School of Mathematics

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Dr. Ilya Chevyrev

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Contact details

Research Interests

My research focuses on stochastic analysis and its interaction with mathematical physics, dynamical systems, and data science. I am particularly interested in:

Singular stochastic PDEs, regularity structures and rough path theory.

Constructive quantum field theory.

Homogenisation of fast-slow systems.

Path signatures and related methods in machine learning.

My papers are all available on the arXiv and my webpage.

Research Groups

Current and Recent PhD Students

Abdul Mohamed (2021-), Hora Mirsajjadi (2022-)

Professional Activities

Editor of Proceedings of the Royal Society of Edinburgh, Section A.

Education Background

I completed my D.Phil in 2016 with the stochastic analysis group at the University of Oxford under the supervision of Terry Lyons. I obtained a MSc in probability at UPMC (Paris VI) and a BSc (Hons) at the University of Auckland.

Previous Employment

Before joining the University of Edinburgh, I was a Junior Research Fellow at St John’s College, Oxford (2016-2020) and a postdoc at TU Berlin (2016).


D.Phil University of Oxford (2016)

MSc Université Pierre-et-Marie-Curie (2012)

BSc (Hons) University of Auckland (2011)