# 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; â€‹Random Matrix Theory; Integrable Probability; Interacting Particle Systems.

### Related Seminar Series

### People

- Istvan Gyongy
**Head of Research Group**, Professor - Tibor Antal Reader
- Theo Assiotis Lecturer
- Michal Branicki Reader
- Yvain Bruned Lecturer
- Burak Buke Lecturer
- Ilya Chevyrev Reader
- Goncalo dos Reis Lecturer
- Tadahiro (Choonghong) Oh Professor

- Sotirios Sabanis Reader
- David Siska Lecturer
- Lukasz Szpruch Reader
- Sandy Davie Professor
- Fabian Germ PhD student
- Vadim Platonov PhD student
- Sizhou Wu Postgraduate Student
- Ying Zhang