René Carmona

Research Interests

Stochastic Analysis

  • Stochastic Control, Stochastic Games (including Mean Field Games) and Reinforcement Learning
  • Stochastic PDEs (Random Media and Disordered Systems), Stochastic Flows, Numerical Simulations

Financial Mathematics / Engineering

  • Energy and Commodity Markets
  • High Frequency Markets and Systemic Risk
  • Environmental Economics (Weather and Emissions Markets)

Signal / Image Analysis

  • Time Frequency Transforms (Wavelet & Gabor): Speech Processing, Underwater Acoustic
  • Medical Imagery, PDE and Global Optimization Approaches to Image Enhancement