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Jorge Gonzalez Cazares

Jorge is a second-year PhD student at the Department of Statistics of the University of Warwick under the supervision of Prof. Aleksandar Mijatović. Jorge is a Visiting Researcher of the Mathematical Foundations Challenge of the Programme on Data-Centric Engineering at The Alan Turing Institute.


Jorge completed his Master's and Undergraduate degrees at the Faculty of Sciences of the National Autonomous University of Mexico in Mathematical Sciences and Actuarial Sciences, respectively.

Research Interests

  • Probability: invariance principles, local time, coupling, stochastic analysis for processes with and without jumps, Levy processes, exchangeable increment processes, random walks, Markov chains, optimal stopping.
  • Numerical stochastics: simulation of processes with and without jumps, weak and strong approximations, Markov chain Monte Carlo, exact simulation.
  • Mathematical finance: risk management and price prediction, stochastic volatility models with jumps, arbitrage.

Publications and Preprints

Title: Exact Simulation of the Extrema of Stable Processes (2018)
Authors: González Cázares, J.I., Mijatović, A., Uribe Bravo, G.
To appear in Advances in Applied Probability, 51(4) (December 2019)
Links: arXiv, GitHub

Title: Geometrically Convergent Simulation of the Extrema of Lévy Processes (2018)
Authors: González Cázares, J.I., Mijatović, A., Uribe Bravo, G.

Links: arXiv, GitHub

Recent Presentations

  • Ritsumeikan University. Probability seminar. 13th, 20th and 27th of June 2019.
  • University of Warwick. Algorithms seminar. 31st of May 2019.
  • University of Kent. SMSAS seminar. 23rd of November 2018.

Contact Information

Emails: jorge dot ignacio dot gc at gmail dot com, Jorge dot Gonzalez-Cazares at warwick dot ac dot uk or jgonzalezcazares at turing dot ac dot uk

ResearchGate, ORCiD, arXiv, GitHub, The Alan Turing Institute

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