Andreas is a specialist in probability theory and is co-founder of the Probability Laboratory at Bath (Prob-L@B), based in the University’s Department of Mathematical Sciences, serving as its Director from 2007-2019. Since 2014, he is co-Director and PI of the multi-million-pound EPSRC Centre for Doctoral Training in Statistical Applied Mathematics at Bath (SAMBa). Andreas is also co-creator of the One World seminar movement,started during the 2020 COVID global lockdown.
Andreas’ research focuses on the theory and application of diffusive and path-discontinuous stochastic processes as well as Monte-Carlo simulation.
Completing his undergraduate studies in Mathematics at the University of Oxford and PhD in Probability Theory at the University of Sheffield (1996), Andreas spent an early part of his career working at the Shell International Exploration and Production R&D laboratories in The Hague. Before joining the University of Bath in 2006, he also held academic positions at the London School of Economics, Edinburgh University, Utrecht University and Heriot Watt University. He has held visiting professorships at ETH Zürich, Université Libre de Bruxelles and the CONACyT Centro de Investigación en Matemáticas in Mexico.