Alexander Cox

Professor of Probability, Deputy Head of Department.

Department of Mathematical Sciences,
University of Bath,
Claverton Down,
Bath BA2 7AY.

Phone Number: 01225 386187

Office: 4 West 4.17


Photo of Alexander Cox

Research Areas:
My research group is broadly interested in Optimisation under Uncertainty. Our work ranges from theoretical results to applications. On the theoretical side, we have worked extensively on the Skorokhod Embedding problem, and connections to Optimal Transport. On the applied side, expertise includes Robust pricing in Mathematical Finance, and Monte Carlo methods for applications to the Neutron Transport Equation.

I am the Co-Director of the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa), and a Co-I on the EPSRC Programme Grant, MaThRad. I am also currently the chair of the RSS Applied Probability Section.

Research Group:
Current Group Members:
PostDocs: Oliver Tough.
PhD Students: Tom Davis, Marcel Stozir, Na Eun Kim, Chaorui Wang.

Former Group Members:
PostDocs: Minmin Wang, Benjamin Dadoun.
PhD Students: Jiajie Wang (2011) [thesis], Christoph Hoeggerl (2015) [thesis], Sam Kinsley (2018) [thesis], Emma Horton (2019) [thesis], Ben Robinson (2021) [thesis], Kevin Olding (2023) [thesis], and Marco Murtinu (2023) [thesis].

Papers and Preprints:

Copies available on request

You might also be interested in my PhD thesis, most of which has also appeared in some of the papers above.

I am always interested in taking on PhD students in Probability, Stochastic Control, Monte Carlo or Mathematical Finance. You can find some possible projects here; alternatively, please e-mail me for more information.


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