Directory of Personal Pages Resources

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Personal Web pages of probabilists

Resources in This Category

• Barlow, Martin

  http://www.math.ubc.ca/~barlow/
  Research interests include probability, Brownian motion, fractal sets.

• Bass, Rich

  http://www.math.uconn.edu/~bass/
  University of Connecticut.

• Cont, Rama

  http://www.proba.jussieu.fr/pageperso/ramacont/cont.html
  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

  http://sites.google.com/site/emmanueldenis6/Home
  Research in mathematical finance, Leland's strategies, transaction costs, arbitrage, European options and American options. Includes cv and publications.

• Etheridge, Alison

  http://www.stats.ox.ac.uk/~etheridg/
  Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology.

• Hambly, Ben

  http://people.maths.ox.ac.uk/~hambly/
  Probability, stochastic processes, financial mathematics and fractals.

• Holroyd, Alexander E.

  http://www.math.ubc.ca/~holroyd
  University of British Columbia. Research interests: Probability theory, including cellular automata, percolation, matching, coupling.

• Johnson, Oliver

  http://www.stats.bris.ac.uk/~maotj/
  University of Bristol. Research interests: Probabilistic limit theorems, entropy theory, quantum information theory.

• Khoshnevisan, Davar

  http://www.math.utah.edu/~davar/
  University of Utah. Interests, CV and publications.

• Kurtz, Thomas G.

  http://www.math.wisc.edu/~kurtz/
  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

  http://www.stats.ox.ac.uk/people/academic_staff/colin_mcdiarmid
  Research interests: discrete mathematics probability and algorithms mathematics of OR graph colouring radio channel assignment problems

• Norris, James

  http://www.statslab.cam.ac.uk/Dept/People/norris.html
  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

  http://sites.google.com/site/ciprianatudor/
  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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