Research group

Current PhD students

Juan Pablo Chávez Ochoa

University of Warwick
Started Oct 2023
Topic: Reflected Brownian motion in unbounded domains
Funding: Warwick Statistics departmental PhD award (full PhD scholarship)

Vinayak Niraj

University of Warwick
Started Oct 2024
Topic: Sampling algorithms on bounded domains
Funding: Warwick Statistics departmental PhD award (full PhD scholarship)

Haokai Xie

University of Warwick
Started Oct 2025
Topic: Scaling limits and stability of branching processes
Funding: Warwick Statistics departmental PhD award (full PhD scholarship)

Yuanhe Zhang

University of Warwick
Started Oct 2024
Topic: Formalisation in Lean of Probability theory and its applications
Co-supervised with Fanghui Liu and Thomas Berrett

Francesco Virgili

University of Torino
Started Oct 2025
Topic: Semi-Markov processes and reflected diffusion
Co-supervised with Bruno Toaldo

Former postdoctoral researchers

Matthew Buckland

Department of Statistics, University of Warwick
Topic: Stability of Hamiltonian Monte Carlo for heavy-tailed targets
Funding: EPSRC grant EP/W006227/1 (Sep 2025 to Aug 2026)

Department of Statistics, University of Warwick, awarded SEM faculty Post-Doctoral prize 2025
Topic: Stability of Markov processes, reflected Brownian motion, sampling algorithms
Funding: EPSRC grant EP/V009478/1 (Oct 2023 to Aug 2025)
Current position: Assistant Professor in the School of Data Science at The Chinese University of Hong Kong, Shenzhen

Isao Sauzedde

Department of Statistics, University of Warwick
Topic: Reflected Brownian motion, mathematical physics
Funding: EPSRC grant EP/W006227/1 (Oct 2022 to Apr 2025)
Current position: Post-doctoral researcher at the ENS de Lyon

Gerónimo Uribe Bravo

Department of Statistics, University of Warwick
Topic: Scaling limits and branching processes with immigration
Funding: EPSRC grant EP/V009478/1 (Sep 2023 to Aug 2024)
Current position: Investigador Titular B, Instituto de Matemáticas, Universidad Nacional Autónoma de México, Mexico City

Jorge González Cázares

Department of Statistics, University of Warwick
Topic: Lévy processes
Funding: EPSRC grant EP/V009478/1 (Jan 2022 to Sep 2023)
Current position: Associate Professor at IIMAS, Universidad Nacional Autónoma de México, Mexico City

Ivana Valentić

Department of Statistics, University of Warwick
Topic: Wright-Fisher diffusions in arbitrary dimension
Funding: LMS Grace Chisholm Fellowship (Aug 2021 to Jul 2022)
Current position: Associate Professor at IIMAS, Universidad Nacional Autónoma de México, Mexico City

Mateusz Majka

Department of Statistics, University of Warwick
Topic: Coupling and Control in Continuous Time
Funding: EPSRC grant EP/P003818/2 (Jun 2017 to Feb 2020)
Current position: Assistant Professor at the School of Mathematical and Computer Sciences of the Heriot-Watt University in Edinburgh

Vladislav Vysotskiy

Department of Mathematics, Imperial College London
Topic: Stability of functionals of random walks
Funding: ERC Marie Curie International Incoming Fellowship (Jan 2015 to Dec 2016)
Current position: Reader in Probability, Department of Mathematics, University of Sussex

Graduated PhD students

Ben Povar

Thesis: Critical branching processes with immigration: scaling limits of zeroes and meanders
Graduated Sep 2025 (University of Warwick)
Topic: Critical branching processes with Immigration: Scaling limits of zeros and meanders
Current position: Quantitative developer at Bank of America Merrill Lynch

Romain Palfray

Thesis: On the simulation of Lévy processes
Graduated Jan 2025 (University of Warwick)
Topic: Simulation and Monte Carlo methods for hedging and pricing of derivatives
Current position: Senior Manager at Lloyds Banking Group

Miha Brešar

Thesis: Reflecting diffusions: from transience to stability
Graduated Jan 2024 (University of Warwick), awarded G-Research PhD prize 2025
Topic: Reflected Brownian motion
Current position: Postdoctoral Researcher, Department of Statistics, University of Warwick

Feng Lin

Thesis: Simulation of the first-passage event of a subordinator and Monte Carlo methods for fractional partial differential equations
Graduated Nov 2023 (University of Warwick)
Topic: Exact simulation and Monte Carlo methods for fractional PDEs
Funding: China Scholarship Council, CSC-University of Warwick full PhD scholarship
Current position: Assistant Professor, College of Mathematics and Physics, Wenzhou University, China

David Kramer-Bang

Thesis: Convex hulls of Lévy processes in space time
Graduated Sep 2023 (University of Warwick), awarded John Copas Prize 2024
Topic: Lévy processes
Current position: Postdoctoral Researcher, Department of Mathematics, Aarhus University

Jorge González Cázares

Thesis: Convex minorants and the simulation of the extrema of Lévy processes
Graduated Dec 2021 (University of Warwick & The Alan Turing Institute), awarded Harrison Award 2022
Topic: Simulation of Lévy processes
Funding: Conacyt scholarship (Mexican government) and Warwick Statistics departmental PhD award
Current position: Associate Professor at IIMAS, Universidad Nacional Autónoma de México, Mexico City

Veno Mramor

Thesis: Stochastic processes on curved spaces
Graduated Mar 2021 (University of Warwick)
Topic: Archimedes’ hat-box theorem, projections of spherical Brownian motion, skew-product decompositions and cubature formulae.
Funding: Warwick Statistics departmental PhD award (full scholarship)

Jure Vogrinc

Thesis: Poisson equations and weak approximation for Metropolis-Hastings chains
Graduated Nov 2017 (Department of Mathematics, Imperial College London)
Current position: AI Researcher at SymphonyAI Financial Services

Dejan Širaj

Thesis: Coupling and the Policy Improvement Algorithm for controlled diffusion processes
May 2015 Department of Statistics, University of Warwick (jointly with S. D. Jacka)
Current position: Actuary at Triglav Group, a leading insurance company in Slovenia

Matija Vidmar

Thesis: Approximations of Lévy and other processes with jumps
Graduated Oct 2014 Department of Statistics, University of Warwick (jointly with S. D. Jacka)
Current position: Associate Professor, Department of Mathematics, University of Ljubljana, Slovenia

Antoine Jacquier

Thesis: Asymptotics of the implied volatility surface
Graduated Nov 2010 Department of Mathematics, Imperial College London
Current position: Professor in Mathematical Finance, Department of Mathematics, Imperial College London

Theodoros Tsagaris

Thesis: Adaptive regression methods with application to streaming financial data
Graduated Sep 2010 Department of Mathematics, Imperial College London (jointly with N. Adams and G. Montana)
Current position: Chief Investment Officer at Bayforest Technologies

Harry Lo

Thesis: Markov chains and the pricing of derivatives
Graduated Sep 2009 Department of Mathematics, Imperial College London
Recent position: Head of G10 spot and eFX trading at United Overseas Bank Limited, Singapore