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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)
  • 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)
  • Conferinţe viitoare (cu caracter informativ)

  • 9th International Workshop on Applied Probability – Maximal monotone operators acting on BSDEs driven by piecewise deterministic Markov processes, Eötvös Loránd University, Budapest, Hungary, 18 – 22 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, 3 - 6 iulie, 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)
  • Fourth International Conference on Numerical Analysis and Approximation TheoryA new setup for approximation of Fréchet type multivalued operators, with applications to stochastic variational inclusions, Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, România, 6-9 septembrie, 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