  • stochastic control in weak formulation
  • mean-field game theory
  • backward stochastic difference equations for numerical analysis

Short CV:

  • 10/2022 - : PhD student in Mathematics, Humboldt University of Berlin
  • 04/2019 - 03/2022: MCs in Applied Mathematics, Osaka University
  • 04/2017 - 03/2019: BCs in Applied Mathematics and Informatics, Osaka University

Publications:

  • Masaaki Fukasawa, Takashi Sato, and Jun Sekine. “Backward stochastic difference equations on lattices with
    application to market equilibrium analysis”. In: (2023). preprint. arXiv: 2312.10883 [math.PR]
Contact

Office:
Humboldt-Universität zu Berlin
Department of Mathematics
Rudower Chaussee 25, Haus 1, Raum 212
12489 Berlin
 

Mail:
sato.takashi[at]hu-berlin.de