Photo of me

Marcel Ortgiese


Senior Lecturer in Probability

Probability laboratory at Bath
Department of Mathematical Sciences
University of Bath

Contact

Email: m.ortgiese { at } bath.ac.uk
Office: 4W 3.40
Phone: +44 1225 383618
Address: Department of Mathematical Sciences
University of Bath
Claverton Down
Bath
BA2 7AY
United Kingdom

Teaching

Summer 2021/22 MA40239 Discrete Probability (Moodle - Bath users only)
Winter 2021/22 MA30125 Markov processes and applications (Moodle - Bath users only)
Summer 2020/21 MA40239 Discrete Probability
Winter 2020/21 MA50196 Financial Derivatives
Summer 2019/20 MA40239 Discrete Probability
Winter 2019/20 MA20224 Probability 2A
Summer 2018/19 MA40239 Discrete Probability
Winter 2018/19 MA20224 Probability 2A
Winter 2017/18 MA50196 Financial Derivatives
Winter 2016/17 MA50196 Financial Derivatives

[Back to top]

Publications

Preprints

Publications

Translation

PhD Thesis

  • Stochastic processes in random environment
    PhD, University of Bath, 2009.
    PDF
My articles on: arxiv, MathSciNet, Google Scholar, Orcid.

[Back to top]

Research Group

Current members:

PhD students
  • Carmen van-de-l'Isle, since Sep 2021, jointly with Sarah Penington, funded by SAMBa.
  • Thomas Bartos, since Sep 2019, funded by SAMBa.
Postdocs Former members

PhD students Postdocs

[Back to top]