Personal Pages

Bakhtin, Yuri - - International Institute of Earthquake Prediction Theory And Mathematical Geophysics (IIEPT), Moscow. Probabilistic models of mathematical physics; stochastic partial differential equations; limit theorems of probability theory. Publications.

Barlow, Martin - - Research interests: Brownian motion, fractal sets.

Bass, Rich - - University of Connecticut.

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. "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, stochastic partial differential equations, filtering for Markov processes, large deviations and modeling of spatial point processes.

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 problem.

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.

Sanz-Solé, Marta - - Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical systems; Stochastic partial differential equations. Publications, lecture notes.

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 formulae.

Tudor, Ciprian - - Laboratoire de Probabilites et Modeles Aleatoires, Université de Paris VI. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance; Weak Convergence; Stochastic Differential Equations.