Probability at UCL

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

• 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

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

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.