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)