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David Bang

I am a third-year PhD student in the Warwick Maths and Stats CDT programme at the Department of Statistics of the University of Warwick under the supervision of Professor Aleksandar MijatovićLink opens in a new window. My main interests are in applied and theoretical probability. Currently, my main area of research is on Lévy processes and concave majorants (convex minorants).

Publications and preprints:

Title: Hölder continuity of the convex minorant of a Lévy process
Authors: David Bang, Jorge Ignacio González Cázares & Aleksandar Mijatović.
Preprint, 2022. Link: arXivLink opens in a new window, ResearchGateLink opens in a new window.

Title: How smooth can the convex hull of a Lévy path be?
Authors: David Bang, Jorge Ignacio González Cázares & Aleksandar Mijatović.
Preprint, 2022. Link: arxivLink opens in a new window, ResearchGateLink opens in a new window.

Title: When is the convex hull of a Lévy path smooth?
Authors: David Bang, Jorge Ignacio González Cázares & Aleksandar Mijatović.
Preprint, 2022. Link: arxivLink opens in a new window, ResearchGateLink opens in a new window.

Title: Asymptotic shape of the concave majorant of a Lévy process
Authors: David Bang, Jorge Ignacio González Cázares & Aleksandar Mijatović.
Accepted to appear in AHL, 2022. Link: arxivLink opens in a new window, ResearchGateLink opens in a new window.

Title: A Gaussian approximation theorem for Lévy processes
Authors: David Bang, Jorge Ignacio González Cázares & Aleksandar Mijatović.
Published in "Statistics & Probability Letters", issue 178, 2021. Link: arXivLink opens in a new window, ResearchGateLink opens in a new window.

Talks at conferences and workshops:

16th July 2022: When is the convex hull of a Lévy path smooth?, Contributed talk at Summer SchoolLink opens in a new window of 10th International Conference on Lévy ProcessesLink opens in a new window, Mannheim (Germany).

29th June 2022: How smooth can the convex hull of a Lévy path be?, Invited speaker to session IP20, IMS Annual Meeting 2022Link opens in a new window, London (UK).

21st April 2022: Asymptotic length of the concave majorant of a Lévy process, talk at Isaac Newton Institute for Mathematical Sciences, Optimal control and fractional dynamics Workshop, (FD2W03). The talk can be watched here: https://youtu.be/MT7X3y-ZtJ0?t=2107, Cambridge (UK).


Posters at conferences and workshops:

26th July 2022: How smooth can the convex hull of a Lévy path be?, Presented poster at poster session of Lévy processes and random walks - A workshop in celebration of Ron Doney's 80th birthday, The University of Manchester, UK.

18th July 2022: How smooth can the convex hull of a Lévy path be?, Presented poster at poster session of 10th International Conference on Lévy ProcessesLink opens in a new window, The University of Mannheim, Germany.


Talks at Warwick University:

22nd February 2022: When is the convex hull of a Lévy path smooth?, YRMLink opens in a new window.
10th December 2021: Asymptotic length of the concave majorant of a Lévy process, Applied Probability seminar.
28th April 2021: Asymptotic length of the concave majorant of a Lévy process, WOMPS seminarLink opens in a new window.

4th March 2021: Asymptotic length of the concave majorant of a Lévy process, SPAAM seminar.Link opens in a new window

Teaching at Warwick University:

2020/2021 - Term 1: ST208 - Mathematical Methods.
2020/2021 - Term 1: ST218 - Mathematical Statistics Part A.

2021/2022 - Term 1: ST208 - Mathematical Methods.
2021/2022 - Term 1: ST218 - Mathematical Statistics Part A.

2021/2022 - Term 2: ST202 - Stochastic Processes.

Education:

I have a BSc in Mathematics from Aarhus University and a MSc in Statistics from Aarhus University.