University of Warwick
Started Oct 2023
Topic: Stability of Markov processes, heavy-tailed stationary distributions
Funding: EPSRC grant EP/V009478/1
email: Miha.Bresar.2@warwick.ac.uk
University of Warwick
Started Oct 2022
Topic: reflected processes and superdiffusivity
Funding: EPSRC grant EP/W006227/1 email: isao.sauzedde@warwick.ac.uk
University of Warwick
Started Oct 2021
Topic: Invariance principles for local times of branching processes with immigration.
Funding: Warwick Statistics departmental PhD award (full PhD scholarship)
University of Warwick
Started Jan 2018
Topic: Simulation of Lévy processes & MLMC for Lévy-driven SDEs.
Part-time (Senior manager at Lloyd’s Banking Group Risk Management).
Funding: self- funded
University of Warwick
Started Oct 2023
Topic: Reflected Brownain motion in unbounded domains
Funding: Warwick Statistics departmental PhD award (full PhD scholarship)
University of Warwick
Started Oct 2024
Topic: Sampling algorithms on bounded domains
Funding: Warwick Statistics departmental PhD award (full PhD scholarship)
Dr Gerónimo Uribe Bravo (Department of Statistics, University of Warwick)
Topic: Scaling limits and branching processes with immigration
Funding: EPSRC grant EP/V009478/1 (Sep 2023 to Aug 2024) Current position: Investigador Titular B, Instituto de Matemáticas, Universidad Nacional Autónoma de México, Mexico City
Dr Jorge González Cázares (Department of Statistics, University of Warwick)
Topic: Lévy processes
Funding: EPSRC grant EP/V009478/1 (Jan 2022 to Sep 2023)
Current position: Associate Professor at IIMAS, Universidad Nacional Autónoma de México, Mexico City
Dr Mateusz Majka (Department of Statistics, University of Warwick)
Topic: Coupling and Control in Continuous Time
Funding: EPSRC grant EP/P003818/2 (Jun 2017 to Feb 2020)
Current position: Assistant Professor at the School of Mathematical and Computer Sciences of the Heriot-Watt University in Edinburgh
Dr Vladislav Vysotskiy (Department of Mathematics, Imperial College London)
Topic: Stability of functionals of random walks
Funding: ERC Marie Curie International Incoming Fellowship (Jan 2015 to Dec 2016)
Current position: Reader in Probability, Department of Mathematics, University of Sussex
Miha Brešar (Thesis: Reflecting diffusions: from transience to stability)
Graduated Jan 2024 (University of Warwick)
Topic: Reflected Brownian motion
Current position: Postdoctoral Researcher, Department of Statistics, University of Warwick
Feng Lin (Thesis: Simulation of the first-passage event of a subordinator and Monte Carlo methods for fractional partial differential equations)
Graduated Nov 2023 (University of Warwick)
Topic: Exact simulation and Monte Carlo methods for fractional PDEs
Funding: China Scholarship Council, CSC-University of Warwick full PhD scholarship Current position: Assistant Professor, College of Mathematics and Physics, Wenzhou University, China
David Kramer-Bang (Thesis: Convex hulls of Lévy processes in space time)
Graduated Sep 2023 (University of Warwick), awarded John Copas Prize 2024
Topic: Lévy processes
Current position: Postdoctoral Researcher, Department of Mathematics, Aarhus University
Jorge González Cázares (Thesis: Convex minorants and the simulation of the extrema of Lévy processes)
Graduated Dec 2021 (University of Warwick & The Alan Turing Institute), awarded Harrison Award 2022
Topic: Simulation of Lévy processes
Funding: Conacyt scholarship (Mexican government) and Warwick Statistics departmental PhD award Current position: Associate Professor at IIMAS, Universidad Nacional Autónoma de México, Mexico City
Veno Mramor (Thesis: Stochastic processes on curved spaces)
Graduated Mar 2021 (University of Warwick)
Topic: Archimedes’ hat-box theorem, projections of spherical Brownian motion, skew-product decompositions and cubature formulae.
Funding: Warwick Statistics departmental PhD award (full scholarship)
Jure Vogrinc (Thesis: Poisson equations and weak approximation for Metropolis-Hastings chains)
Graduated Nov 2017 (Department of Mathematics, Imperial College London)
Current position: AI Researcher at SymphonyAI Financial Services
Dejan Širaj (Thesis: Coupling and the Policy Improvement Algorithm for controlled diffusion processes)
May 2015 Department of Statistics, University of Warwick (jointly with S. D. Jacka)
Current position: Actuary at Triglav Group, a leading insurance company in Slovenia
Matija Vidmar (Thesis: Approximations of Lévy and other processes with jumps)
Graduated Oct 2014 Department of Statistics, University of Warwick (jointly with S. D. Jacka)
Current position: Associate Professor, Department of Mathematics, University of Ljubljana, Slovenia
Antoine Jacquier (Thesis: Asymptotics of the implied volatility surface)
Graduated Nov 2010 Department of Mathematics, Imperial College London
Current position: Professor in Mathematical Finance, Department of Mathematics, Imperial College London
Theodoros Tsagaris (Thesis: Adaptive regression methods with application to streaming financial data)
Graduated Sep 2010 Department of Mathematics, Imperial College London (jointly with N. Adams and G. Montana)
Current position: Chief Investment Officer at Bayforest Technologies
Harry Lo (Thesis: Markov chains and the pricing of derivatives)
Graduated Sep 2009 Department of Mathematics, Imperial College London
Recent position: Head of G10 spot and eFX trading at United Overseas Bank Limited, Singapore