The research interests of the Probability and Stochastic Analysis group focus on the following themes: Stochastic Differential Equations and Stochastic PDEs, Nonlinear Filtering and Stochastic Control; Applications of Stochastic Analysis in Mathematical Finance; Numerical Analysis of PDEs, Stochastic PDEs and Stochastic Differential Equations.

- Istvan Gyongy
**Head of Research Group**Professor - Tibor Antal Reader
- Michal Branicki Lecturer
- Burak Buke Lecturer
- Goncalo dos Reis Lecturer
- Tadahiro (Choonghong) Oh Chancellor's Fellow
- Peter Richtarik Reader
- Sotirios Sabanis Reader

- David Siska Lecturer
- Lukasz Szpruch Reader
- Kenneth Uda Research Fellow
- Sandy Davie Professor
- Raj Bahl Postgraduate Student
- Shuren Tan Postgraduate Student
- Sizhou Wu Postgraduate Student
- Xiling Zhang Postgraduate Student