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From Venezuela to Chile to Moscow: PhD Student Explores New Developments in Applied Mathematics

Kerlyns Martínez, a Ph.D. Student in Mathematics from the Universidad de Valparaíso, Chile talks about her research stay with the Laboratory of Stochastic Analysis and its Applications in the Faculty of Economic Sciences at HSE University Moscow

Photo by Aurelien Romain on Unsplash

Photo by Aurelien Romain on Unsplash

I'm from Venezuela, and I'm currently finishing my doctorate in mathematics in Chile. In Venezuela, I earned my bachelor’s degree in mathematics at the Central University of Venezuela, where I started working on stochastic geometry. Through the doctoral school there I learned about the PhD program of Valparaiso in Chile (where I am now student) in consortium between the University of Valparaíso, Federico Santa María Technical University and the Pontifical Catholic University of Valparaíso. The topics covered in my doctoral thesis are based in applied mathematics and stochastic processes, among which I can highlight modeling, calibration and simulation of stochastic processes that appear in the analysis of turbulent flow models. In addition, I am working on the construction of diffusion processes, whose distribution is submitted to some conditioning, whereby a given cost is minimized. Both subjects have many applications not only in physics but also in finance.

During the winter period of this year, I had the pleasure of completing an internship at the HSE University Faculty of Economic Sciences in Moscow, Russia. While there, I also was able to finish my thesis with one of my advisers, Professor Jean-François Jabir, who is a member of the Department of Statistics and Data Analysis in HSE and a researcher at the Laboratory of Stochastic Analysis and its Applications, headed by Professor Valentin Konakov. 

Thanks to the invitation of the Laboratory of Stochastic Analysis, and through my Chilean doctorate scholarship of the CONICYT committee, I was able to visit the Higher School of Economics in Moscow and take part in a workshop organized by the Laboratory in December 2018, which brought together several experienced researchers currently working in Russia, France, the UK, and the USA. In this workshop, I had the opportunity to present a section of my current work, in addition to learning more about some of the exciting fields developed in applied probability and stochastic analysis at HSE University and by its collaborators. My experience during this stay could be split into two aspects: professional and personal. 

Professionally, I am grateful to have gotten to know first-hand the level of excellence of the academics at HSE, from the extensive knowledge of its researchers, to the pleasant working atmosphere within their facilities.

I would particularly like to note the help that they offered me when I opted for the guesthouse of the HSE, which is an excellent option if you are thinking about a short stay. 

At a professional level, I must also highlight the variety of academic and research activities that are carried out at HSE, where you can expand your knowledge in different areas of applied mathematics, stochastic analysis, and stochastics algorithms, and discrete mathematics. 

At a personal level, I have nothing but good things to say about the members of HSE and the staff of the HSE University guesthouse at Vavilova 7. Despite the unquestionable language obstacle, I received kind treatment from everyone I met during my stay. And of course, I had the pleasure of enjoying a little of Moscow (which is a huge city) and Russian culture. Beyond the mandatory tourist stops like Red Square, the Kremlin, and known monuments, I enjoyed the streets, parks, and gastronomy of Moscow.

These types of opportunities are always welcome and help us expand ourselves into new horizons.

From a foreign visitor's point of view, being part of HSE was enriching, not only at an academic level but also at a personal level

Kerlyns Martínez
Ph.D. Student in Mathematics from Universidad de Valparaíso, Chile