Rate My Professor Gregory Markowsky

Markowsky's research specializations encompass complex analysis, stochastic processes—particularly planar Brownian motion and its properties such as Green's functions and stopping times—graph theory, combinatorics, probability, and statistics. He has produced over 60 research outputs, including key publications such as 'On the planar Brownian Green's function for stopping times' (Journal of Mathematical Analysis and Applications, 2017), 'A remark on the probabilistic solution of the Dirichlet problem for simply connected domains in the plane' (Journal of Mathematical Analysis and Applications, 2018), 'Remarks on Gross’ technique for obtaining a conformal Skorohod embedding of planar Brownian motion' (Electronic Communications in Probability, 2020), and more recent works like 'Banknote Life in India: A Survival Analysis Approach' (Journal of Quantitative Economics, 2024) and 'On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes' (Stochastic Processes and their Applications, 2025). Markowsky has secured significant funding, including the ARC DECRA grant DE140101201 for planar Brownian motion and complex analysis ($366,404) and ARC Discovery Project DP140100559 on finite Markov chains ($300,000 as co-chief investigator). He teaches advanced courses such as Complex Analysis and Integral Transforms (MTH3020), Time Series and Random Processes (MTH3230), and supervises honours and postgraduate students. Additionally, he contributes to the academic community through refereeing for journals like Stochastic Processes and their Applications and European Journal of Combinatorics, reviewing ARC grant proposals, and serving as a reviewer for Mathematical Reviews.