Dr. Alexander Kalinin
Interim professor
Department of Mathematics
Office address:
Theresienstr. 39
Room B216
80333 München
About
Alexander Kalinin is a postdoctoral researcher in the Department of Mathematics at LMU Munich. His research focuses on stochastic processes, stochastic and functional analysis and mathematical finance. Currently, he is working on stochastic Volterra integral equations and a novel type of derivative.
- CV (PDF, 171 KB), including a list of research articles, and a list of talks:
- The oriented derivative in stochastic calculus (PDF, 470 KB), Bernoulli-IMS World Congress in Probability and Statistics, Bochum, 2024.
- Lyapunov stable solutions to ordinary and stochastic differential equations (PDF, 508 KB), Dynamics Days Europe, Bremen, 2024.
- XVA equations under stochastic volatility (PDF, 512 KB), online talk at the International Conference on Stochastic Calculus and Applications to Finance, IIT Madras, 2024.
- A probabilistic analysis of stochastic equations (PDF, 551 KB), LMU Munich, 2023.
- Unique stable solutions to one-dimensional McKean-Vlasov equations (PDF, 521 KB), Imperial College London, 2023.
- Solutions to multidimensional McKean-Vlasov equations (PDF, 432 KB), German Probability and Statistics Days, Essen, 2023.
- Solutions to one-dimensional McKean-Vlasov equations (PDF, 472 KB), Austrian Stochastics Days, Vienna, 2022.
- Support characterisation for stochastic Volterra equations (PDF, 380 KB), online talk at the German Probability and Statistics Days, Mannheim, 2021.