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.
BSc in Applied Mathematics
Federico Santacruz at Autonomous Technological Institute of México (2024-current). Project: Testing Goodness-of-fit for extreme values.
Eliahu Cabasso at Autonomous Technological Institute of México (2025-current). Project: Poissonian simulation of diffusion models with a view towards finance.
José Carlos Costes at Autonomous Technological Institute of México (2025-current). Project: Fluctuation theory for Lévy processes and applications to ruin problems.