Saadia Ghazali

The Global Error in Weak Approximations of Stochastic Differential Equations

Viva date: 26 March 2007

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Konstantinos Manolarakis

On the Numerical Solution of Backward Stochastic Diferential Equations

Viva date: 5 May 2008

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Olasunkanmi Obanubi

Particle Filters with Random Resampling Times

Viva date: 9 November 2010

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Colm Nee

Sharp Gradient Bounds for Heat-Kernels and Applications

Viva date: 1 September 2011

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Kai Li

Stochastic Filtering with Degenerate Noise

Viva Date: 14 November 2012

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Sean Violante

Asymptotics of Wiener Functionals

Viva Date: 26 June 2012

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Adam Persing

Some contributions to particle Markov chain Monte Carlo algorithms (jointly supervised with Leonardo Bottolo)

Viva date: 12 December 2013

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Wang Han

Stability of the Solution of the Continuous Time Filtering Problem

Viva Date: 31 January 2014

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Eamon McMurray

Regularity of McKean-Vlasov Stochastic Differential Equations and Applications

Viva Date: 25 September 2015

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Marcel Ogrodnik

Tail Estimates for Markovian Rough Paths (jointly supervised with Tom Cass):

Viva Date: 15 January 2017

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Kollias-Liapis Spyridon

Stochastic Control for Partially Observed Processes.

Viva Date: 30 September 2016

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Andrea Granelli

Limit theorems for non-semimartingales (jointly supervised with Almut Veraart):

Viva Date: 25 November 2016

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Francesc Pons Llopis

Particle filtering with Applications to Data Assimilation (jointly supervised with Nicolas Kantas and Helen Brindley)

Viva Date: 18 October 2019

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Oana Lang

Nonlinear stochastic transport partial differential equations: well-posedness and data assimilation (jointly supervised with Peter Jan van Leeuven and Roland Potthast)

Viva Date: 16 July 2020

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Hinesh Chotai

Forward-backward stochastic differential equations and applications to carbon emissions markets (jointly supervised with Jean-Francois Chassagneux and Mirabelle Muuls)

Viva Date: 3 June 2019

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Oliver Street

Geometric and analytical aspects of free surface dynamics and inertial particle motion (jointly supervised with Darryl Holm).

Viva Date: 28 June 2022

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Alexander Lobbe

Machine Learning for the Stochastic Filtering Problem: Theoretical and Computational Studies   (jointly supervised with Salvador Ortiz-Latorre)

Viva Date: 25 November 2022

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Daniel Goodair

Stochastic Partial Differential Equations with transport type noise on bounded domains.

Viva Date: 8 August 2024

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Dan Leonte

Simulation methods, parameter inference and forecasting for trawl processes and ambit fields (jointly supervised with Almut Veraart)

Viva Date: 29 August 2024

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Rohan Chowbay Nuckchady

Topics in Nonlinear Filtering

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Filippo Giovagnini

Approximation of solutions of SPDEs by interacting particle systems

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Andrea Iannucci

Stochastic Control with applications to filtering

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Baptiste Simandoux

TBD

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