Education
He studied at the Vienna University of Technology, Ecole Centrale Paris, University of Cambridge and New York University, and obtained his Doctor of Philosophy in 2004 under the supervision of South. R. Srinivasa Varadhan.
He studied at the Vienna University of Technology, Ecole Centrale Paris, University of Cambridge and New York University, and obtained his Doctor of Philosophy in 2004 under the supervision of South. R. Srinivasa Varadhan.
He worked as a quantitative associate at Merrill Lynch, then held academic positions at the University of Cambridge, the Mittag-Leffler Institut, and the Radon Institute. He is currently Professor at the Technical University Berlin, and associated with the Weierstrass Institute for Applied Analysis and Stochastics in Berlin. Together with Nicolas Victoir, he wrote the book Multidimensional Stochastic Processes as Rough Paths: Theory and Applications.