معرفی
Professor Goran Peskir holds the Chair in Probability at the School of Mathematics, The University of Manchester. His research focuses on stochastic calculus, optimal stopping, and free boundary problems with applications in financial mathematics and economics. He completed his DrScient, PhD, MSc, and BSc qualifications, and his work bridges theoretical probability with practical applications in finance and stochastic processes.
Research interests include Brownian motion, Markov processes, stochastic control, and the mathematical foundations of financial models. His recent publications emphasize real-time detection of drifts in stochastic processes and optimal stopping theory. Over 18 supervised works reflect his mentorship in advanced probability topics. His research has been published in leading journals such as Annals of Applied Probability and SIAM Journal on Control and Optimization.
No scientific awards are explicitly listed, but his contributions to probability theory are recognized through his extensive publication record and editorial roles. He is affiliated with research groups in Industrial and Applied Mathematics, Mathematical Finance, and Probability and Stochastic Analysis.
