Probability Research Group

Group Overview

Our research explores many aspects of modern theories of stochastic processes, and more generally random fields with applications to finance, mathematical biology, mathematical physics, data simulation and beyond. Particular areas of strength include functional inequalities and applications, infinite dimensional stochastic analysis, Lévy-type processes and pseudo-differential operators, mathematical models of population ecology, non-commutative (quantum) probability, numerical simulation of stochastic processes, (quantum) statistical mechanics, stochastic partial differential equations with applications.

Affiliated Staff

Kristian Evans (Lévy-type processes and pseudo-differential operators)
Dmitri Finkelshtein (stochastic dynamics of complex systems, point processes, infinite dimensional analysis)
Eugene Lytvynov (point processes, infinite dimensional analysis, non-commutative probability and operator algebras)
Irina Rodionova (non-commutative probability)
Zeev Sobol (stochastic partial differential equations)
Chenggui Yuan (stochastic functional differential equations, numerics of stochastic differential equations, stochastic population dynamics

Former recent members:

Niels Jacob (Lévy-type processes and pseudo-differential operators
Andrew Neate (quantum mechanics, stochastic mechanics, stochastic partial differential equations)
Ian Davies (computational stochastic processes)
Feng-Yu Wang (functional inequalities, stochastic partial differential equations, stochastic analysis on manifolds)
Jiang-Lun Wu (stochastic partial differential equations, random fields, data simulation)