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I am mainly working on Stochastic Differential Equations (SDEs) driven by irregular noise. In particular, I'm dealing with jumps-SDEs (for example, driven by Lévy processes), SDEs with fractional Brownian motion, as well as stochastic Volterra equations. Such equations can appear in various application fields, such as turbulence, particle transport, population models, or option pricing models in finance (for example, rough volatility models). They are useful to describe probabilistic phenomenon with a large variety of behavior, including models with heavy tail distributions, anomalous diffusion, and processes with intermittency.