Emmet Lawless

My research is primarily in the areas of stochastic analysis and mathematical finance.

In stochastics, I focus on the qualitative behaviour of stochastic functional differential equations, especially those of delay and Volterra type. Because solutions are typically non-Markovian, their dynamics can be challenging to analyse. I am particularly interested in understanding the long-term behaviour of the sample paths and the dynamics of the solutions’ moments. 

In finance, much of my work is devoted to specific classes of optimisation problems. My research combines tools from stochastic control and the calculus of variations to solve optimal consumption and portfolio choice problems in financial markets with stochastic investment opportunities.

My research works can be found on my google scholar page:
‪Emmet Lawless‬ - ‪Google Scholar‬