Supervision

Prospective students: 

If you would like me to supervise your Honours or Masters thesis, you need to have completed "Advanced Functional Analysis, Spectral theory and Applications" and/or "Stochastic Analysis with Financial Applications". If you would like me to supervise you for a PhD, have a look at my Research papers, and make sure you can understand some of the proofs. Find out about the application process here.

Prospective postdoctoral fellows: 

I do not have funding for postdoctoral positions available at the moment. When an opportunity becomes available at the MSI, I will post information here.

Postdoctoral Research Fellows 

• Jan Rozendaal (2017-2020)

Assistant Professor (2020-2022), then Associate Professor, IMPAN, Poland (since 2022).

• Dorothee Frey (2012-2014) 

Postdoctoral Research Fellow at Université de Nantes, France (2014-2015); Assistant Professor at TU Delft, the Netherlands (2015-2019), Professor at the Karlsruhe Institute of Technology, Germany (since 2019).

PhD students 

• Jasper Barr (since July 2022) Regime-switching stochastic differential equations: a rough path and singular random SDE approach.

• Himani Sharma (June 2018-February 2022) Thesis: Spectral Multiplier Theorems For Abstract Differential Operators 

Postdoctoral fellow at Macquarie University (2022); Humboldt Postdoctoral Fellow at the Karlsruhe Institute of Technology, Germany (since 2023).

• Sean Harris (March 2017-December 2020) Thesis: Weyl pseudodifferential calculus and the Heisenberg group in new settings.

Casual lecturer at the ANU (since 2021); Analyst for the Australian Signal Directorate (from 2024).

• Julian Bailey (July 2015-March 2019)  Thesis: Schrodinger operators and the Kato square root problem

Postdoctoral fellow at the University of Birmingham (2019-2020); Quantitative analyst at Optiver, Sydney (since 2021)

• Alex Amenta (July 2012-March 2016) Co-supervisor: Pascal Auscher (Paris Sud-Orsay)  Thesis: Extensions of the theory of tent spaces and applications to boundary value problems. 

Postdoctoral Research Fellow at Université de Grenoble, France (2016); Postdoctoral Research Fellow at TU Delft, the Netherlands (2016-2018); Humboldt Postdoctoral Fellow at University of Bonn (2019-2021); Data analyst at National Australia Bank, Melbourne (2021), software developper at Data Processors (since 2022).

Honours/Masters students 

• Prashant Rao (2023-2024) Topic: Random walk approximations of rough diffusions.

Quantitative analyst at IMC.

• Chuang Xu (2022) Thesis: Weighted Lp estimates for differentially subordinate martingales 

PhD student in Mathematics/Economics at the ANU (since 2023).

• James Martini (2022) Thesis: Mean Value Sets and Kakutani-Feynman-Kac formulas for Differential Operators with Rough Coefficients

• Zihan Zhang (2021) Thesis: A survey of the paracontrolled calculus approach to singular stochastic PDE   

Master student in Finance at the ETH Zurich (since 2022).

• Han Guo (2020-2021) Thesis: One-dimensional SDE with distributional drift.

Master student in Finance at the ANU (2021).

• Owen Hearder  (2018-2019) Thesis: Quasilinear stochastic PDE.

PhD student in Mathematics at the Berlin Mathematical School, Germany (since 2020).

• Wenqi Zhang (2018) Thesis: Localisation of Low Energy Eigenfunctions of the Schrodinger Operator .

PhD student in Mathematics at the ANU (since 2021).

• Zanbing Dai (2016-2017) Thesis: Some Local Multipliers Associated with the Ornstein-Uhlenbeck Operator 

PhD student in Mathematics at University of Minnesota, USA (2017-2023). Analyst for Bank of Queensland, Sydney (since 2023).

• Hugh McCarthy (2016) Thesis: Maximal Lp-Regularity of Deterministic and Stochastic PDEs. 

Consultant for Oliver Wyman, Sydney (since 2017).

• Chian Chuah (2015) Thesis: The Bounded Holomorphic Functional Calculus for Ritt Operators and Sectorial Operators and Their Square Function Estimates. 

PhD student in Mathematics at Baylor University, USA (2016-2022). Ross Assistant Professor at Ohio State University (since 2022).

• Angus Griffith (2014) Thesis: A tent space approach to mild solutions of Navier-Stokes equations with rough initial data. 

Master student in Mathematics at University of Bonn, Germany (2015-2016). Software Engineer at Google, USA (since 2016).

• Matthew Calvin (2013) Thesis: The Functional Calculus for the Ornstein-Uhlenbeck Operator: An R-boundedness Approach. 

PhD student in Economics at Yale University, USA (2014-2019). Associate at Cornerstone Research, NY USA (since 2020).