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Markus Riedle

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

    FEATURE Finance
    Financial Mathematics

    King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

    aq ioppn mathstats
    Probability

    The Probability group in the Department of Mathematics at King's College London.

    News

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

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

    Dr Gergely Bodó

    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...

    Tomasz_Kosmala_CONTENSIS

      Research

      FEATURE Finance
      Financial Mathematics

      King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

      aq ioppn mathstats
      Probability

      The Probability group in the Department of Mathematics at King's College London.

      News

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

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

      Dr Gergely Bodó

      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...

      Tomasz_Kosmala_CONTENSIS