Professor Markus Riedle
Professor of Probability Theory
Research interests
- Mathematics
Biography
Professor Markus Riedle received his Ph.D. from Humboldt University Berlin in 2003 where he continued to hold a postdoctoral position. In the academic year 2006-07 he substituted a professor position in applied mathematics at the University of Mannheim, before he was appointed as a lecturer at the University of Manchester in 2007. He joined King's College London as a Reader in 2011, and was promoted to Professor in September 2017.
Research Interests
His research is focused on stochastic processes, stochastic analysis and stochastic differential equations. Besides the theoretical aspects he is interested in the application of the achieved results to problems in financial mathematics and other applied areas.
- stochastic functional differential equations
- Lévy processes
- stochastic analysis in infinite dimensional spaces
- stochastic processes in Banach spaces
More Information
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Probability
The Probability group in the Department of Mathematics at King's College London.
News
Dr Tomasz Kosmala awarded the 2020 King's Outstanding PhD Thesis Prize
Dr Tomasz Kosmala, who completed a PhD in the Department of Mathematics in February 2020 under the supervision of Professor Markus Riedle, has been awarded...
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Probability
The Probability group in the Department of Mathematics at King's College London.
News
Dr Tomasz Kosmala awarded the 2020 King's Outstanding PhD Thesis Prize
Dr Tomasz Kosmala, who completed a PhD in the Department of Mathematics in February 2020 under the supervision of Professor Markus Riedle, has been awarded...