Web Directory

» 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.
   http://www.mccme.ru/~bakhtin/

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

» Bass, Rich
   University of Connecticut.
   http://www.math.uconn.edu/~bass/

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

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

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

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

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

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

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

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

» Kuznetsov, Dmitriy F.
   Professor of mathematics at Saint-Petersburg State Polytechnical University. Interested in the problem of numerical integration of Ito stochastic differential equations.
   http://www.sde-kuznetsov.spb.ru

» Lyons, Terry
   Wallis Professor of Mathematics, Oxford. Research interests: Stochastic analysis, particularly the control of non-linear systems driven by rough paths.
   http://sag.maths.ox.ac.uk/tlyons/

» Mariani, Mauro
   Research on large deviations theory and its applications to mathematical physics. Includes resume, publications and teaching.
   http://carpenter.mat.uniroma1.it/mauro/

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

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

» Sanz-Solé, Marta
   Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical systems; Stochastic partial differential equations. Publications, lecture notes.
   http://orfeu.mat.ub.es/~sanz/

» 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.
   http://www.xjtlu.edu.cn/depts/math/Math003

» Tudor, Ciprian
   Université de Lille 1, Panthéon-Sorbonne. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance; Weak Convergence; Stochastic Differential Equations.
   http://sites.google.com/site/ciprianatudor/