Research interests: Brownian motion, fractal sets.
University of Utah. "Multiparameter processes", Springer 2002.
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.
Home pages and personal FTP sites arranged alphabetically.
Wallis Professor of Mathematics, Oxford. Research interests: Stochastic analysis, particularly the control of non-linear systems driven by rough paths.
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.
University of Connecticut.
Columbia University. Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance. Books, lecture notes, papers, preprints.
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