Academic Staff:

Dr. Theo Assiotis:

Research Interests:

Probability theory and mathematical physics and in particular stochastic processes, random matrices, interacting particle systems, surface growth models, branching graphs and their connections to representation theory, special functions and integrable systems.

Dr. Ofer Busani:

Research Interests:

Probability theory, random growth models and the algebraic aspects of their study, random metric spaces, interacting particle systems, random matrices and mixing times of Markov chains.

Dr. Ilya Chevyrev:

Research Interests:

Stochastic analysis and its interaction with mathematical physics, dynamical systems, and data science, especially on singular stochastic PDEs, regularity structures and rough path theory, constructive quantum field theory, homogenisation of fast-slow systems, path signatures and related methods in machine learning.

Dr. Gonçalo dos Reis:

Research Interests:

McKean-Vlasov equations and their applications, stochastic optimal control and mean-field games, rough paths theory, backward stochastic differential equations (BSDEs), probabilistic numerical methods for nonlinear PDEs, probabilistic domain decomposition methods (DDM), Sequencial Monte Carlo (SMC) and application to Finance, Credit Risk modelling, utility indifference pricing, forward stochastic utilities and applications in economics, behaviour, game theory, risk theory.

Prof. Istvan Gyongy:

Research Interests:

Stochastic differential equations, stochastic partial differential equations and their applications in nonlinear filtering and stochastic control. Numerical analysis of partial differential equations and stochastic partial differential equations. In particular, accelerated numerical methods.

Dr. Jiawei Li:

Research Interests:

Probabilistic methods and their applications in physics and engineering, mainly on stochastic modelling and numerical methods associated with hydrodynamics, Malliavin calculus and its applications in stochastic partial differential equations. 

Prof. Sotirios Sabanis:

Research Interests: Explicit numerical algorithms for nonlinear random systems of (typically) high dimension and their interplay with core data science and AI techniques, e.g. explicit numerical schemes for Stochastic (Partial) Differential Equations, stochastic approximation methods in the context of recursive identification of system parameters, MCMC algorithms and stochastic optimizers for the training of artificial neural networks.

Dr. David Siska:

Research Interests:

Mean-Field / McKean Vlasov SDEs, Stochastic Control, including numerical algorithms, mathematical theory of Machine Learning in particular Reinforcement Learning, multi-agent systems, and learning and game-theoretic aspects of those, applications of the above in Financial Mathematics, DeFi, and Economics.

Prof. Lukasz Szpruch:

Research Interests:

Span probability theory, stochastic analysis and theoretical machine learning. Mainly on the mathematical foundation of deep learning, mean-field models, (inverse) reinforcement learning, game theory and multiagent systems, sampling and optimisation algorithms, computational optimal transport, and the theory of gradient flows.

Dr. Leonardo Tolomeo:

Research Interests:

Stochastic partial differential equations, dispersive equations and harmonic analysis on Lie Groups.

Postdoctoral Researchers:

Dr. Stefano Bruno

PhD Students:

• Galen Cao
• Xingyuan Chen
• Chengwei Cui
• Miles Foster
• Rasheed Oyewole Ibraheem
• Tim Johnston
• Iosif Lytras
• Nikos Makras
• Abdulwahab (Abdul) Mohamed
• Hora Sadat Mirsajjadi
• Zahra Sadat Mirsajjadi
• Deven Sethi
• Lukasz Sliwinski
• Zach Wilde