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Excursions of Lévy processes

Excursions of Lévy processes are useful tools for finding fluctuation identities. Find here an introduction to the topic.

Norway

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Norway

Lorem Ipsum

Praesent tincidunt sed tellus ut rutrum. Sed vitae justo condimentum, porta lectus vitae, ultricies congue gravida diam non fringilla.

Norway

Lorem Ipsum

Praesent tincidunt sed tellus ut rutrum. Sed vitae justo condimentum, porta lectus vitae, ultricies congue gravida diam non fringilla.

Norway

Lorem Ipsum

Praesent tincidunt sed tellus ut rutrum. Sed vitae justo condimentum, porta lectus vitae, ultricies congue gravida diam non fringilla.

Norway

Lorem Ipsum

Praesent tincidunt sed tellus ut rutrum. Sed vitae justo condimentum, porta lectus vitae, ultricies congue gravida diam non fringilla.

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Bath
Guanajuato

About Me

I'm at Bath's Uni for a PhD in Statistical Applied Mathematics, although my research interests lie in applied stochastic processes, especially Lévy processes. My advisor is Andreas Kyprianou and right now we're working on excursions from hyperplanes for stable processes.
I completed a Bachelor's in Actuarial Sciences at UNAM in Mexico. Then did a Master's in Probability and Statistics at the Center for Research in Mathematics in Guanajuato Mexico. At my undergrad's I worked with variance estimation for complex survey-sampling (very statsy I know) then at CIMAT I got caught into stochastic actuarial risk models and later I graduated with a thesis on the Gerber-Shiu function for a particular (non-Lévy) renewal risk model.
My professional experience includes working as statistician for The Nielsen Company and Statistical consultant for the Mexican Bureau of Culture. I used to write and play music for flute (I still do it sometimes) and you can find me cycling around Bath.
This page will be used mostly for blogging about math, trying to find simpler ways to explain complex stuff.



Tutoring materials

Laboratory 1

Contact me

samj20@bath.ac.uk

+44 1225 388388


Dept of Mathematical Sciences

University of Bath
Bath
BA2 7AY
United Kingdom.

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