Supervision of Students

PhD Students

  • D. Dimitriou, "Regularity, density and rigorous asymptotics for the stochastic Stefan problem", [2023- in progress].
  • O. Kousovista, "Mathematical modelling with applications to biomedical research", [2018-2022], (Post-doc Loughborough University, UK).
  • D. Farazakis, "Malliavin calculus for a combined stochastic partial differential equation with unbounded noise diffusion and applications", [2017-2022], (Post-doc IACM/FORTH).

    • MSc Students

  • Th. Apostolaki,"Stochastic differential equations with noise in the sense of Walsh", (2022).
  • A. Gkikopoulou, "Stochastic mass conserved reaction-diffusion equation", (2021).
  • M. Oikonomou, "Stochastic calculus and Black and Scholes model with applications", (2020).
  • O. Kousovista, "The singular limit of the Allen-Cahn equation and the FitzHugh-Nagumo system", (2017).
  • N. Siavvas, "Travelling-wave analysis of a model describing tissue degradation by bacteria", (2017).
  • V. Kokaraki, "A stochastic modeling approach on the kinetics of drugs in the body", (2016).
  • G. Anysiadis, "Amplitude equations of stochastic partial differential equations", (2015).
  • A. Talidou, "Analysis and Monte-Carlo simulations for a stochastic Cahn-Hilliard/Allen-Cahn combined model", (2014).
  • I.M. Goumas, "On the study of metastable patterns for the one-dimensional Cahn-Hilliard equation", (2011).
  • X. Papanicolaou, "Results on dynamics of interfaces", (2010).
  • S. Gomes, "Derivation of the mean curvature flow for interfaces in the Allen-Cahn equation", University of Toronto [co-supervised with I. M. Sigal], (2004).

    • Undergraduate Students

  • V. Dedoussis, "Martingales of discrete and continuous time: An example of Brownian motion", (2022).
  • E. Leivadarou, "Pattern formation: Describing this phenomenon by the Cahn-Hilliard equation II", (2015)
  • X. Costa, "Pattern formation: Describing this phenomenon by the Cahn-Hilliard equation I", (2014).
  • A. Malla, "The Cahn-Hilliard equation as a gradient flow, Part I", (2014).
  • E. Trigoni, "The Cahn-Hilliard equation as a gradient flow, Part II", (2014).
  • M. Koutsaki, "Rigorous mathematical construction of the noise in the sense of Da Prato and Zabczyk", (2013).
  • D. Elefteriou, "Stochastic partial differential equations and applications to financial mathematics" (2013).
  • Ch. Grapsiti, "Mathematical study of interacting population models", (2013).
  • M. Elliadi, "Stochastic differential equations", (2013).
  • D. Papadopoulos, "Random walks and diffusion", (2012).
  • S. Drakou, "Mathematical models in Biology", (2012).
  • O. Kallinikou, "Fixed point methods for Nonlinear PDEs", (2012).
  • V. Kostaki, "Stochastic calculus with view in Finance", (2012).
  • A. Vasilaki, "Stochastic processes and mathematical Finance", (2012).
  • Ch. Anastasiou, "Viscosity solutions for nonlinear PDEs", (2012).
  • S. Kaloudis, "Dynamics of patterns", (2012).
  • R. Kleisiouni, "Operational risk and financial modelling", (2011).
  • N. Papanikolaou, "Measure and integration", (2011).
  • S. Kleovoulou, "Integral equations", (2011).
  • N. Kountouris, "Nonlinear dynamics and chaos", (2011).
  • E. Tsaglioti, "Differential equations with applications in mathematical biology", (2011).
  • N. Karpathopoulos, "Stochastic differential equations and applications", (2010).
  • M. Demetriou, "Brownian motion and stochastic calculus", (2010).
  • C. Katris, "Advanced partial differential equations and their applications", (2010).