Married in April 2000 to Katharina (maiden name: Stenzel), medical doctor
Children: Caroline, * 5 October 2001, Nicolas, * 11 February 2004
Nationality: German
Phone: +44 1865 2 72875 (office)
Academic Employment
04/02- : Departmental Lecturership at the Department of Statistics, University of Oxford
10/02-12/06 : Associate Membership, Nuffield College Oxford
02/03-: College Lecturership, Trinity College Oxford
04/07-: College Lecturership, St Catherine's College Oxford
01/02-03/02: Assistant Professorship physically based at the Department of Theoretical Statistics, University of Aarhus, supported by the EU TMR network DYNSTOCH, employed by the University of Copenhagen
10/96-12/00: Student demonstrator, Münster, Manchester, ENSTA Paris
Education
08/80-06/93: Primary and Grammar Schools in Dinslaken, Germany
06/93-08/94: National civil service
09/94-08/97: Undergraduate studies at the University of Münster
09/97-07/98: Master of Science studies at the Victoria University of Manchester, UK
08/98-03/99: Diploma thesis and examinations at the University of Münster
04/99-03/01: Ph.D. studies at the University Paris 6, France
04/01-12/01: Ph.D. studies at the University of Aarhus, Denmark
Academic Record
17/11/1998: M.Sc. in Statistics, University of Manchester
17/05/1999: Diplom in Mathematics, University of Münster
19/12/2001: Ph.D. in Mathematics: Doctorat de l'Université Paris 6, and the label ``Doctorat Européen''
Grants and Awards
09/04-01/07: Principal Investigator on EPSRC First Grant GR/T26368/01 (114K)
03/04-04/04: Visiting Lecturer at the Univerity of Orsay, France
03/03-04/03: Visiting Scholar at the University of Berkeley, California, funded by NSF Grant DMS-0071448 (Jim Pitman) and Astor Travel Fund
08/96-10/96: Work experience at Victoria Insurances in Düsseldorf
10/96-09/97: Student Demonstrator at the University of Münster (Probability, Analysis)
09/97-05/98: Student Demonstrator at the University of Manchester (Analysis, Algebra, Probability and Statistics)
11/99-12/99 and 09/00-12/00: Student Demonstrator at the Ecole Nationale Supérieure de Techniques Avancées in Paris
(Probability and Statistics)
Conference and Research Seminar Talks
14/02/00: La méthode du couplage (Ph.D. work group of Paris 6 and 7)
26/05/00: Equation de Burgers initialisée par une impulsion régénérative (Brownian motion work group
of Paris 6)
23/08/00: Burgers turbulence initialized by a regenerative impulse (St. Flour Summer School participant's talk)
16/11/00: Right inverses of Lévy processes (Seminar for Mathematical Stochastics at the University of Münster)
24/11/00: Inverses à droite des processus de Lévy non-symétriques (Random matrices work group of Paris 6)
10/01/01: Inverses des processus de Lévy (Ph.D. work group of Paris 6 and 7)
15/05/01: Right inverses of Lévy processes (Statistics seminar at the University of Aarhus)
04/09/01: Amas limite dans la turbulence de Burgers non-visqueuse (Journées de Probabilités at IRMA, Strasbourg)
04/10/01: Review of a paper by Alexander S. Holevo: Lévy processes and continuous quantum measurements (Q-mini-workshop at MaPhySto, Aarhus)
18/10/01: Subordinatoren und elektronische Devisenmärkte (Seminar über Stochastische Analysis und Stochastik der Finanzmärkte at the Humboldt University, Berlin)
13/12/01: Inverses à droite des processus de Lévy non-symétriques (Groupe de travail en probabilité Université d'Evry)
23/01/02: Some aspects of subordination and subordinators (Invited talk at the 2nd Conference on Lévy Processes: Theory and Applications, University of Aarhus)
20/03/02: The recovery problem for time-changed Lévy processes (Seminar in Mathematical Statistics and Probability, University of Copenhagen)
02/05/02: Quelques résultats sur la subordination des processus de Lévy (Colloque des Jeunes Probabilistes et Statisticiens à Aussois)
13/05/02: Right inverses and the subordination of Lévy processes (Stochastic Analysis Seminar, Department of Mathematics, University of Oxford)
21/05/02: Electronic foreign exchange markets modelled by subordinators (Annual DYNSTOCH meeting, La Manga, Spain)
28/06/02: Right inverses and the subordination of Lévy processes (Workshop seminar, Department of Mathematics, University of Wales, Swansea)
19/07/02: Subordination of Lévy processes (St. Flour Summer School participant's talk)
14/11/02: Some theoretical results to recover volatility in financial models based on Lévy processes (Departmental Seminar, Department of Statistics, University of Oxford)
14/04/03: Right inverses and the subordination of Léevy processes (Probability seminar, Berkeley)
20/05/03: The genealogy of branching processes (from Bertoin-Le Gall, Superprocess Workshop Oxford)
13/08/03: Forest composition and Williams' decomposition (ISAAC congress Toronto)
18/09/03: Sample path properties for L\'evy and related processes (Annual meeting of the German National Mathematical Society, Rostock)
26/02/04: Forest composition, Williams' decomposition and Lévy trees (Workshop on L\'evy processses and L\'evy bases, MaPhySto, Aarhus, Denmark)\\
12/03/04: Level passage events of Lévy processes in finance and insurance (Mathematical Finance Group, University of Oxford)
26/03/04: Composition de for&eflex;ts et décomposition de Williams (Groupe de travail Processus Stochastiques, Matrices Aléatoires, Paris 6)
13/07/04: Growth of the Brownian forest (St. Flour Summer School participant's talk)
30/11/04: Limit theorems for multipower variation in the presence of jumps in financial econometrics (King's College London)
12/01/05: Explicit Monroe embedding of Lévy processes and an application
to the limit theory for multipower variation in financial econometrics (4th Symposium on Lévy processes, Manchester)
31/01/05: Growth of Lévy forests (Stochastic Analysis Seminar, Department of Mathematics, University of Oxford)
08/02/05: Growth of Lévy forests (Probability Seminar, University of Cambridge)
13/05/05: Growth of Lévy forests (Oberwolfach)
13/07/05: Growth of Lévy forests (St Flour)
09/11/05: Growth of Lévy trees (Midlands Probability Seminar, University of Warwick)
14/12/05: Growth of Lévy trees (Seminars of the Probability and Statistics Group, University of Manchester)
05/04/06: Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models (Berkeley Probability Seminar)
15/06/06: Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models (Seminars on Discrete and Applicable Mathematics, LSE)
21/07/06: Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models (SPA conference Paris, invited talk)
23/08/06: Growth of Lévy trees (World Congress Madrid, contributed talk)
02/05/07: Convergence of discrete random trees: some theory and applications (Rhein-Main-Kolloquium Stochastik, Frankfurt)
13/02/08: Spinal partitions of Fragmentation CRTs (Stochastic Analysis Seminar, University of Warwick)
20/02/08: Spinal partitions of Fragmentation CRTs (Stochastic Analysis Seminar, University of Loughborough)
02/04/08: Regenerative tree growth (Workshop Probability 2008, Warwick)
Participation in Conferences, Summer Schools and Workshops
06/99: Summer school on 'Coupling Methods' in Ellös, Sweden
10/99: Summer academy on 'Financial mathematics' in Maienfeld, Switzerland
01/00: Lecture series on 'Lévy processes' in Aarhus, Denmark
08/00: Summer school on 'Probabilistic analysis' in St. Flour, France
01/01: Workshop on 'Stochastic Partial Differential Equations' in Copenhagen, Denmark
04/01: International Conference on 'Lévy processes and stable laws' in Coventry, England
08/01: Instructional and Research Workshop on 'Multiplicative Processes and Fluid Flows' in Aarhus, Denmark
09/01: 'Journées de Probabilités' in Strasbourg, France
10/01: Q-mini workshop in Aarhus, Denmark
12/01: Workshop on 'Lévy processes, stochastic volatility and realised power variation' at Nuffield College, Oxford
01/02: 2nd Conference on 'Lévy Processes: Theory and Applications', Aarhus
02/02: Q-mini workshop in Aarhus, Denmark
04/02: 'Colloque de Jeunes Probabilistes et Statisticiens' in Aussois, France
05/02: Sussex Seminar on Probability and Analysis, University of Sussex, Brighton, UK
05/02: 'Third DYNSTOCH workshop', La Manga near Cartagena, Spain
06/02: Swansea Seminar on Probability and Analysis, University of Wales, Swansea
07/02: Actuarial Teaching and Research Conference, Christ Church, Oxford
07/02: Summer school on 'Probability' in St. Flour, France
08/02: Joint DYNSTOCH-CAF-MaPhySto Summer School 'From Lévy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance',
University of Aarhus, Denmark
06/03: 3rd Conference on 'Lévy Processes: Theory and Applications', Paris, France
08/03: ISAAC Congress, Toronto, Canada
09/03: Annual Meeting of the German Mathematical Society, Rostock, Germany
07/04: Actuarial Teachers' and Research Conference, IEA, London
07/04: Summer school on 'Probability' in St. Flour, France
08/04: NETIAM workshop, Ventspils, Latvia
01/05: 4th Symposium on Lévy Processes, Manchester, UK
05/05: Workshop on Stochastic Analysis and Non-Classical Random Processes, Oberwolfach, Germany
07/05: Summer school on 'Probability' in St. Flour, France
07/06: SPA conference, Paris, France
08/06: World congress of mathematicians in Madrid, Spain
07/07: LMS Durham Symposium on Recent Developments in Random Walks, England
11/07: Oberwolfach Seminar on Conformal Invariance in Mathematical Physics, Germany
04/08: Probability 2008, Warwick, England
Hobbies
Music: playing the oboe and the cor anglais in symphony orchestras and as chamber music, singing in a choir and with friends
Languages: native German, fluent English and French, basic Spanish and Danish
Doppelkopf: a German card game that seems to be hardly known outside Germany
Volleyball: OK, I admit that I have not played regularly for a few years now
