St John's College Oxford
Dr Ilya Chevyrev

Dr Ilya Chevyrev

Junior Research Fellow in Mathematics

Contact

Biography

I obtained my DPhil in Mathematics at Oxford under the supervision of Terry Lyons focusing on rough paths theory. Following this I worked as a postdoc with Peter Friz at TU Berlin where I primarily studied renormalisation techniques in stochastic PDEs.

Research Interests

My research concentrates on stochastic analysis, which aims to study systems subject to random and highly oscillatory noise. I am particularly interested in singular stochastic partial differential equations and the recent development of tools which have provided a rigorous solution theory for many classically ill-posed equations. A common example of such an equation coming from statistical physics is the KPZ equation, which describes the behavior of a random growing interface.