Nimit Rana
Lecturer
Profile
Biography
I obtained an MSc in Mathematical Finance from IISER TVM, India, followed by a PhD in Stochastic Geometric Partial Differential Equations at the University of York, UK. Subsequently, I worked as a research associate at the Universität Bielefeld, Germany, and Imperial College London, UK. In October 2023, I began my role as a Lecturer in the Department of Mathematics at the University of York.
Research
Overview
My research primarily focuses on the study of classical and singular stochastic (geometric) partial differential equations (SPDEs), a field deeply embedded within the realms of mathematical physics and fluid dynamics. Specifically, my main interest is to understand the local and global temporal behavior of solutions to these SPDEs, shedding light on their intricate dynamics. In addition to my core research, I am also passionate about extending the existing asset pricing models, using tools from stochastic analysis and machine learning, to create more robust and realistic frameworks that better align with empirical observations and offer a deeper understanding of how these models operate in practical financial scenarios.
