I received my PhD from the University of Bath in October 2020. My thesis was titled Stochastic control problems for multidimensional martingales and supervised by Alexander Cox.
I was 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.
From May to October 2020 I was also a Research Associate in the Institute for Mathematical Innovation at the University of Bath.
Here is my full 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.
- E-mail Address:
- ben.robinson 'at' univie.ac.at
Fakultät für Mathematik