Dimitris Farazakis is a PhD Candidate in Applied Mathematics at the Department of Mathematics and Applied Mathematics, University of Crete, under the support of the ARCHERS and ELIDEK fellowship. He received his B.Sc in Applied Mathematics from the University of Crete with specialization in Mathematical Simulation and Calculation Techniques, and his M.Sc in Statistics and Actuarial-Financial Mathematics from the University of the Aegean, Department of Mathematics, Samos, with specialization in Actuarial and Financial Mathematics (supported by the Department of Mathematics’ fellowship). His research is on stochastic differential equations, Malliavin calculus, reaction-diffusion equations with applications to physics and mathematical finance.