معرفی
Dr. Alex Cox is Professor of Probability and Deputy Head of the Department of Mathematical Sciences at the University of Bath. He co-directs the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa) and serves as Co-Investigator on the EPSRC Programme Grant MaThRad. His research focuses on probability theory with applications in mathematical finance and neutron transport.
Research interests span robust pricing and hedging in finance, optimal control and stopping problems, Skorokhod embedding, martingale transport theory, and Monte Carlo methods for neutron transport equations. Key applications include nuclear safety and proton therapy verification.
Current research group includes postdoctoral researcher Julian Hofstadler and PhD students Tom Davis, Marcel Stozir, Na Eun Kim, and Chaorui Wang. Former members include multiple PhD graduates and postdocs who have worked on stochastic analysis and applied probability.
