Dr Matthias Winkel

Matthias

Departmental Lecturer in Actuarial Statistics

Lecturer at Trinity College and St Catherine's College

+44 (0)1865 272860 (Department)
+44 (0)1865 281886 (Direct)
winkel at stats.ox.ac.uk

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