Mark Podolskij

Mark Podolskij is full professor for applied probability and statistics at Department of Mathematics, Aarhus University. He has a PhD from Bochum (2006, Germany) and was a postdoctoral researcher at CREATES (2007-2008) and at ETH Zurich (2008-2010) before he became full professor at University Heidelberg (2010-2014).

He acts as associated editor of ALEA, Bernoulli, Statistica Sinica, and Statistics and Risk Modeling. He is a member of the advisory board of "Lecture Notes in Mathematics", Springer.

His main research interests are: inference for semimartingales, tests for diffusion processes, central limit theorems for high-frequency data and Malliavin calculus.


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