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I am a researcher at SISSA working in probability and analysis.
Short Biography: I was a Reader at the University of Edinburgh 2020-2025 and a Mercator Fellow at TU Berlin (2024-2025). Priori to this, I was a Junior Research Fellow at St John’s College, Oxford (2016-2020) and a postdoc at TU Berlin (2016) with Peter Friz. I completed my D.Phil in 2016 with the stochastic analysis group at the University of Oxford under the supervision of Terry Lyons. I obtained a MSc in probability at UPMC (Paris VI) and a BSc (Hons) at the University of Auckland.
Editorial roles:
Associate Editor of Probability and Mathematical Physics
Associate Editor of Stochastic Processes and their Applications.
You can also find me on
Email: ichevyrev [at] gmail.com and [firstname].[lastname] [at] sissa.it
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