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- Research interests include probability, Brownian motion, fractal sets.
- University of Connecticut.
- 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.
- Research in mathematical finance, Leland's strategies, transaction costs, arbitrage, European options and American options. Includes cv and publications.
- Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology.
- Probability, stochastic processes, financial mathematics and fractals.
Holroyd, Alexander E.
- University of British Columbia. Research interests: Probability theory, including cellular automata, percolation, matching, coupling.
- University of Bristol. Research interests: Probabilistic limit theorems, entropy theory, quantum information theory.
- 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.
- Research interests: discrete mathematics probability and algorithms mathematics of OR graph colouring radio channel assignment problems
- 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.
- Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical systems; Stochastic partial differential equations. Publications, lecture notes.
- Université de Lille 1, Panthéon-Sorbonne. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance; Weak Convergence; Stochastic Differential Equations.
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