+44 1865 280600
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am mainly interested in the broad area of stochastic analysis. My current research concerns the question of how to construct stochastic filters which are robust to parameter uncertainty. That is, how can we estimate the value of a random process from noisy observations with only imprecise knowledge of the system dynamics?
DPhil student in the EPSRC Centre for Doctoral Training in Partial Differential Equations
B8.1 Martingales through Measure Theory - Teaching Assistant (MT 2016)
Probability (Prelims) - College Tutor (MT 2016)
B8.2 Continuous Martingales and Stochastic Calculus - Teaching Assistant (HT 2017)
Commodities (MSc in Mathematical and Computational Finance) - Class Tutor (HT 2017)
Statistics and Data Analysis (Prelims) - College Tutor (TT 2017)
B8.1 Martingales through Measure Theory - Class Tutor (MT 2017)
Stochastic Calculus (MSc in Mathematical and Computational Finance) - Teaching Assistant (MT 2017)
Major / Recent Publications:
A.L. Allan and S.N. Cohen, Ergodic Backward Stochastic Difference Equations, Stochastics, Vol. 88 No. 8 (2016), pp. 1207-1239.