I've recently completed my PhD at the University of Warwick, Department of Statistics, under the supervision of Dr Aleksandar Mijatović and Prof. Saul Jacka (PhD thesis here). Now based in the Department of Mathematics at the University of Ljubljana.
My current research lies in the area of stochastic control, general theory of filtrations, and Levy processes.
In a wider (professional) sense I am interested in Measure theory, Probability theory and its applications to Finance, as well as Mathematics and Physics in general.
M dot Vidmar at warwick dot ac dot uk
matija dot vidmar at fmf dot uni-lj dot si