Personal Web pages of probabilists
Barlow, Martin
Research interests include probability, Brownian motion, fractal sets.
Bass, Rich
University of Connecticut.
Cont, Rama
Research interests include computational finance, stochastic modeling of financial markets, Lévy processes and applications, interest rate and credit risk modeling and modeling of social networks.
Denis, Emmanuel
Research in mathematical finance, Leland's strategies, transaction costs, arbitrage, European options and American options. Includes cv and publications.
Etheridge, Alison
Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology.
Hambly, Ben
Probability, stochastic processes, financial mathematics and fractals.
Holroyd, Alexander E.
University of British Columbia. Research interests: Probability theory, including cellular automata, percolation, matching, coupling.
Johnson, Oliver
University of Bristol. Research interests: Probabilistic limit theorems, entropy theory, quantum information theory.
Khoshnevisan, Davar
University of Utah. Interests, CV and publications.
Kurtz, Thomas G.
University of Wisconsin - Madison. Research interests include limit theorems for stochastic differential equations, particle representations of measure-valued processes, stochastic partial differential equations, filtering for Markov processes, large deviations and modeling of spatial point processes.
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 and Brownian sheet, stochastic differential geometry, models of coagulation and coalescence.
Tudor, Ciprian
Université de Lille 1, Panthéon-Sorbonne. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance; Weak Convergence; Stochastic Differential Equations.
[Mozilla Graduate]
Last update:
July 1, 2014 at 5:54:08 UTC
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