Saul Jacka

Saul Jacka is a Professor at the University of Warwick and Editor-in-Chief of the journal Stochastics. As a Faculty Fellow at the Alan Turing Institute, his research focuses on probability theory with emphasis on mathematical finance, stochastic processes, stochastic control, optimal stopping, and probability on trees. He actively supervises PhD students in these areas and contributes to the Centre for Doctoral Training in Statistics.

His research explores theoretical and applied aspects of stochastic analysis, including applications in financial markets and risk management. Recent work addresses optimal stopping problems, martingale approaches to control, and regime-switching models. Key contributions include studies on Snell envelope decomposition, coherent risk measures, and numerical approximations for Lévy processes.

Jacka has held academic roles since the 1990s, publishing extensively in top journals such as Stochastic Processes and their Applications, SIAM Journal on Control and Optimization, and Annals of Applied Probability. His work frequently bridges theoretical probability with practical financial modeling challenges.

• Awards: Alan Turing Institute Faculty Fellowship
• Grants: Funded PhD places in Statistics (starting 2025)
• Labs/Teams: Centre for Doctoral Training in Statistics, Warwick Probabilistic Modelling Group