Research Fellows & Ph.D. students

Current Research Fellows

Current PhD students

Former postdoctoral researchers

• 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

Graduated PhD students

• 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

• David Kramer-Bang (Thesis: Convex hulls of Lévy processes in space time)
  Graduated Sep 2023 (University of Warwick), won 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), won Harrison Award 2022
  Topic: Simulation of Lévy processes
  Funding: Conacyt scholarship (Mexican government) and Warwick Statistics departmental PhD award.

• 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: Postdoctoral Researcher, Department of Statistics, University of Warwick

• 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: Reader 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)
  Recent position: Senior Quantitative Analyst, Tudor Investment Corp

• 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