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Dialid Santiago


I did my PhD in Statistics at the Statistics Department of the University of Warwick. I worked under the supervision of Professor Vassili Kolokoltsov and Dr. Sigurd Assing.

My main research projects were related to nonlinear Stochastic Processes, Stochastic Calculus, and Stochastic Volatility Models. In addition to these topics, I am very interested in Financial Mathematics, Economics, and Programming.

Previous Education

  • In 2011, I obtained my MSc in Mathematics, Statistics and Probability at the Center for Research in Mathematics. I focused on Stochastic Processes and Random Matrices Theory. The title of my dissertation was "On Gaussian Approximations to Haar Distributed Matrices".
  • In 2009, I completed my BSc in Applied Mathematics at the Technological University of the Mixteca. I received the summa cum laude honour and the highest distiction for my dissertation "A Probabilistic Approach to Credit Risk Models".

Research Interests

My reserach interests include:

  • General Probability Theory
  • Stochastic Processes
  • Partial Differential Equations
  • Stochastic Calculus: Ito and Malliavin
  • Financial Mathematics

You can find more information about my current research Here.

Other Interests

Besides of Mathematics, I am very keen on learning about

  • Finance
  • Economics
  • Programming
  • Women's Studies

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Dialid Santiago


D dot Santiago at warwick dot ac dot uk


Room: R225
Ramphal Building
University of Warwick, Coventry, UK

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Dancers in Blue by Edgar Degas

"Dancers in Blue"

(1980) by French artist Edgar Degas