Student supervision
PhD in Mathematical Sciences
- Jasper Barr at the Australian National University (2020-current). Project: Convergence of regime-switching SDEs via rough path theory. Co-supervised with Pierre Portal.
MSc in Risk Science
- Luis Habacuq Vallejo at Autonomous Technological Institute of México (2025-current). Project: Hybrid stochastic differential equations and insurance.
MPhil in Mathematical Sciences
- William Abbott at The University of Adelaide (2020-2025). Project: Convergence to Markov-modulated fractional Brownian motion. Co-supervised with Matthew Roughan.
- Michael Fairbrother at The University of Adelaide (2021-2023). Project: Diffusion approximations for epidemic modelling and correlated pseudo-marginal inference method. Co-supervised with Andrew Black. Received Dean's Commendation for Excellence in Research.
- William Allan at The University of Adelaide (2021-2022). Project: Strong solutions to hybrid SDEs with past-dependent switching. Co-supervised with Giang Thu Nguyen. Received Dean's Commendation for Excellence in Research.
- Jesse Tonkin at The University of Adelaide (2021-2022). Project: Option pricing using Lévy processes observed at Poisson times. Co-supervised with Giang Thu Nguyen. Received Dean's Commendation for Excellence in Research.
Honours in Mathematical Sciences
- Tayla Broadbridge at The University of Adelaide (2020-2021). Project: Phase-type distributions in population genetics.
- William Jordan at The University of Adelaide (2019). Project: Analysis of financial indices through extreme value theory. Co-supervised with Giang Thu Nguyen.