As a researcher, I am interested in various areas of probability, particularly in the behavior of stochastic processes under constraints. This is a classic field, which can be traced back at least to Doob's work in the 1950s. It plays an important role both in theory and in applications. Currently, I am mainly working on conditioning various types of stochastic processes on rare events, including:

• Brownian motion and related Markov processes,
• branching Brownian motions,
• stationary Gaussian processes.

Further, I am concerned with applications in machine learning, focussing on probabilistic foundations of reinforcement learning.