Expertise and Interests

• I grew up in London and have been interested in Mathematics form an early age. I can remember from my early school days being fascinated by the imaginary numbers and completely failing to comprehend how exp(i \pi) could possibly be -1.

• After those early rumblings of mathematical interest, I studied Maths at Trinity, Cambridge, moving to Oxford for a DPhil. The change was one of my best professional moves and substantially widened my perspectives. I had planned to leave mathematics and "do something useful" but by the end of my PhD I realised that maths was incredibly valuable as well as interesting. I turned down a job at Clarks Shoes, and took a postdoc resaearch position at Jesus College, Oxford.  From Oxford, I went first to UCLA, Los Angeles, then briefly to Imperial College before moving to the Colin MacLaurin chair at Edinburgh. After 8 years, including a period as chair of the Mathematics department there, I returned to Imperial College, and seven years later I came to the Wallis Chair in Mathematics at Oxford. My career has provided me with a great deal of interest as well as regular travel.
• Perhaps the most exciting aspect of research is seeing a piece of maths, which I understand and can see the point of, propagate and become more widely accepted and understood. Unfortunately, ones best contributions often stay buried for a long time while quick easy remarks propagate rather more quickly!
• My own interests relate to probability and stochastic processes. I am particularly interested in the mathematics of Stochastic Differential Equations and Ito calculus (and control theory) as well as mathematical finance.