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Research Fellows Directory

Juan Carlos Pardo Millan

Dr Juan Carlos Pardo Millan

Research Fellow


University of Bath

Research summary

Currently my research is heavily invested in the theory of Levy processes, self-similar Markov processes and branching processes. I have been interested in introducing

families of Levy processes for which we can solve semi-explicitly the two-sided exit problem. One of the class that I introduce with my co-authors is the so-called

hypergeometric Levy processes. This class turns out to be very related to some functionals of stable processes, a class of Levy processes that also belong to the

class of self-similar Markov processes. I have been playing with the so-called Lamperti transform that describe the relationship between positive self-similar Markov

processes and Levy processes, in order to deduce fluctuations properties from one class to the other.

Finally, I have also made and continue to make contributions across a broad field family of models having the so-called branching structures. This includes branching

processes, fragmentation and coalescent processes. I recently studied a class of branching process in random environment for which we can describe the asymptotic

behaviour of the survival and explosion probabilities.

Interests and expertise (Subject groups)

Grants awarded

Contemporary stochastic processes with path discontinuities

Scheme: Newton Advanced Fellowship

Dates: Sep 2015 - Aug 2018

Value: £81,000

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