I am a Research Associate in the Institute for Mathematical Innovation at the University of Bath.
I recently submitted my PhD thesis on Stochastic Control Problems for Multidimensional Martingales, supervised by Dr. Alexander Cox.
I am a member of the EPSRC Centre for Doctoral Training in Statistical Applied Maths at Bath, or SAMBa for short, and Prob-L@b, the probability group at Bath.
You can contact me at B.A.Robinson 'at' bath.ac.uk, or see my full contact details below.
Here is my CV.
My research is in stochastic control problems for martingales. Specifically, I am interested in:
- Problems motivated by robust finance and martingale optimal transport;
- Stochastic control problems related to Monge-Ampère equations;
- Weak and strong formulations of stochastic control problems;
- Analysis of viscosity solutions to elliptic PDEs.
Roles and Responsibilities
I co-organised the 2018 National Student Chapter Conference for the United Kingdom and Republic of Ireland section of SIAM. The conference was held at the University of Bath on 18th and 19th June 2018 and was jointly organised by the the SIAM-IMA Student Chapter committee:
I co-organised the following conferences at the University of Bath in 2017:
Postgraduate Seminar Series (PSS)
I was the organiser of the Postgraduate Seminar Series in the Department of Mathematical Sciences for the 2017/18 academic year:
I also organised a short series of informal seminars during the summer of 2017:
SIAM-IMA Student Chapter
I was Treasurer of the University of Bath SIAM-IMA Student Chapter from August 2016 until July 2018.
- Full Name:
- Mr Benjamin Robinson
- Institute for Mathematical Innovation
- Job Title:
- Mathematical Innovation Research Associate
- +44 1225 385632 (Extension: 5632)
- E-mail Address:
- B.A.Robinson 'at' bath.ac.uk
- Postal Address:
Mr Benjamin Robinson
4 West 5.8
Dept of Mathematical Sciences
University of Bath