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 GaltonWatson tree"
 Ronnie Loeffen (2008): "Stochastic control for spectrally
negative Lévy processes"
 Kwabena DokuAmponsah (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:
NonCentred Target
Distributions, Diffusions and
Minimality "
 Pascal Vogt (2003): "Catalytic superprocesses, collision local times and nonlinear 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): "WienerHopf factorization of symmetric processes and
stochastic networks"
 Vicky Henderson (1999): "A probabilistic approach to passport options"
 Emily Stapleton (1998): "Barrier options, timelagged 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"

Related Information
Graduate Courses
