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)
Viva Date: 18 October 2019
Data Assimilation for SPDEs (jointly supervised with Peter Jan van Leeuven and Roland Potthast)
Viva Date: 17 July 2020
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
TBD (jointly supervised with Darryl Holm).
Stochastic Partial Differential Equations with transport type noise on bounded domains.