Mark Podolskij

Professor of Mathematics, Aarhus University

Mark Podolskij graduated from Ruhr-University of Bochum in 2003 and obtained his PhD in mathematics there in 2006. His PhD thesis dealt with asymptotic theory for power variations of semimartingales. He spent a year at the University of Aarhus and two years at ETH Zurich as a postdoc before becoming a full professor at the University of Heidelberg in 2010. He returned to Aarhus University in 2014 as a full professor. Mark Podolskij is Editor-in-Chief of “SpringerBriefs in Probability and Mathematical Statistics” and Associate Editor of both the “Journal of Econometrics” and “Modern Stochastics: Theory and Application”.

Mark’s main research areas are limit theorems for high frequency data and statistical inference for stochastic processes.  Moreover, he is interested in non-parametric statistics, Malliavin calculus, Stein’s method and random matrix theory. His research papers have been published in various journals including Annals of Finance, Annals of Statistics, Bernoulli, Journal of Econometrics, Journal of Multivariate Analysis, and Stochastic Processes and Their Applications.

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