# Probability at UCL

## Introduction

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.

## Members

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

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, ergodic theory

Alex Watson (Statistical Science) - Lévy processes and self-similarity, branching structures and growth-fragmentation, insurance risk and ruin

## Events

We run a regular reading group and informal seminar on Friday afternoons during term, in room 102, 1-19 Torrington Place. Below are some additional events organized by members of our group.

### Upcoming

Stochastic systems for anomalous diffusion, 1 July 2024 – 18 December 2024

### Past

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

## Acknowledgements

Photo credit for header: shore lichen and Rhizocarpon geographicum by Siaron James (CC BY 2.0, cropped and recoloured). Favicon: Source Sans Pro and favicon.io.