doc. dr. Matija Vidmar

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

Govorilne ure: po dogovoru. Za diplomska/magistrska dela iz verjetnosti/finančne matematike, kot tudi zainteresirani za doktorat s področja verjetnosti, me lahko kontaktirate (neposredno ali po elektronski pošti).

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

Bralna skupina za verjetnost: 2. semester 2024/25, Introduction to Malliavin calculus (Nualart & Nualart); 2. semester 2025/26, An Introduction to Stochastic PDEs (Hairer).

Research interests: probability and its applications in physics & financial mathematics. Call for a postdoc position.