Any views expressed within media held on this service are those of the contributors, should not be taken as approved or endorsed by the University, and do not necessarily reflect the views of the University in respect of any particular issue.

People

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:

Interacting particle systems and their mean-field limits, especially propagation of chaos, large deviations and regularisation by noise phenomenon. Mckean-Vlasov equations with singular interacting kernels. Random vortex method for computational fluid dynamics. SDEs and SPDEs driven by fractional noises.


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:

Stochastic control and the mathematics of reinforcement learning. Mean-Field / McKean Vlasov SDEs. Applied gradient flows, nonlinear PDEs and Langevin dynamics. Applications of the above in financial mathematics, game theory 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:


 

css.php

Report this page

To report inappropriate content on this page, please use the form below. Upon receiving your report, we will be in touch as per the Take Down Policy of the service.

Please note that personal data collected through this form is used and stored for the purposes of processing this report and communication with you.

If you are unable to report a concern about content via this form please contact the Service Owner.

Please enter an email address you wish to be contacted on. Please describe the unacceptable content in sufficient detail to allow us to locate it, and why you consider it to be unacceptable.
By submitting this report, you accept that it is accurate and that fraudulent or nuisance complaints may result in action by the University.

  Cancel