Mathematics
Stochastic Differential Equations, Solvability, Large Deviation Theory, Ergodicity, Stochastic Stability, Partial Differential Equations, Solvability and Stability of Parabolic and Hyperbolic Systems, Control Theory, Deterministic and Stochastic Control Theory in Infinite Dimensions, Optimal Control Theory, Mathematical Fluid Dynamics, Stochastic Analysis and Control of Incompressible and Compressible Fluids, Optimization, Problems with Orthogonal Matrix Constraints