David Siska

David Siska

I am a lecturer in the School of Mathematics with research interests in:
  • Mean-Field / McKean Vlasov SDEs,
  • Mathematical Theory of Machine Learning,
  • Stochastic Control,
  • SPDEs (Stochastic Partial Differential Equations),
  • Applications in Financial Mathematics, Economics, Game Theory.
I am also working with an exciting blockchain startup Vega Protocol.

Contact Details

School of Mathematics, University of Edinburgh
Room 4611, JCMB, King's Buildings
Tel. 0131 651 9091
Email. d.siska@ed.ac.uk
Online presence: Twitter @dsiska, Google Scholar, Researchgate and MathSciNet Profile.

PhD Projects

Students interested in working on a PhD project (to start in September 2020) in one of my areas of interest should contact me with informal enquires: d.siska@ed.ac.uk. See the School PhD applications website and MAC-MIGS website for available funding (we normally fully fund all students we accept) and for details regarding the formal application process (feel free to contact me to discuss research plan before submitting the application).

Current PhD Students

  • William Hammersley, 2016 - present, he is working on McKean-Vlasov SDEs, SPDEs and related topics. He is funded by MIGSAA. This is part of work I do jointly with Lukasz Szpruch who is also William's main advisor.
  • Bekzhan Kerimkulov, 2017 - present, he is working on PDEs on measure spaces, McKean-Vlasov SDEs and stochastic control. He is funded by MIGSAA. This is part of work I do jointly with Lukasz Szpruch.

Former PhD Students


Here are some events I am (or was) helping to organize.



Talk Slides

I will try to keep slides for some recent talks here.



Past Teaching