School of Mathematics

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; ​Random Matrix Theory; Integrable Probability; Interacting Particle Systems.

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