About me

News: I will soon be opening postdoc positions funded by the ERC 2023 Starting Grant “Stochastic Quantum Gauge Theories”. Please contact me if you are interested.

I am a Reader and Head of the Analysis and Probability Theme at the University of Edinburgh.

Previously, I was a Junior Research Fellow at St John’s College, Oxford (2016-2020) and a postdoc at TU Berlin (2016) with Peter Friz.

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.

I am the stochastic analysis editor of Proceedings of the Royal Society of Edinburgh, Section A: Mathematics. The journal is expanding its scope, so please consider submitting your articles with us!

You can also find me on

Email: ichevyrev [at] gmail.com