Home Page Image
 

Nu sunt destul de tânăr pentru a le şti pe toate.

Oscar Wilde

 

Experienţa didactică (cursuri, seminarii şi laboratoare)

  • Teoria probabilităţilor (S&L - anul III & IV), Statistică (S&L - anul III & IV), Metode Monte-Carlo (S&L - anul IV), Metode martingale în evaluarea derivatelor financiare (C&S - anul II Master Matematici financiare)
  • Cercetări operaţionale (C, S&L - anul III & IV); Optimizarea proceselor economice (C&S - anul II Master Matematici financiare); Teoria grafurilor (S&L - anul III)
  • Reţele de calculatoare (L - anul III) (bazat pe CISCO Networking Academy Program); Algoritmi şi programare (C&L - anul I)
  • Algebră, Geometrie, Ecuații diferențiale (S - anul I) (Facultățile de Fizică și de Chimie)
  • TIC, ELS (anul I & II) (Curs de programe specializate: MS Office, Photoshop, Scientific Workplace), Soft educational (C&L - anul II Master Didactic)

Granturi de cercetare

  • Membru în Grant-ul CNCSIS 1156/2005 (-2008), Deterministic and stochastic differential models with states constraints, director: prof. dr. Aurel Răşcanu
  • Membru în Grant-ul ID_395/2007 (-2010), Differential systems with random perturbations; control and viability problems, director: prof. dr. Aurel Răşcanu
  • Membru și Manager de proiect în Grant-ul FP7-PEOPLE-2007-1-1-ITN, no. 213841-2 / 2008 (-2012), Deterministic and Stochastic Controlled Systems and Applications, coordonatorul proiectului: prof. dr. Aurel Răşcanu (http://www.math.uaic.ro/~ITN_Marie_Curie/board.php)
  • Membru în Grant-ul PN-II-ID-PCE-2011-3-0843, no. 241/ 2011 (-2016), Deterministic and stochastic systems with state constraints, director: prof. dr. Aurel Răşcanu
  • Membru în Grant-ul PN-II-ID-PCE-2011-3-1038, 2011 (-2016), Diagonal stability and flow invariance in control engineering. Techniques specialized for classes of dynamics, encompassed by a unified framework, director: prof. dr. Octavian Păstrăvanu
  • Postdoc în cadrul proiectului POSDRU/159/1.5/S/137750 - Programe doctorale şi postdoctorale - suport pentru creşterea competitivităţii cercetării în domeniul Ştiinţelor exacte (1 iunie 2014 – 13 decembrie 2015), director: prof. dr. Gheorghe Aniculăesei
  • Proiecte depuse (competiţii active)

  • COST Action Proposal OC-2016-1-20417 - Mathematics of New Financial Risks (second proposer, din partea Universităţii „Al. I. Cuza”, Iaşi; coordonator proiect: Prof. Paolo Guasoni, Boston University and Dublin City University)

Mobilităţi de cercetare    

  • CIMPA-UNESCO-MOROCCO Research School - Stochastic Models in Mathematical Finance, 9-20 aprilie, 2007, Marrakech, Morocco
  • Département de Mathématiques, Université du Maine, Le Mans, France, 5 mai-21 iunie, 2008
  • School on Finance and Insurance - Stochastic Analysis and Practical Methods, Fakultät für Mathematik - Institut für Stochastik, 2-13 martie, 2009, Jena, Germany
  • Département de Mathématiques, Université du Maine, Le Mans, France, 1 mai-15 iunie, 2009
  • School on SDEs and SPDEs, Levy process driven models in Finance and other Applications, The University of Manchester, School of Mathematics, 10-21 august, 2009, Manchester, United Kingdom
  • Research School on Stochastic Control Problems for FBSDEs and its Applications, Université Cadi Ayyad, 1-11 decembrie, 2010, Marrakech, Morocco
  • Spring Research School "Stochastic Models in Finance and Insurance", Fakultät für Mathematik – Institut für Stochastik, 21 martie – 1 aprilie, 2011, Jena, Germany
  • Research School on SDEs and Control in Infinite Dimensions, Universita degli studi di Milano – Bicocca, 27 iunie - 9 iulie, 2011, Milano, Italy
  • Research School on Controllability of Deterministic and Stochastic Systems and its Applications, „Al. I. Cuza” University, 18 – 30 iunie, 2012, Iaşi, România
  • CIMPA-UNESCO-MESR-MINECO-MAROC Research School – Méthodes Statistiques et Applications en Actuariat et Finance, Marrakech (8-13 avril 2013) et El Kelaa Mgouna (15-20 avril 2013), Morocco
  • Laboratoire d'Analyse et de Mathématiques Appliquées, Université Paris-Est Marne-la-Vallée, France, 15 august - 28 septembrie, 2015 și 28 aprilie - 13 mai, 2016

Articole

[Teza de doctorat] Metode numerice şi probleme de optim pentru sisteme diferenţiale deterministe şi stochastice (coordonator științific: Prof. Dr. Aurel Răşcanu)

  • Saïd Hamadène, Eduard Rotenstein, Adrian Zălinescu, A generalized mixed zero-sum stochastic differential game and double barrier reflected BSDEs with quadratic growth coefficient, An. Stiint. U. Al. I-Mat. (ISI), Tomul LV, f2, pp. 419-444, 2009 (arXiv:0807.1416, MR2562257, Zbl pre05649815, WOS:000270601000013)
  • Eduard Rotenstein, Pricing financial derivatives by a minimizing method, An. Univ. Timiş., Ser. Mat.-Inform. (B+), XLVII, 1, pp. 111-121, 2009 (arXiv:0811.4613, MR2798010, Zbl pre05876356)
  • Aurel Răşcanu, Eduard Rotenstein, The Fitzpatrick function - a bridge between convex analysis and  multivalued stochastic differential equations, J. Convex Anal. (ISI), Vol 18, no. 1, pp. 105-138, 2011 (arXiv:0809.4447, MR2777600, Zbl pre05834212, WOS:000286151200006)
  • Lucian Maticiuc, Eduard-Paul Rotenstein, Numerical Schemes for Multivalued Backward Stochastic Dynamical Systems, Cent. Eur. J. Math. (ISI), 10(2),  pp. 693-702, 2012 (arXiv:1101.1831v1, MR2886566, Zbl pre06039976, WOS:000301047500021)
  • Anouar Gassous, Aurel Răşcanu, Eduard Rotenstein, Stochastic variational inequalities with oblique subgradients, Stoch. Process. Appl. (ISI) Volume 122, Issue 7 (July), pp. 2668–2700, 2012 (arXiv: 1102.3634v3, MR2926171, Zbl pre06052940, WOS:000305661000006)
  • Eduard Rotenstein, A multi-dimensional FBSDE with quadratic generator and its applications in options pricing and hedging, An. Șt. Univ. Ovidius Constanța (ISI), Volume XXIII, Vol. 23(2), pp. 213-222, 2015 (MR3348713, Zbl 065821, WOS:000359611800018)
  • Aurel Răşcanu, Eduard Rotenstein, A non-convex setup for multivalued differential equations driven by oblique subgradients, Nonlinear Anal-Theor. (ISI), Volume 111, pp. 82-104, 2014 (MR3263505, Zbl 06351524, WOS:000343141600005)
  • Marius Apetrii, Mihaela-Hanako Matcovschi, Octavian Păstrăvanu, Eduard Rotenstein, Invariance for stochastic differential systems with time-dependent constraining sets, Acta Math. Sin., English Series (ISI), Volume 31, pp 1171-1188, (MR3360781, Zbl 06457539, WOS: 000356877100010)
  • Anouar Gassous, Aurel Răşcanu, Eduard Rotenstein, Multivalued BSDEs with oblique subgradients, Stoch. Process. Appl. (ISI), Volume 125, Issue 8 (August), pp. 3170–3195, 2015 (arXiv:1310.0977, MR3343291, Zbl 06440579, WOS:000355038800011)
  • Eduard Rotenstein, Parabolic variational inequalities with perturbed reflecting directions, Open Mathematics (nume anterior Cent. Eur. J. Math.) (ISI), 13, pp. 860–867, 2015 (MR3430936, Zbl 06632263, WOS:000369912100001)
  • Dan Goreac, Eduard-Paul Rotenstein, Infection Time in Multistable Gene Networks. A Backward Stochastic Variational Inequality with Nonconvex Switch-Dependent Reflection Approach, Set-Valued Var. Anal. (ISI), 24(4), pp. 707-734, DOI: 10.1007/s11228-016-0382-7, 2016 (MR3570351, Zbl 06678157, WOS:000393231300011)
  • Dan Goreac, Claudia Grosu, Eduard Rotenstein, Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems, Syst. Control Lett. (ISI), Volume 96 (October), pp. 118-123, 2016 (MR3547664, Zbl 06640035, WOS:000384788100017)
  • Aurel Răşcanu, Eduard Rotenstein, Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions, J. Math. Anal. Appl. (ISI), Volume 450, Issue 1 (June, 1), pp. 647–669, 2017 (MR3606187, Zbl 06684656, WOS:000394404800035)
  • Lucian Maticiuc, Eduard Rotenstein, Anticipated backward stochastic variational inequalities with generalized reflection, Stoch. Dyn. (ISI), Vol. 18, No. 2, article ID: 1850008, pages: 1-21, DOI: 10.1142/S0219493718500089, 2018
  • Lucian Maticiuc, Eduard Rotenstein, A note on maximal monotone operators acting on BSDEs driven by pure jump processes, preprint
  • Aurel Răşcanu, Eduard Rotenstein, A comprehensive qualitative analysis of evolution equations with a Fréchet subdifferential driver, preprint
  • Articole în lucru | Proiecte

  • Lucian Maticiuc, Eduard Rotenstein, Stabilization of multivalued stochastic differential equations by feedback control
  • Dan Goreac, Lucian Maticiuc, Eduard Rotenstein, Infinite dimensional BSDEs driven by a maximal monotone operator and a piecewise deterministic Markov process
  • Dan Goreac, Eduard Rotenstein, Oana-Silvia Serea, Viability and multivalued SDEs: a feedback characterization approach
  • Eduard Rotenstein, Stochastic evolution equations driven by quasi-subdifferential operators

Participări la conferinţe    

  • Zilele Universităţii „Al. I. Cuza”, Iaşi - A splitting - up method for the Generalized Skorohod Problem, 26 octombrie 2004 (expunere)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi -  Stochastic differential equations in financial markets, 27 octombrie 2005 (expunere)
  • Fifth Colloquium on Backward Stochastic Differential Equations and their Applications - Fitzpatrick approach for multivalued monotone stochastic equations, Le Mans, France, 18-20 iunie 2008  (cu lucrare)
  • Worskshop on Stochastic Partial Differential Equations - A generalized mixed zero-sum stochastic differential game and double barrier reflected BSDEs with quadratic growth coefficient, Iaşi, România, 8-9 septembrie 2008 (expunere)
  • Worskshop on Stochastic Partial Differential Equations - Fitzpatrick function : a new approach for SDE driven by maximal monotone operators, Iaşi, România, 8-9 septembrie 2008 (cu lucrare)
  • Worskshop on Stochastic Partial Differential Equations - Backward stochastic variational inequalities with quadratic growth, Iaşi, România, 8-9 septembrie 2008 (cu lucrare)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi - The study of multivalued equations via convex analysis, 17 octombrie 2008 (expunere)
  • Worskshop on Finance and Insurance, Fakultät für Mathematik - Institut für Stochastik - American game options and reflected BSDEs with quadratic growth, Jena, Germany, 16-20 martie 2009 (expunere)
  • Conference on Stochastic Differential Equations, Stochastic Partial Differential Equations and Related Topics - Minimization methods in the qualitative analysis of  SDE, Manchester, United Kingdom,  24-28 august 2009 (expunere)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi - Stochastic switching problems, 23 octombrie 2009 (expunere)
  • "Alexandru Myller" Mathematical Seminar Centennial Conference - BSVI with oblique subgradients, Iaşi, România, 21-26 iunie, 2010 (cu lucrare)
  • 10ème Colloque Franco-Roumain de Mathématiques Appliquées - Approximation Methods for Generalized Backward Stochastic Variational Inequalities, Poitiers, France, 26-31 august 2010 (cu lucrare)
  • Conferinţa internaţională de Matematici aplicate şi fundamentale - Numerical Schemes for Multivalued Backward Stochastic Dynamical Systems, Universitatea Tehnică „Gh. Asachi” Iaşi, România, 12-14 noiembrie 2010 (expunere)
  • International Conference on “Control Problems and Related Topics” - Convex optimization problems and BSDEs driven by maximal monotone operators, Université Cadi Ayyad, Marrakech, Morocco, 13-18 decembrie 2010 (expunere)
  • ITN School and Workshop on “Deterministic and stochastic evolution equations in infinite dimensions“ - Approximation schemes for backward stochastic variational inequalities, Universita degli studi di Milano - Bicocca, Milano, Italy, 11-13 iulie 2011 (expunere)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi - Backward Stochastic Differential Equations with non-standard reflection, 28 octombrie, 2011 (expunere)
  • International Conference on “Controlled deterministic and stochastic systems” - A generalized convex Skorohod problem with oblique subgradients, „Al. I. Cuza” University, Iaşi, România, 2 - 7 iulie 2012 (expunere)
  • 8th World Congress in Probability and Statistics – Qualitative and quantitative results for stochastic variational inequalities with oblique subgradients, Istanbul, Turkey, 9-14 iulie, 2012 (poster)
  • Workshop on Deterministic and Stochastic Dynamical Systems and Applications - A generalized Skorohod problem with oblique reflection, Voronet, România, 3-7 septembrie, 2012 (expunere)
  • 3rd International Conference on Applied and Pure Mathematics - Generalized multivalued differential systems in non convex domains, Universitatea Tehnică „Gh. Asachi” Iaşi, România, 1-3 noiembrie, 2013 (expunere)
  • 12ème Colloque Franco-Roumain de Mathématiques Appliquées – Multivalued BSDEs with oblique subgradients, Lyon, France, 25-30 august, 2014 (expunere)
  • Third International Conference on Numerical Analysis and Approximation Theory – Approximating schemes for BSVIs with generalized reflection, Cluj-Napoca, România, 17-20 septembrie, 2014 (expunere)
  • Workshop on Stochastic analysis, Controlled Dynamical Systems and Applications – SVIs with oblique subgradients: a journey from the convex to the non-convex framework, Friedrich Schiller Universität, Fakultät für Mathematik - Institut für Stochastik, Jena, Germany, 9-13 martie, 2015 (poster)
  • The 8th Congress of Romanian Mathematicians – Anticipated BSVIs with generalized reflection, „Alexandru Ioan Cuza” University of Iași, România, 26 iunie-1 iulie, 2015 (expunere)
  • 38th Conference on Stochastic Processes and their Applications – Stochastic evolution equations with oblique reflecting subgradients: a convex to non-convex journey, Oxford-Man Institute of Quantitative Finance, University of Oxford, United Kingdom, 13-17 iulie, 2015 (expunere)
  • 13ème Colloque Franco-Roumain de Mathématiques Appliquées – Infection time in multi-stable gene networks. A BSDE with non-convex, trend-dependent reflection approach (expunere); Approximate and Approximate Null-Controllability of a Class of Piecewise Linear Markov Switch Systems (cu lucrare), „Alexandru Ioan Cuza” University of Iași, Iaşi, România, 25-29 August 2016
  • XXXIV International Seminar on Stability Problems for Stochastic Models – BSDEs driven by a piecewise deterministic Markov process and featuring generalized Fréchet subgradients. Applications to multi-stable gene networks dynamics, University of Debrecen (in association with Lomonosov Moscow State University and Institute of Informatics Problems of the Russian Academy of Sciences, Debrecen, Hungary, 25-29 august, 2017 (expunere)
  • Conferinţe viitoare (cu caracter informativ)

  • 5rd International Conference on Applied and Pure Mathematics – Obstacle problems for parabolic SDEs with Hölder continuous diffusion: From weak to strong solutions, Universitatea Tehnică „Gh. Asachi” Iaşi, România, 2-5 noiembrie, 2017 (expunere, urmează)
  • Romanian Itinerant Seminar on Mathematical Analysis and its Applications, RISMAA-2018 – Maximal monotone operators acting on BSDEs driven by piecewise deterministic Markov processes, Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca România, 20-21 aprilie, 2018 (expunere, urmează)
  • Emerging Trends in Applied Mathematics and Mechanics 2018 (ETAMM2018) – A new setup for approximation of Fréchet type multivalued operators, with applications to variational inclusions, Jagiellonian University in Krakow, Poland, 18 – 20 iunie, 2018 (expunere, urmează)
  • 14th Viennese Conference on Optimal Control and Dynamic Games – Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems, Operations Research and Control Systems,  Institut für Stochastik und Wirtschaftsmathematik, Technische Universität Wien, Austria, July 3rd - July 6th, 2018 (expunere, urmează)
  • XIVème Colloque Franco-Roumain de Mathématiques AppliquéesOn the gap between convex and non-convex constraints when approaching BSDEs, Bordeaux, France, august 2018 (expunere, urmează)
  • Equadiff 2019 – Infinite dimensional Càdlàg Skorokhod problems involving maximal monotone operators, Leiden, Netherlands, 8-12 iulie, 2019 (expunere, urmează)

Diverse

  • Fost membru al grupului de cercetare Seminarul de Ecuaţii Diferenţiale, Optimizare şi Control Optimal (organizatori: prof. dr. I. Vrabie, prof. dr. C. Zălinescu, prof. dr. O. Cârjă)
  • Membru al grupului de cercetare Seminarul de analiză stochastică şi aplicaţii (organizator prof. dr. Aurel Răşcanu)
  • Fost membru şi organizator al Seminarului de Matematici Financiare Louis Bachelier
  • Membru în comitetului de organizare a manifestării ştiinţifice internaţionale Worskshop on Stochastic Partial Differential Equations, September 8-9, Iaşi, România
  • Membru în comitetului de organizare a manifestării ştiinţifice internaţionale International Conference on “Controlled deterministic and stochastic systems”, July 2-7, 2012, Iaşi, România
  • Member of the Bernoulli Society for Mathematical Statistics and Probability
  • Membru în board-ul managerial al Fundației Seminarului Matematic Al. Myller
  • Manager de proiect pentru Proiectul European - FP7-PEOPLE-2007-1-1-ITN Marie Curie, no. 213841-2/2008