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I'm not young enough to know everything.

Oscar Wilde

 

Teaching experience (courses, seminaries and laboratories)

  • Probability theory (S&L - 3rd and 4th year), Statistics (S&L - 3rd and 4th year), Monte-Carlo methods (S&L - 4th year), Martingale methods in pricing financial derivatives (C&S - Master 2nd year)
  • Operational research (C, S&L - 4th year), Optimization of economical processes (C&S - Master 2nd year), Graph theory (S - 3rd year)
  • Calculus (Algebra, Geometry, Differential equations - 1st year)
  • Computer Networks (L - 3rd year) (based on CISCO Networking Academy Program), Algorithms and Programming (C&L - 1st year)
  • TIC, ELS (Courses on specialized programs: MS Office, Photoshop, Scientific Workplace), Educational software (C&L - Master 2nd year)

Research grants

  • Member of the Grant CNCSIS 1156/2005 (-2008), Deterministic and stochastic differential models with states constraints. Control, invariance and numerical approximation, project manager: prof. dr. Aurel Răşcanu
  • Member of the Grant ID_395/2007 (-2010), Differential systems with random perturbations; control and viability problems, project manager: prof. dr. Aurel Răşcanu
  • Member and Project manager of the Grant FP7-PEOPLE-2007-1-1-ITN, no. 213841-2 / 2008 (-2012), Deterministic and Stochastic Controlled Systems and Applications, project coordinator: prof. dr. Aurel Răşcanu (http://www.math.uaic.ro/~ITN_Marie_Curie/board.php)
  • Member of the Grant PN-II-ID-PCE-2011-3-0843 241/ 2011 (-2016), Deterministic and stochastic systems with state constraints, director: prof. dr. Aurel Răşcanu
  • Member of the Grant 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 position in the project POSDRU/159/1.5/S/137750 - Programe doctorale şi postdoctorale - suport pentru creşterea competitivităţii cercetării în domeniul Ştiinţelor exacte (June 1, 2014 – December 13, 2015), director: prof. dr. Gheorghe Aniculăesei
  • Project proposals (active ones)

  • COST Action Proposal OC-2016-1-20417 - Mathematics of New Financial Risks (as the second proposer, for „Alexandru Ioan Cuza” University of Iași; main investigator: Prof. Paolo Guasoni, Boston University and Dublin City University)

Research & Training mobilities    

  • CIMPA-UNESCO-MOROCCO Research School - Stochastic Models in Mathematical Finance, April 9-20, 2007, Marrakech, Morocco
  • Département de Mathématiques, Université du Maine, Le Mans, France, May 5-Juin 21, 2008
  • School on Finance and Insurance - Stochastic Analysis and Practical Methods, Fakultät für Mathematik - Institut für Stochastik, March 2-13, 2009, Jena, Germany
  • Département de Mathématiques, Université du Maine, Le Mans, France, May 1-Juin 15, 2009
  • School on SDEs and SPDEs, Levy process driven models in Finance and other Applications, The University of Manchester, School of Mathematics, August 10-21, 2009, Manchester, United Kingdom
  • Research School on Stochastic Control Problems for FBSDEs and its Applications, Université Cadi Ayyad, December 1-11, 2010, Marrakech, Morocco
  • Spring Research School "Stochastic Models in Finance and Insurance", Fakultät für Mathematik – Institut für Stochastik, March 21 – April 1, 2011, Jena, Germany
  • Research School on SDEs and Control in Infinite Dimensions, Universita degli studi di Milano – Bicocca, June 27 - July 9, 2011, Milano, Italy
  • Research School on Controllability of Deterministic and Stochastic Systems and its Applications, „Al. I. Cuza” University, June 18 – 30, 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, August 15 - September 28, 2015 and April 28 - May 13, 2016

Articles

[Ph.D. Thesis] Numerical methods and optimization problems for deterministic and stochastic differential systems (Scientific advisor: 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 Math. (formerly 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, 2018 (Zbl 06820899, WOS: 000417743600002)
  • 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
  • Under construction | To do list

  • 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, in progress

Lectures at conferences    

  • Zilele Universităţii „Al. I. Cuza”, Iaşi - A splitting - up method for the Generalized Skorohod Problem, October 26, 2004 (talk)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi -  Stochastic differential equations in financial markets, October 27, 2005 (talk)
  • Fifth Colloquium on Backward Stochastic Differential Equations and their Applications - Fitzpatrick approach for multivalued monotone stochastic equations, Le Mans, France, June 18-20, 2008  (with paper)
  • 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, September 8-9, 2008 (talk)
  • Worskshop on Stochastic Partial Differential Equations - Fitzpatrick function : a new approach for SDE driven by maximal monotone operators, Iaşi, România, September 8-9, 2008 (with paper)
  • Worskshop on Stochastic Partial Differential Equations - Backward stochastic variational inequalities with quadratic growth, Iaşi, România, September 8-9, 2008 (with paper)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi - The study of multivalued equations via convex analysis, Octomber 17, 2008 (talk)
  • Worskshop on Finance and Insurance, Fakultät für Mathematik - Institut für Stochastik - American game options and reflected BSDEs with quadratic growth, Jena, Germany, March 16-20, 2009 (talk)
  • Conference on Stochastic Differential Equations, Stochastic Partial Differential Equations and Related Topics - Minimization methods in the qualitative analysis of  SDE, Manchester, United Kingdom,  August 24-28, 2009 (talk)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi - Stochastic switching problems, Octomber 23, 2009 (talk)
  • "Alexandru Myller" Mathematical Seminar Centennial Conference - BSVI with oblique subgradients, Iaşi, România, June 21-26, 2010 (with paper)
  • 10ème Colloque Franco-Roumain de Mathématiques Appliquées - Approximation Methods for Generalized Backward Stochastic Variational Inequalities, Poitiers, France, 26-31 Août 2010 (with paper)
  • 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 (talk)
  • International Conference on “Control Problems and Related Topics” - Convex optimization problems and BSDEs driven by maximal monotone operators, Université Cadi Ayyad, Marrakech, Morocco, December 13-18, 2010 (talk)
  • 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, July 11-15, 2011 (talk)
  • Zilele Universităţii „Al. I. Cuza”, Iaşi - Backward Stochastic Differential Equations with non-standard reflection, October 28, 2011 (talk)
  • International Conference on “Controlled deterministic and stochastic systems” - A generalized convex Skorohod problem with oblique subgradients, „Al. I. Cuza” University, Iaşi, România, July 2 - 7, 2012 (talk)
  • 8th World Congress in Probability and Statistics – Qualitative and quantitative results for stochastic variational inequalities with oblique subgradients, Istanbul, Turkey, July 9-14, 2012 (poster), accepted
  • Workshop on Deterministic and Stochastic Dynamical Systems and Applications – A generalized Skorohod problem with oblique reflection, Voronet, România, September 3-7, 2012 (talk)
  • 3rd International Conference on Applied and Pure Mathematics - Generalized multivalued differential systems in non convex domains, Universitatea Tehnică „Gh. Asachi” Iaşi, România, November 1-3, 2013 (talk)
  • 12ème Colloque Franco-Roumain de Mathématiques Appliquées - Multivalued BSDEs with oblique subgradients, Université Lyon 1, Lyon, France, 25-30 Août, 2014 (talk)
  • Third International Conference on Numerical Analysis and Approximation Theory - Approximating schemes for BSVIs with generalized reflection, Cluj-Napoca, România, September 17-20, 2014 (talk)
  • 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, March 9-13, 2015 (poster)
  • The 8th Congress of Romanian Mathematicians - Anticipated BSVIs with generalized reflection, „Alexandru Ioan Cuza” University of Iași, România, June 26-July 1, 2015 (talk)
  • 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, July 13-17, 2015 (talk)
  • 13ème Colloque Franco-Roumain de Mathématiques Appliquées - Infection time in multi-stable gene networks. A BSDE with non-convex, trend-dependent reflection approach (talk)and Approximate and Approximate Null-Controllability of a Class of Piecewise Linear Markov Switch Systems (with paper), „Alexandru Ioan Cuza” University of Iași, Iaşi, România, August 25-29, 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, August 25-29, 2017 (talk)
  • 5rd International Conference on Applied and Pure Mathematics – Anticipated BSVIs with generalized reflection (with paper) and Obstacle problems for parabolic SDEs with Hölder continuous diffusion: From weak to strong solutions (talk), Universitatea Tehnică „Gh. Asachi” Iaşi, România, November 2-5, 2017
  • Upcoming conferences (for information only)

  • XIVème Colloque Franco-Roumain de Mathématiques AppliquéesOn the gap between convex and non-convex constraints when approaching BSDEs, Bordeaux, France, 27-31 Août, 2018 (talk, to follow)
  • 69th International Workshop “Variational Analysis and Applications” – On the gap between convex and non-convex constraints when approaching Backward Stochastic Variational Inequalities, ERICE, Italy, August 28 – September 5, 2018 (talk, to follow)
  • 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, September 6-9, 2018 (talk, to follow)
  • Equadiff 2019 – Infinite dimensional Càdlàg Skorokhod problems involving maximal monotone operators, Leiden, Netherlands, July 8-12, 2019 (talk, to follow)

Others

  • Former member of the workgroup Seminarul de Ecuatii Diferentiale, Optimizare si Control Optimal (directors: prof. dr. I. Vrabie, prof. dr. C. Zălinescu, prof. dr. O. Cârjă)
  • Member of the workgroup Seminarul de analiza stochastica şi aplicaţii (director prof. dr. Aurel Răşcanu)
  • Former member and oganizer of the workgroup Seminarul de Matematici Financiare Louis Bachelier
  • Member of the organizing committee for the international Worskshop on Stochastic Partial Differential Equations, September 8-9, Iaşi, România
  • Member of the organizing committee for the International Conference on “Controlled deterministic and stochastic systems”, July 2-7, 2012, Iaşi, România
  • Member of the Bernoulli Society for Mathematical Statistics and Probability
  • Member in the managerial board of the „Al. MyllerMathematical Seminary Foundation
  • Project Manager of the European Grant - FP7-PEOPLE-2007-1-1-ITN Marie Curie, no. 213841-2/2008

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