# P@W Archive

## Past visitors to the department

For a complete list of visitors to the department of statistics click here.

### Past events

2016

- Statistics for Differential Equations Driven by Rough Paths, 7 - 9 September 2016.
- Workshop on Random Processes in Discrete Structures, 30 August - 2 September 2016.

2015

- Workshop on Models and Inference in Population Genetics, 14-16 September 2015.
- Random Walks on Graphs and Potential Theory, 18-22 May 2015

2012

- Models and Inference in Population Genetics, 15 October 2012.
- P@W Young Researchers Workshop, 23-27 July 2012
- 2011/2012 EPSRC Symposium on Probability
- At the Frontier of Analysis and Probability, 3-7 September 2012
- Optimal Stopping, Optimal Control and Finance, 16-20 July 2012
- The Geometry of Discrete Random Structures, 18-22 June 2012
- NASPDE12 (Numerical Solution of Stochastic PDEs), 11-12 June 2012
- Large Scale Behaviour of Random Spatial Models, 28 May - 2 June 2012
- Stochastic Analysis and Stochastic PDEs, 16-20 April 2012
- 2012 UK Easter Probability Meeting, 26–30 March 2012
- Interacting Particle Systems, Growth Models and Random Matrices, 19-23 March 2012

2011

- Multiscale Systems: Theory and Applications, 12-16 December 2011
- Disordered Media, 5-9 September 2011

2010

- P@W Young Researchers Workshop, 19-23 July 2010
- Orthogonal Polynomials, applications in Statistics and Stochastic Processes, 12-15 July 2010

2009

- Probability at Warwick Young Researchers Workshop, 20-24 July 2009

2008

- Math Finance Seminar, 19 November 2008
- New Scaling Limits and Other Recent Developments in Probability, 31 March - 04 April 2008
- Stochastic Filtering and Control Workshop, 20-22 August 2007

2007

- Probability at Warwick Postgraduate Workshop, 23-27 July 2007
- Mini-Colloquium in Finance and Stochastic, 20 February 2007

2006

- Probability at Warwick Postgraduate Workshop, 3-7 July 2006

Other previous Probability at Warwick events include those in the regular series

### Past PhD students

For complete list of past PhD students from the department of statistics click here.

- Miha Bresar,
*Reflecting Brownian Motion in unbounded domains*(2024) - Feng Lin,
*Simulation of the first-passage event of a subordinator and Monte Carlo methods for fractional partial differential equations*(2023) - David Bang,
*Convex hulls of Levy processes in space time*(2023) - Andrew Rout -|- (2023)
- Simon Gabriel,
*Critical scaling limits and singular SPDEs*(2023) - Peter Mühlbacher -|- (2023)
- Yuxi Jiang,
*Some topics in exact simulation, with application to distributed analysis*(2023) - Darion Mayes,
*The random cluster model on finite graphs*(2022) - Phil Hanson,
*Small–Time Asymptotics of Coalescent and Fleming–Viot Processes*(2022) - Jacek Kiedrowski,
*Singular stochastic partial differential equations on the real plane under critical regime*(2021) - Haodong Sun
*Constrained optimal stopping games*(2021) - Daniel Wilson-Nunn,
*Robust regression on clustered data and signature based online Arabic handwriting recognition*(2021) - Susanna Brown,
*Resampling and genealogies in sequential Monte Carlo algorithms*(2021) - Veno Mramor,
*Stochastic processes on curved spaces*(2021) - Jorge Ignacio González Cázares
*Convex minorants and the simulation of the extrema of Lévy processes*(2021) - Dominic Brockington,
*Brownian motions in random environments*(2021) - Letizia Angeli,
*Interacting Particle Approximations of Feynman-Kac Measures for Continuous-Time Jump Processes*. (2021) - James Hodgson,
*Exact and unbiased simulation of rare events*(2021) - Susanna E. Brown
*Resampling and genealogies in sequential Monte Carlo algorithms.*(2021) - Jerome Joseph,
*Optimal investment and consumption under infinite horizon Epstein-Zin stochastic differential utility*(2021) - Letizia Angeli,
*Interacting Particle Approximations of Feynman-Kac Measures for Continuous-Time Jump Processes*(2021) - Shuo Huang,
*Convergence analysis of monotone schemes for second-order non-linear parabolic PDEs and their applications in sublinear expectation*(2020) - John Herman,
*The harmonic extension technique with applications to optimal stopping*(2020) - S.J. Finch,
*The Random Cluster Model on the Tree*(2020) - Eleanor Archer,
*Random Walks on Decorated Galton-Watson Trees*(2020) - Shannon Horrigan,
*Continuum Random Cluster and Potts models with Delaunay interactions*(2020) - Quirin Vogel,
*Geometric properties of random walk soups*(2020) - Panagiotis Christoforos,
*Interface theory and Percolation*(2020) - George Andriopoulos,
*Scaling limits of random walks and their related parameters on critical random trees and graphs*(2019) - Mathew Dickson,
*Interacting Boson Gasas and Large Deviation Principles*(2019) - William Fitzgerald,
*Exactly Solvable Interacting Particle Systems*(2019) - Ifan Johnston,
*generalised fractional evolution equations*(2019) - Dominykas Norgilas,
*Techniques and approaches for pricing American options*(2019) - Alex Wendland,
*Generalisations of groups and Cayley graphs*(2019) - Barinda Matharu,
*Statistical Properties of Compact Group Extensions of Non-Uniforms Exchange Dynamical Systems*(2019) - Theodoros Assiotis,
*Integrable Stochastic Dynamics and Gelfand-Tsetlin Patterns*(2018) - Costanza Benassi,
*On classical and quantum lattice spin systems*(2018) - Sebastian Armstrong,
*Coherent Risk Measures, Reserving, and Transaction Costs*(2018) - Elia Bisi,
*Random polymers via orthogonal Whittaker and symplectic Schur functions*(2018) - Andrea Pizzoferrato,
*Large scale dynamics and fluctuations in non-equilibrium stochastic particle systems*(2018) - Lorenzo Toniazzi,
*Time-nonlocal evolution equations*(2018) - Jun Maeda,
*Modeling from a Trader's Perspective*(2018) - R. Gameros,
*Mean traffic behaviour in Poissonian cities*(2017) - Adam Bowditch,
*Random walks in random environments*(2017) - Mathew Egginton,
*Topics in kinetic theory and Boltzmann equation*(2017) - Thomas Rafferty,
*Dynamic properties of condensing particle systems*(2017) - Federici Bruno,
*Interactions between large-scale invariants in infinite graphs*(2017) - Ioanna Nteka,
*Positive temperature dynamics on Gelfand-Tsetlin patterns restricted by wall*(2017) - Rodolfo Gameros Leal,
*Poissonian Cities*(2017) - Yulong Lu,
*Asympotic Analysis Set method for Geometric Inverse Problems*(2017) - Jamie Lukins,
*Coalescing random walks and universality in two dimensions*(2017) - John Sylvester,
*Hitting times and effective resistances in random graphs*(2017) - Yufan Zhao, On properties of the American put option under several models (2017)
- Watthanan Jatuviriyapornchai,
*Population dynamics and stochastic particle systems*(2017) - Jere Koskela,
*Consistency and intractable likelihood for jump diffusions and generalised coalescent processes*(2016) - Benjamin Lees,
*Quantum spin systems, probabilistic representations and phase transitions*(2016) - Jiarui Cao,
*Dynamics of condensation in stochastic particle systems*(2016) - Dialid Santiago Ramirez,
*On the Existence of a Certain Class of Nonlinear Stochastic Processes*(2016) - Konstantin Matetski,
*Discretisations of rough stochastic partial differential equations*(2016) - Dejan Širaj,
*Coupling and the policy improvement algorithm for controlled diffusion processess*(2015) - G. Zanella,
*Bayesian Complementary Clustering, MCMC, and Anglo-Saxon Placenames*(2015) - Yu-Xi Chau,
*Explosive condensation in symmetric mass transport models*(2015) - Owen Daniel,
*The Bosonic Loop soup and its local field*(2015) - Barnaby Garrod,
*One-dimensional interacting particle systems as Pfaffian point systems*(2015) - Alexander Kistler,
*Sample path large deviations for the Laplacian model with pinning interaction in (1+1)-dimension*(2015) - Yuchen Pei,
*The Robinson-Schensted algorithms*(2015) - Chin Lun,
*A multi-layer extension of the stochastic heat equation*(2015) - James Thompson,
*Submanifold bridge processes*(2015) - Andrew Aylwin,
*Self similar Markov processess and the time inversion property*(2014) - Sebastian Vollmer,
*Efficient MCMC and Posterior Consistency for Bayesian Inverse Problems*(2014) - Micheal Ayers,
*On Delaunay random cluster models*(2014) - Christopher Pettitt,
*Markov Exchangeable particle systems*(2014) - Micheal Scott,
*A parabolic PDE on an evolving curve and evolving**surface with finite time singularity*(2014) - Maria Veretennikova,
*Controlled fractional dynamics*(2014) - Amogh Deshpande,
*Topics in risk-sensitive stochastic control*(2014) - Matija Vidmar,
*Markov chain approximations to, and some fluctuation results for, Lévy processes*(2014) - Adriana Ocejo,
*Time-change and control of stochastic volatility*(2014) - Kun Zhang,
*Essays on portfolio allocation and derivatives pricing with Lévy processes*(2014) - Siu Kwan Yip,
*On the Pfaffian property of annihilating random walk and coalescing random walk*(2014) - Simon Weber,
*The sharp interface limit of the Stochastic Allen-Cahn equation*(2014) - Stephen Tate,
*The Combinatorics of the Cluster and Virial Expansions*(2014) - David Kelly,
*Ito corrections in stochastic equations*(2013) - Patrick O'Callaghan,
*Context and decision: three approaches to representing preferences*(2012) - Jiaqi Liu,
*On the Optimal Stopping Problem driven by Spectrally Negative Levy Processes*(2012) - Adnan Ali,
*Stochastic pattern formation in growth models with spatial competition*(2012) - Janosch Ortmann,
*Random Matrices, Large Deviations and Reflected Brownian Motion*(2012) - B..J. Hill,
*An Orientation Field Approach to Modelling Fibre-Generated Spatial Point Processes*(2011) - Paul Chebloun,
*Large deviations and metastability in condensing stochastic particle systems*(2011) - Xin Chen,
*Some problems on stochastic analysis on path and loop spaces*(2011) - Yuxin Yang,
*Generalisations and applications of the Clark-Ocone formula*(2011) - N. Grinberg,
*Some problems in stochastic analysis: Itô’s formula for convex functions, interacting particle systems and Dyson’s Brownian motion*(2010) - Peter Windridge,
*Stochastic Control and Interacting Particle Systems*(2010) - Charles Manson,
*Some topics in homogenization*(2010) - James Bichard,
*Some examples of the spatial evolution of two-parameter processes with non-adapted initial conditions*(2009) - Nicholas Woodward,
*Stochastic travelling waves driven by one-dimensional Wiener processes*(2009) - Pavel Bubak, -|- (2009)
- J.L. Su,
*-|-*(2008) - Lu Xu,
*Large deviations technique on stochastic reaction-diffusion equations*(2008) - A. Chirikhin,
*Polynomial distribution functions on bounded closed intervals*(2007) - S.B. Connor,
*Coupling: Cutoffs, CFTP and Tameness*(2007) - Marcus Sheenan,
*Processes on Trees*(2006) - S. Shah,
*Perfect Simulation of Conditional & Weighted Models*(2004) - Zorana Najdanovic,
*Conditioning a Markov Chain upon the Behaviour of an Additive Functional*(2003) - G. Montana,
*-|-*(2002) - Abdul Rahman Al Hussein,
*Backward Stochastic Evolution Equations in Infinite Dimensions*(2002) - Paul Horridge,
*Methods of Proving Uniqueness of Stationary Distributions for Stochastic PDEs*(2001) - Paul Mathews,
*Analysis of a Class of Branching Particle Systems with Spatial Pairwise Interactions*(2002) - Jonathan Croft,
*Brownian Motion on Random Fractals*(1999) - Paul Bentley,
*Regularity and Inverse SDE Representation of Some Stochastic PDE*(1999) - Juan Carlos Mejia Perez,
*No "Good Deal" Valuation Bounds and Their Relation to Coherent Risk Measures*(1999) - E. Thönnes,
*Perfect and imperfect simulations in stochastic geometry*(1998) - John Upton,
*Stochastic Control of Large Scale Systems*(1998) - Hongwei Long,
*Symmetric Diffusion Operators on Infinite-Dimensional Spaces*(1997) - C.J. Price,
*Zeros of Brownian polynomials and Coupling of Brownian areas*(1996) - Haydyn Brown,
*On Stochastic Equations Driven by Mild Solutions*(1995) - Paolo Ruffino,
*Rotation Numbers for Stochastic Dynamical Systems*(1995) - Huaizhong Zhao,
*The Stochastic Elementary Formula Method and Approximate Travelling Waves for Semi-Linear Reaction Diffusion Equations*(1994) - Xue-Mei Li,
*Stochastic Flows on Noncompact Manifolds*(1993) - James Lynn,
*Optimal Stopping and Smooth Pasting*(1991) - Xuerong Mao,
*Stochastic Integral Equations with Respect to Semimartingales*(1989) - Martin Ndum,
*Brownian Motion and the Heat Kernel on Riemannian Manifolds*(1989) - Gareth Roberts,
*Some boundary hitting problems for diffusion processes*(1988) - Michael Chappell,
*Lyapunov Exponents for Certain Stochastic Flows*(1987) - Duncan Watling,
*Formulae for Solutions to (Possibly Degenerate) Diffusion Equations Exhibiting Semi-Classical and Small Time Asymptotics*(1986) - Andrew Carverhill,
*Flows of Stochastic Dynamical Systems: Ergodic Theory*(1983) - Richard Darling,
*Martingales on Manifolds and Geometric Ito Calculus*(1982) - Richard Dowell,
*Differential Approximations to Brownian Motion on Manifolds*(1980) - Denis Bell,
*Some Properties of Measures Induced by Solutions of Stochastic Differential Equations*(1981)