PhD students






Helena Stage (1st year)

Non-Markovian persistent random walks


Akram Al-Sabbagh (3d year)

Nonlinear subdiffusive fractional equations







Steven Falconer  

Fractional PDE’s and anomalous transport


  (Falconer’s PhD Thesis)


Alfredo Valle

Credit rating modelling


Hamed Al-Shamsi

Fractional derivatives and applications in finance and biology


Yuki Okuda

Wave propagation into unstable state with memory effects

Stephanos Panayides.

Risk minimization approach for derivative pricing and hedging

Abby Tan

Long memory stochastic volatility


Honaida Malaikah

Stochastic volatility models