Personal Pages
Bakhtin, Yuri
International Institute of Earthquake Prediction Theory And Mathematical Geophysics (IIEPT), Moscow. Probabilistic models of mathematical physics; stochastic partial differential …
Etheridge, Alison
Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology.
Holroyd, Alexander E.
University of British Columbia. Research interests: Probability theory, including cellular automata, percolation, matching, coupling.
Johnson, Oliver
University of Cambridge. Research interests: Probabilistic limit theorems, entropy theory, quantum information theory.
Karatzas, Ioannis
Columbia University. Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance. Books, lecture notes, paper…
Khoshnevisan, Davar
University of Utah. "Multiparameter processes", Springer 2002.
Kurtz, Thomas G.
University of Wisconsin - Madison. Research interests include limit theorems for stochastic differential equations, particle representations of measure-valued processes, stochasti…
Links to Web Pages of People in Probability
Home pages and personal FTP sites arranged alphabetically.
Lyons, Terry
Wallis Professor of Mathematics, Oxford. Research interests: Stochastic analysis, particularly the control of non-linear systems driven by rough paths.
McDiarmid, Colin
Research interests: discrete mathematics probability and algorithms mathematics of OR graph colouring radio channel assignment problems
Norris, James
Research interests: Topics in probability and analysis, including stochastic differential equations, Malliavin calculus, analysis of heat kernels, homogenization, Brownian motion …
Sanz-Solé, Marta
Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical systems; Stochastic partial differential equations. Publica…
Tolmatz, Leonid
Brownian motion related research applicable in order statistics, financial modeling and other areas. Explicit analysis of distributions of various Wiener functionals, tables and fo…
Tudor, Ciprian
Laboratoire de Probabilites et Modeles Aleatoires, Université de Paris VI. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance…
Showing 20–17 of 17 results