Department of Mathematical Sciences


(Probability Laboratory at Bath)

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Permanent members

Research Fellows

Associated members

Long term visitors

Ph.D. Students

  • Chris Daniels
  • Samuel Gamlin
  • Horacio Gonzalez
  • Maren Eckhoff
  • Francis Lane
  • Marion Hesse
  • Christoph Höggerl
  • Steven Pagett
  • Istvan Redl
  • Benjamin Willey

Previous members

  • David Williams
  • Chris Rogers
  • David Hobson
  • Omar Zane
  • Andrew Wade
  • Akira Sakai
  • Nadia Sidorova
  • Steffen Dereich
  • Victor Rivero
  • Élie Aidekon
  • Juan Carlos Pardo
  • Vadim Shcherbakov
  • Antonio Murillo
  • Kees van Schaik
  • Valentina Cammarota
  • Jose Luis Garmendia Perez
  • Piotr Milos

In 1992 David Williams FRS was appointed as the first professor of probability at Bath. This signifies the formal beginning of the `probability group' within the department. Below is an archive of all the Ph.D. theses which have been awarded within the field of probability since 1992.

Past PhD students since 1992 in reverse chronological order

  • Joseph Collins "Branching Processes with Varying Environments"
  • Alex Watson "Stable Processes"
  • Curdin Ott (2013) "Optimal Stopping Problems for the Maximum Process"
  • Christian Mönch (2013) "TBA"
  • Sergey Bocharov (2012) "Branching Lévy processes with inhomogeneous breeding potentials"
  • Jiajie Wang (2011) "Root and Rost's embeddings: construction, optimality and applications to variance options"
  • Parkpoom Phetpradap (2011) "Intersections of random walks"
  • Tom Rosoman (2011) "Critical values in continuum percolation"
  • Robert Knobloch (2011) "Asymptotic properties of fragmentation processes"
  • Matt Roberts (2010): "Spine changes of measure and branching diffusions"
  • Marcel Ortgiese (2009): "Stochastic Processes in Random Environment"
  • Adam Kinnison (2009): "Multifractal spectrum for measures on the boundary of a Galton-Watson tree"
  • Ronnie Loeffen (2008): "Stochastic control for spectrally negative Lévy processes"
  • Kwabena Doku-Amponsah (2007): "Large deviaitons and basic information theory for hierarchical and networked data structures"
  • John Harris (2006): "Branching Diffusion Processes"
  • John Aquilina (2005): "Equilibrium pricing, default and contagion"
  • Surbjeet Singh (2005): "Modelling liquidity and the valuation of American options using the dual method"
  • Robert Hardy (2004): "Branching Diffusions"
  • Alex Cox (2004): "Skorokhod Embeddings: Non-Centred Target Distributions, Diffusions and Minimality "
  • Pascal Vogt (2003): "Catalytic superprocesses, collision local times and non-linear boundary values problems"
  • Jeremy Penn (2003): "Hedging : imperfect correlation, timely information and stochastic volatility"
  • Peter Hartley (2003): "Some topics in mathematical finance"
  • John Heritage (2002): "Topics in mathematical finance"
  • Faisal Yousaf (2001): "Three mathematical topics from the fiancial markets"
  • David Marles (1999): "Wiener-Hopf factorization of symmetric processes and stochastic networks"
  • Vicky Henderson (1999): "A probabilistic approach to passport options"
  • Emily Stapleton (1998): "Barrier options, time-lagged trading and optimisation"
  • Yoav Git (1998): "Some aspects of large deviations theory"
  • Owen Lyne (1996): "Probability and analysis for a hyperbolic coupled PDE system"
  • Jon Warren (1995): "Some aspects of Branching Processes"

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