Matthias Winkel
Dr Matthias Winkel
Departmental Lecturer in Actuarial Statistics
Lecturer at Trinity College and St Catherine's College
winkel at stats.ox.ac.uk
+44 1865 272860 (Department)
+44 1865 272875 (Direct)
+44 1865 272595 (Fax)
Research interests:
Lévy processes, subordinators, time changes
Random trees and forests
Stochastic Loewner Evolutions
Selected publications
- Winkel, M.: Right inverses of non-symmetric Levy processes. Annals of Probability 30, 382-415 (2002)
- Pitman, J. and Winkel, M, Growth of the Brownian forest, Annals of Probability, 33, 2188-2211 (2005)
- Winkel, M, Electronic foreign-exchange markets and passage events of independent subordinators, Journal of Applied Probability, 42, 138-152 (2005)
- Duquesne, T. and Winkel, M.: Growth of Lévy trees. Probability Theory and Related Fields 139, no. 3-4, 313-371 (2007)
- Guan, Q.-Y. and Winkel, M.: SLE and alpha-SLE driven by Lévy processes. Annals of Probability 36, No. 4, 1221-1266 (2008)
- McCullagh, P., Pitman, J. and Winkel, M.: Gibbs
fragmentation trees. Bernoulli 14 (4), 988-1002
(2008)
Research home page
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