Summary
I am a research associate at the Department of Mathematics of Imperial College London. Prior to this, I completed my PhD in Mathematics at Boston University, under the supervision of Prof. Michael Salins and Prof. Konstantinos Spiliopoulos, in June 2022.
My research interests lie in stochastic analysis. Currently, I am working on problems in large deviations, stochastic partial differential equations, rough volatility and rough paths.
Preprints
- I. Gasteratos, A. Jacquier. Transportation-cost inequalities for non-linear Gaussian functionals. [arXiv]
- S. Gailus, I. Gasteratos. Large deviations of slow-fast systems driven by fractional Brownian motion. [arXiv]
- I. Gasteratos, M. Salins, K. Spiliopoulos. Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime. [arXiv]
- I. Gasteratos, M. Salins, K. Spiliopoulos. Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations. [arXiv]
Publications
Journals
Gasteratos I, Salins M, Spiliopoulos K, 2023, Importance sampling for stochastic reaction–diffusion equations in the moderate deviation regime, Stochastics and Partial Differential Equations: Analysis and Computations, ISSN:2194-041X
Gasteratos I, Salins M, Spiliopoulos K, 2023, Moderate deviations for systems of slow–fast stochastic reaction–diffusion equations, Stochastics and Partial Differential Equations: Analysis and Computations, Vol:11, ISSN:2194-0401, Pages:503-598