Alexander Cox

Alexander Cox is a Professor of Probability and Deputy Head of Department in the Department of Mathematical Sciences at the University of Bath. He serves as Co-Director of the EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa) and is a Co-Investigator on the EPSRC Programme Grant MaThRad.

Professor Cox's research focuses on Probability and its applications in Mathematical Finance, with particular interest in questions related to robustness and model-independence in pricing and hedging financial derivatives. His theoretical work extensively covers the Skorokhod Embedding problem and connections to Optimal Transport, while his applied expertise includes robust pricing in Mathematical Finance and Monte Carlo methods for applications to the Neutron Transport Equation. His research often relies on classical tools of applied probability, including optimal control, optimal stopping, and optimal Skorokhod embedding.

His recent publications (2023-2025) demonstrate a strong focus on measure-valued martingales, binary branching processes, Bayesian inverse approaches to proton therapy, and multi-marginal solutions to the Skorokhod embedding problem. This reflects a clear trend toward interdisciplinary work, particularly applying probability theory to medical physics problems like proton therapy dose verification and nuclear technology applications.

Professor Cox actively supervises PhD students and postdoctoral researchers. His current group includes PostDoc Julian Hofstadler and PhD students Tom Davis, Marcel Stozir, Na Eun Kim, and Chaorui Wang. His former students include Jiajie Wang (2011), Christoph Hoeggerl (2015), Sam Kinsley (2018), Emma Horton (2019), Ben Robinson (2021), Kevin Olding (2023), and Marco Murtinu (2023), along with postdocs Oliver Tough, Minmin Wang, and Benjamin Dadoun.

He leads significant research projects including 'Mathematical Theory of Radiation Transport: Nuclear Technology Frontiers (MATHRAD)' (2023-2027) and 'Stochastic Analysis of the Neutron Transport Equation and Applications to Nuclear Safety' (2017-2021), both funded by the Engineering and Physical Sciences Research Council, as well as 'Robust Optimal Hedging with Model-Independent constraints' (2016-2018) funded by The Royal Society.

Professor Cox is affiliated with the Probability Laboratory at Bath (Prob-L@b) and contributes to the academic community through conference presentations including 'Advances in Stochastic Analysis for Handling Risks in Finance and Insurance' (2023) and 'Answers/MaThRad Workshop' (2023), as well as organizing major conferences.