Status:
Professor of Mathematics
Personal website:
+44 1865 615175
ORCID iD:
https://orcid.org/0000-0003-0086-0695
Research groups:
Address
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Highlighted Publications:
A McKean–Vlasov equation with positive feedback and blow-ups
Annals of Applied Probability
issue 4
volume 29
page 2338-2373
(23 July 2019)
An SPDE model for systemic risk with endogenous contagion
Finance and Stochastics
issue 3
volume 23
page 535-594
(10 June 2019)
Invariance principle for the random conductance model
Probability Theory and Related Fields
issue 3-4
volume 156
page 535-580
(1 August 2013)
Convergence of mixing times for sequences of random walks on finite graphs
Electronic Journal of Probability
volume 17
page 1-32
(31 January 2012)
Asymptotics for functions associated with heat flow on the Sierpinski carpet
Canadian Journal of Mathematics. Journal Canadien de Mathématiques
volume 63
page 153-180
(2011)
Recent Publications:
The damped stochastic wave equationon PCF fractals
Analysis, Probability and Mathematical Physics on Fractals
volume 5
(13 January 2020)
A reflected moving boundary problem driven by space–time white noise
Stochastics and Partial Differential Equations: Analysis and Computations
(27 March 2019)
Heat kernel estimates for FIN processes associated with resistance forms
Stochastic Processes and their Applications
issue 9
volume 129
page 2991-3017
(5 September 2018)
Degenerate limits for one-parameter families of non-fixed-point diffusions on fractals
Journal of Fractal Geometry
issue 1
volume 6
page 1–51-
(26 July 2018)
How nanoscale protein interactions determine the mesoscale dynamic organisation of bacterial outer membrane proteins
Nature Communications
issue 1
volume 9
page 2846-
(20 July 2018)
Research interests:
My research interests lie in the areas of probability, stochastic processes, mathematical finance and fractals. For further information see my webpage.