# Probability and Stochastic Analysis

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.

### Related Seminar Series

### People

- Istvan Gyongy
**Head of Research Group**, Professor - Tibor Antal Reader
- Michal Branicki Lecturer
- Yvain Bruned Lecturer
- Burak Buke Lecturer
- Goncalo dos Reis Lecturer
- Chak Hei (Hugo) Lo
- Tadahiro (Choonghong) Oh Professor
- Sotirios Sabanis Reader

- David Siska Lecturer
- Lukasz Szpruch Reader
- Warren Volk-Makarewicz Postgraduate Student
- Sandy Davie Professor
- Vadim Platonov PhD student
- William Salkeld
- Shuren Tan Postgraduate Student
- Sizhou Wu Postgraduate Student
- Ying Zhang