Editorial Board

Editorial office

Peter Taylor, University of Melbourne, Editor in Chief
Research interests: Stochastic Networks, Queueing Theory, Matrix-Analytic Methods, Economic Applications, Markov Decision Processes, Modelling of Healthcare, Biological, Telecommunications, and Environmental Systems.

Nicole Bäuerle, Karlsruher Institut für Technologie, Deputy Editor in Chief
Research interests: Stochastic Processes and Control, Stochastic Orderings, Finance and Insurance Mathematics, and Stochastic Networks.

Mark Yarrow, University of Sheffield, Executive Editor
Research interests: Random Graphs, Degree Distributions, Preferential Attachment, and Stochastic Approximation.

Editorial board

Hansjörg Albrecher, Université de Lausanne, Editor
Research interests: Insurance, Risk Theory, Solvency, Mathematical Finance, and Stochastic Simulation.

Joris Bierkens, TU Delft, Editor
Research interests: Markov Processes in Continuous State Spaces, Piecewise Deterministic Markov Processes, Markov Chain Monte Carlo Methods, Monte Carlo Methods, Probabilistic Computation, and Computational Statistics.

Mogens Bladt, Københavns Universitet, Editor
Research interests: Statistical Inference, Risk Theory, Queueing Theory, Diffusion Processes, and Markov Processes.

Sem Borst, Technische Universiteit Eindhoven, Editor
Research interests: Stochastic Networks, Performance Evaluation, Resource Allocation Algorithms, and Queueing Systems.

Pierre Calka, Université de Rouen Normandie, Editor
Research interests: Stochastic Geometry, Random Mosaics, Random Polytopes, and The Boolean Model.

Linan Chen, McGill University, Editor
Research interests: Stochastic Analysis, Stochastic Geometry, Gaussian Free Fields, Gaussian Measures, Partial Differential Equations, and Functional Analysis.

Xinyun Chen, Chinese University of Hong Kong, Shenzhen, Editor
Research interests: Perfect Sampling of Hawkes Processes, Queueing Theory, Stochastic Networks, and Brownian Motion.

Sören Christensen, Christian-Albrechts-Universität zu Kiel, Editor
Research interests: Stochastic Control, Singular and Impulse Control, Optimal Stopping, Reinforcement Learning, Time-Inconsistent Problems, and Stochastic Games.

Stephen Connor, University of York, Editor
Research interests: Coupling Theory, Perfect Simulation, Mixing Times, Random Walks on Groups, Interacting Particle Systems, Algorithms for Multi-Server Queues, and Stochastic Stability and Convergence Rates of Markov Processes.

Corina Constantinescu, University of Liverpool, Editor
Research interests: Risk Analysis, Ruin Probabilities, Insurance Risk Models, and Bonus-Malus Systems.

Krzys Debicki, Uniwersytet Wrocławski, Editor
Research interests: Queueing Systems, Brownian Motion, Gaussian Processes, Fluid Network Models, and Lévy Processes.

Erik Ekström, Uppsala Universitet, Editor
Research interests: Stochastic Control Theory, Optimal Stopping and Free Boundary Problems, Stochastic Games, Mathematical Finance, and Stochastic Analysis

Joaquin Fontbona, Universidad de Chile, Editor
Research interests: Ergodic Theory, Algorithms, Stochastic Control, Continuous State Branching Processes, and SDE’s.

Sergey Foss, Heriot-Watt University, Editor
Research interests: Tail Asymptotics, Queueing Theory, Random Walks, Branching Processes, and Subexponential Distributions.

Subhro Ghosh, National University of Singapore, Editor
Research interests: Point Processes and Particle Systems, Machine Learning, Dimension Reduction, Sampling and Optimization, Statistical Networks, Signal Processing, and Gaussian Random Fields.

Sasha Gnedin, Queen Mary University of London, Editor
Research interests: Random Permutations, Coupon Collectors Problem, Urn models, Optimal Stopping, Extreme Values, and Algorithms.

Xin Guo, University of California Berkeley, Editor
Research interests: Machine Learning, Risk Analytics, Data Analysis, Stochastic Controls, Stochastic Differential Games, and Machine Learning Applications To Biological Sciences, Healthcare and Finance

Enkelejd Hashorva, Université de Lausanne, Editor
Research interests: Extremes of Gaussian Processes, Extreme Value Theory, Max-stable Processes, Gaussian Random Fields, Asymptotic Constants, Regular Variation, Shift-invariant Random Fields, Asymptotic Theory, Insurance Mathematics, Risk Aggregation, Risk Theory, Copulas, Dependence Modelling

Sophie Hautphenne, University of Melbourne, Editor
Research interests: Branching Processes, Matrix Analytic Methods, Epidemic Models, Queueing Models, and Random Walks.

Qi-Ming He, University of Waterloo, Editor
Research interests: Algorithms, Special Stochastic Processes, Matrix Analysis, Telecommunications Networks, Manufacturing Systems, Queueing Theory, and Inventory Theory.

Emma Horton, University of Warwick, Editor
Research interests: Branching Processes and their Applications, Feynman-Kac Formulae, Neutron Transport Equation, Dynamics of Telomere Lengths, Monte Carlo Methods and Related Simulation Techniques, Quasi-Stationary Distributions, and Superprocesses/Measure-Valued Processes.

Jonathan Jordan, University of Sheffield, Editor
Research interests: Random Graphs, Preferential Attachment, Reinforced Processes, and Fractals.

Kengo Kamatani, The Institute of Statistical Mathematics, Editor
Research interests: Bayesian Computation, Bayesian Statistics, Markov Chain Monte Carlo, and Particle Filter/Sequential Monte Carlo.

Offer Kella, The Hebrew University of Jerusalem, Editor
Research interests: Stochastic Storage Processes, Lèvy Queues and Networks, and Queueing Theory.

Fima Klebaner, Monash University, Editor
Research interests: Stochastic Calculus, Financial Mathematics, Mathematical Biology, and Population Dependent Branching Processes.

Andreas Kyprianou, University of Warwick, Editor
Research interests: Branching Processes, Branching Markov Processes, Superprocesses, Brownian motion, Lévy processes, Optimal Stopping Problems, Stochastic Games, and Monte-Carlo Simulation of Stochastic Processes.

Henry Lam, Columbia University, Editor
Research interests: Monte Carlo Simulation, Uncertainty Quantification, Model Calibration, Rare-Event Estimation, Stochastic Optimization, and Statistical Learning

Martin Larsson, Carnegie Mellon University, Editor
Research interests: Mathematical Finance, Stochastic Analysis, Interest Rate Modeling, Stochastic Portfolio Theory, and Sequential Statistics

Mark Lewis, Cornell University, Editor
Research interests: Dynamic Control Of Service Systems, Stochastic Dynamic Programming, Markov Decision Processes, Networks, Complex Systems, Network Science and Computation, Machine Learning, and Statistics

Cécile Mailler, University of Bath, Editor
Research interests: Pólya Urns, Random Networks, Statistical Physics, Preferential Attachment Graphs, Branching Processes, and Random Trees

Michel Mandjes, Universiteit Leiden, Editor
Research interests: Queueing Models for Communication Networks, Stochastic Simulation, Large Deviations, Traffic Management, Traffic Analysis, Network Economics, Financial Models, and Service Systems.

Olivier Menoukeu Pamen, University of Liverpool, Editor
Research interests: Stochastic Differential Equations, Backward Stochastic Differential Equations, Mathematical Finance, Stochastic Optimal Control, Malliavin Calculus, and Insurance Mathematics

Thomas Mikosch, Københavns Universitet, Editor
Research interests: Asymptotic Theory, Time Series Analysis, Insurance and Financial Mathematics, Stochastic Processes, and Extreme Value Theory.

Martin Möhle, Eberhard Karls Universität Tübingen, Editor
Research interests: Stochastic Processes, Population Genetics, Bioinformatics, Biomathematics and Biostochastics, Ancestral Processes and Coalescent Theory, and Probabilistic Number Theory and Combinatorics.

Ilya Molchanov, Universität Bern, Coordinating Editor
Research interests: Stochastic Geometry, Extreme Values, Stochastic Geometry Applied to Mathematical Finance and Econometrics, Point Processes, and Image Processing.

Alfred Müller, Universität Siegen, Editor
Research interests: Stochastic Ordering, Supermodular Order, Hazard Rate Order, Stochastic Risk Measures, Risk Evaluation, Copulas, and Dependence Modelling.

Jorge Navarro, Universidad de Murcia, Editor
Research interests: Characterisation of Probability Distributions, Stochastic Comparisons and Ageing Classes, Reliability Properties of Coherent Systems, Weighted and Biased Samples, Order Statistics, and Probability Entropy.

Goran Peskir, University of Manchester, Editor
Research interests: Brownian Motion, Stochastic Calculus, Markov Processes, Optimal Stopping, Optimal Stochastic Control, Free Boundary Problems, Financial Mathematics, and Economics.

Matthias Reitzner, Universität Osnabrück, Editor
Research interests: Convex Geometry, Geometric Valuation Theory, Stochastic Geometry, Random Convex Hulls and Extreme Points, Random Mosaics and Tessellations, Random CW-Complexes, and Random Graphs.

Chris Rogers, University of Cambridge, Editor
Research interests: Quantitative Finance, Stochastic Volatility, Liquidity Modelling, and Monte Carlo Valuation of American Options.

Leonardo Rolla, Universidade de São Paulo, Editor
Research interests: Random Walks, Physics Models, Stochastic Dynamics, Phase Transitions, Particle Systems, and Percolation.

Adrian Röllin, National University of Singapore, Editor
Research interests: Stein’s Method, Infectious Disease Modelling, Random Graphs, Population Biology, and Random Combinatorial Structures/Permutations.

Mathieu Rosenbaum, École Polytechnique, Editor
Research interests: Financial Mathematics, Microstructure of Markets, Stochastic Volatility, Fractional Brownian Motion, Long Memory, Besov Spaces and Wavelet Estimation, Sparsity, and Random Matrices.

Gennady Samorodnitsky, Cornell University, Editor
Research interests: Financial Processes, Teletraffic Processes, Scale Free Random Graphs, and Heavy Tails and/or Long-Range Dependence.

Marco Scarsini, LUISS Guido Carli, Editor
Research interests: Game Theory, Social Learning, and the Mathematics of Gambling.

Matthias Schulte, Technische Universität Hamburg, Editor
Research interests: Stochastic Geometry, Stein’s Method, Limit Theorems, Random Graphs, and Extreme Value Theory.

Martin Schweizer, ETH Zürich, Editor
Research interests: Mathematical Finance, Actuarial Mathematics, and Probability Theory in that context.

Evgeny Spodarev, Universität Ulm, Editor
Research interests: Stochastic Geometry, Spatial Statistics, Fractal Geometry, Image Analysis and Processing, and Actuarial Mathematics.

Christoph Thäle, Ruhr-Universität Bochum, Editor
Research interests: Stochastic Geometry, Limit Theorems, High Dimensional Random Structures, Malliavin Calculus, Stein’s Method, and Convex and Integral Geometry.

Nuria Torrado, Universidad Autónoma de Madrid, Editor
Research interests: Stochastic Orderings, Stochastic Dependence, Orderings of Risks, Order Statistics and Spacings, Reliability Theory, Ageing Notions, and Bayesian Computational Methods.

Denis Villemonais, Université de Lorraine, Editor
Research interests: Quasi-Stationary Distributions, Penalized Markov Processes, Branching Processes, Applications to Biological and Ecological Systems, Reinforced Processes, Coarse Ricci Curvature, Diffusion Process, Medical, Biological and Ecological Models, and Growth Fragmentation Equations.

Andrew Wade, Durham University, Editor
Research interests: Physics Models, Random Spatial Graphs, Interacting Particle Systems, Convex Hulls, and Asymptotic Theory.

Minmin Wang, University of Sussex, Editor
Research interests: Combinatorial Probability, Random Trees, Random Graphs, Scaling Limits, Branching Processes, Superprocesses, Self-Similar Markov Processes, Fragmentation, and Coalescence.

Olivier Wintenberger, Sorbonne Université, Editor
Research interests: Extreme Value Analysis, Serial Dependence, Online Learning, Large Deviations, and Time Series.

Joseph Yukich, Lehigh University, Editor
Research interests: Stochastic geometry, convex geometry, spatial statistics, random spatial structures