About
Professor Markus Riedle holds the position of Professor of Probability Theory at King's College London's Department of Mathematics, within the Faculty of Natural, Mathematical & Engineering Sciences. He obtained his Ph.D. from Humboldt University Berlin in 2003 and held a postdoctoral position there. Before joining King's as a Reader in 2011 (promoted to Professor in 2017), he served as a lecturer at the University of Manchester and substituted a professorial role in applied mathematics at the University of Mannheim.
His research focuses on stochastic processes, stochastic analysis, and stochastic differential equations, with applications in financial mathematics and infinite-dimensional spaces. Key areas include Lévy processes, stochastic integration in Banach spaces, and stochastic evolution equations.
Recent publications highlight advancements in cylindrical Lévy processes, stochastic partial differential equations, and large deviations principles. His work has been recognized through notable collaborations, including supervision of Dr. Tomasz Kosmala (2020 King's Outstanding PhD Thesis Prize recipient) and Dr. Gergely Bodo.
Riedle leads research projects funded by EPSRC and the London Mathematical Society, exploring cylindrical Lévy processes, stochastic analysis in infinite-dimensional spaces, and their applications. He is an active member of King's Probability group and contributes to the Financial Mathematics research cluster.
