Research in probability theory begins with fundamental properties of universal stochastic models, and spans applications in life sciences, mathematical physics, finance, insurance and ergodic theory.
The theme covers members from Statistical Science and Mathematics.
Niloufar Abourashchi (Statistical Science) - financial mathematics, coupling and mixing of diffusion processes, multidimensional degenerate diffusion processes, mathematical biology
Alessandra Cipriani (Statistical Science) - random interfaces, random graphs, scaling limits
Codina Cotar (Statistical Science) - statistical mechanics, optimal transport, reinforced random walks, large point configurations
Camilo García Trillos (Mathematics) - backward SDEs, probabilistic numerical methods, financial mathematics
Rosemary J Harris (Mathematics) - statistical physics and stochastic processes (including interacting particle systems and large deviations)
Samuel Livingstone (Statistical Science) - Bayesian computation, Markov chain Monte Carlo
Chak Hei (Hugo) Lo (Statistical Science) - near critical systems, random walks on half strips, centre of mass and cutpoints of random walks, functional limit theorems
Andrea Macrina (Mathematics) - applied probability, financial and insurance mathematics, data analytics
Hao Ni (Mathematics) - stochastic analysis, financial mathematics, machine learning
Yvo Pokern (Statistical Science) - nonparametric estimation for diffusions, hypoelliptic diffusions, Gaussian Markov random fields and functional data analysis
Matina Rassias (Statistical Science) - stochastic analysis, stochastic functional differential equations and their applications, functional equations and inequalities and their applications, statistics and mathematics education
Neofytos Rodosthenous (Mathematics) - stochastic analysis, stochastic control and optimisation, optimal stopping and free-boundary problems, stochastic games, sequential testing and change-point detection (disorder problems)
Nadia Sidorova (Mathematics) - random processes in random environment, random processes with reinforcement, small deviations and conditioning, processes on manifolds, statistical mechanics
Terry Soo (Statistical Science) - point processes, coupling, entropy, ergodic theory, dynamical systems, causal models
Alex Watson (Statistical Science) - Lévy processes and self-similarity, branching structures and growth-fragmentation, insurance risk and ruin
We run the Bloomsbury Probability Seminar on Friday afternoons during term, in room 102, 1-19 Torrington Place. Below are some additional events organized by members of our group.
Anomalous Mathematical Patterns Sci-Art Contest, 2 December 2024 – 31st March 2025
Bloomsbury Probability Colloquium, 21 March 2025
INI Program on Stochastic systems for anomalous diffusion, 1 July 2024 – 18 December 2024
The Fitzrovia Forum, 8 October 2024
London Probability Day, 10 September 2024
Self-interacting processes, 8 - 12 July 2024
Bloomsbury Probability Colloquium, 15 March 2024
UK Easter Probability Meeting, 27 – 31 March 2023
LMS Reseach School on 'Point configurations: deformation and rigidity', 27 June – 1 July 2022
Growth and division in mathematics and medicine, 4 – 6 Nov 2019
Growth-fragmentation phenomena, 12 Sep 2019
Symmetries, asymptotics and multi-scale approaches, 30th Nov 2018
New trends in Mathematical Physics at the interface of Analysis and Probability, 15 – 17 Feb 2017
Emerging Issues in Quantitative Finance and Risk Management Under Changing Regulator Environments, 12 Oct 2016
New Developments in Processes with Reinforcement, 1 – 4 Feb 2016
Favicon: Source Sans Pro and favicon.io.