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I'm not young enough to know everything.

Oscar Wilde

 

Teaching experience (courses, seminaries and laboratories)

  • Probability theory (S&L - IIIrd and IVth year), Statistics (C, S&L - IIIrd year), Applied statistics (C&S - Master Ist year), Monte-Carlo methods (S&L - IVth year), Martingale methods in pricing financial derivatives (C&S - Master IInd year), Stochastic models in finance (UNIBUC, Master II), Risk Theory and Actuariat (UNIBUC, Master I)
  • Operational research (C, S&L - IVth year), Optimization of economical processes (C&S - Master IInd year), Graph theory (S - IIIrd year)
  • Calculus (Algebra, Geometry, Differential equations - Ist year)
  • Computer Networks (L - IIIrd year) (based on CISCO Networking Academy Program), Algorithms and Programming (C&L - Ist year)
  • TIC, ELS (Courses on specialized programs: MS Office, Photoshop, Scientific Workplace), Educational software (C&L - Master IInd 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

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 (UAIC, Faculty of Mathematics, Scientific advisor: Prof. Dr. Aurel Răşcanu)

[Habilitation Thesis] Deterministic and Stochastic Variational Inequalities. A convex to nonconvex journey (May 29, 2020, SCOSAAR, București)

  • 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)
  • Aurel Răşcanu, Eduard Rotenstein, Backward stochastic dynamics driven by an unbounded subdifferential operator on a filtered probability space, submitted
  • Under construction | To do list

  • Ioana Ciotir, Dan Goreac, Eduard-Paul Rotenstein, Nonlinear Fokker-Planck equation on non-bounded domain and featuring generalized reflecting boundary conditions, in progress
  • Ioana Ciotir, Dan Goreac, Andreea Grăjdeanu, Eduard-Paul Rotenstein, The Nonlinear Fokker-Planck equation associated to a differential equation driven by fractional Brownian motion, pending
  • Eduard Rotenstein, Stochastic evolution equations driven by quasi-subdifferential operators, pending

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
  • 21th Conference of the Romanian Society of Probability and Statistics – Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems, Bucharest Academy of Economic Studies, Bucharest, April 13-14, 2018 (talk)
  • Seminarul ISMMA de Teoria Probabilităților, Statistică și Aplicații – Stochastic variational inequalities with oblique reflecting directions: a convex to non-convex journey, Academia Română, Bucharest, April 19, 2019 (talk)
  • ICAPM 2019 International Conference on Applied and Pure Mathematics – Backward stochastic dynamics driven by an unbounded subdifferential operator on a filtered probability space, Universitatea Tehnică „Gh. Asachi” Iaşi, România, October 31 - November 3, 2019 (talk)
  • International Online Conference on Applied Mathematics (IOCAM 22)– Backward stochastic dynamics driven by an unbounded subdifferential operator on a filtered probability space, Fez, Morocco, June 01-03, 2022 (talk)
  • The 28th International Conference in Operator Theory – A penalization setup for Fréchet subdifferential operators, organized jointly by the Institute of Mathematics Simion Stoilow of the Romanian Academy and the West University, Timisoara, România, June 27 - July 1, 2022 (talk)
  • Equadiff15 – International Conference on Differential Equations and their Applications –  Nonlinear Fokker-Planck equation on unbounded domain and featuring generalized reflecting boundary conditions, Masaryk University, Brno, Czech Republic, 11–15 July 2022 (talk)
  • Upcoming conferences (for information only)

  • The Tenth Congress of Romanian Mathematicians – Splitting-up methods for SDEs with generalized reflection on convex and nonconvex domains, Romanian Academy, University of Bucharest and University of Pitești, June 30 – July 05, 2023 (talk)
  • 43rd Conference on Stochastic Processes and their Applications –  Nonlinear Fokker-Planck equation on non-bounded domain and featuring generalized reflecting boundary conditions, Lisbon, Portugal, July 24-28, 2023 (talk)
  • Bernoulli - IMS 11th World Congress in Probability and Statistics – Stochastic evolution equations involving quasi-subdifferential operators, Bochum, Germany, August 12 - 16, 2024 (talk)

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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