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21 May 2024

Mathematics alumnus wins King's Outstanding PhD Thesis Prize for cylindrical Lévy process theroy

Dr Gergely Bodó received the award for his research laying down the theory of stochastic integration for cylindrical Lévy processes.

Dr Gergely Bodó

Dr Gergely Bodó, a former PhD student from the Department of Mathematics at King's College London, was awarded a 2023/2024 King's Outstanding Thesis Prize. His PhD thesis lays down theoretical foundations for the application of cylindrical Lévy processes as models for random perturbations in infinite-dimensional systems.

By first developing this comprehensive theory, he also generalised fundamental tools in stochastic analysis, including Itô’s formula and the stochastic dominated convergence theorem.

Dr Bodó completed his PhD in August 2023 supervised by Professor Markus Riedle.

The King's Outstanding Thesis Award celebrates outstanding research completed by King's doctoral students. EA

These prizes are awarded in January and June each year, with 20 prizes given out annually across all faculties. Successful students receive a certificate and £250.

Since finishing his PhD, Dr Bodó has joined the stochastics group of the Korteweg-de Vries Institute at the University of Amsterdam as a postdoctoral researcher.

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Markus Riedle

Professor of Probability Theory