Research Interests:
- (McKean-Vlasov) backward stochastic differential equations with quadratic drivers
- stochastic control problems 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:
- “Backward stochastic difference equations on lattices with application to market equilibrium analysis”; to appear in Advances in Applied Probability (M. Fukasawa & J. Sekine)
Talks:
- "Global Well-posedness of Non-Markovian Mean-Field Games of Control without Compactness: A Weak Formulation Approach"; Mean Field Games and Applications, Berlin, Jully 21-23, 2025
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