Assist. Prof. Dr. Matija Vidmar

Vita: includes a list of (with links to) publications and preprints.

Office hours: on request. For theses supervision in probability/financial mathematics, as well as those interested in pursuing a PhD in probability, feel free to contact me, e.g. via email.

Lecture notes: Probability with measure; Actuarial mathematics (non-life); Quantum probability; Excursion theory. Lévy processes (problem set).

Probability reading group: second semester 2024/25 (Thursdays, 8:30-10, 3.04), Introduction to Malliavin calculus (Nualart & Nualart).

Research interests: probability and its applications in physics & financial mathematics.