The Global Error in Weak Approximations of Stochastic Differential Equations.
Viva date: 26 March 2007
On the Numerical Solution of Backward Stochastic Diferential Equations.
Viva date: 5 May 2008
Particle Filters with Random Resampling Times
Viva date: 9 November 2010
Sharp Gradient Bounds for Heat-Kernels and Applications
Viva date: 1 September 2011
Stochastic Filtering with Degenerate Noise Viva date
Viva Date: 14 November 2012
Asymptotics of Wiener Functionals Viva date
Viva Date: 26 June 2012
Some contributions to particle Markov chain Monte Carlo algorithms (jointly supervised with Leonardo Bottolo)
Viva date: 12 December 2013
Stability of the Solution of the Continuous Time Filtering Problem
Viva Date: 31 January 2014
Regularity of McKean-Vlasov Stochastic Differential Equations and Applications
Viva Date: 25 September 2015
Tail Estimates for Markovian Rough Paths (jointly supervised with Tom Cass):
Viva Date: 15 January 2017
Stochastic Control for Partially Observed Processes.
Viva Date: 30 September 2016
Limit theorems for non-semimartingales (jointly supervised with Almut Veraart):
Viva Date: 25 November 2016
Particle filtering with Applications to Data Assimilation (jointly supervised with Nicolas Kantas and Helen Brindley)
Data Assimilation for SPDEs (jointly supervised with Peter Jan van Leeuven and Roland Potthast)
Forward-backward stochastic differential equations and applications to carbon emissions markets (jointly supervised with Jean-Francois Chassagneux and Mirabelle Muuls)
TBD (jointly supervised with Darryl Holm).
Stochastic Partial Differential Equations with transport type noise on bounded domains.