Project partners

UNA-Random involves 6 Una Europa universities: Freie Universität Berlin (FUB), Alma Mater Studiorum (Università di Bologna), University of Edinburgh, Helsingin Yliopisto (The University of Helsinki), KU Leuven, Université Paris 1 Panthéon-Sorbonne

Units and research interest:

Freie Universität Berlin

  • (Singular) stochastic partial differential equations

  • Paracontrolled distributions, energy solutions, rough paths, regularity structures

  • Scaling limits

  • Regularization by noise

  • Stochastic filtering

University of Bologna

  • Parabolic and hypoelliptic Kolmogorov equations

  • Backward stochastic differential equations

  • McKean-Vlasov diffusion processes

  • Stochastic differential equations with jumps

  • Stochastic optimal control

  • Asymptotic methods for mathematical finance

University of Edinburgh

  • McKean-Vlasov equations and its applications

  • Stochastic optimal control and mean-field games

  • Probabilistic numerical methods for nonlinear PDEs

  • Sequential Monte Carlo and application to finance

  • Large deviation principles

  • Stochastic SPDEs

University of Helsinki

  • Stochastic differential equations and ergodicity.

  • Cutoff phenomenon and thermalization for random dynamical systems.

  • Condition number for random matrices.

  • Statistical inversion of diffusion-MRI data

  • Event history analysis

  • Stochastic models of energy markets

  • A linear control/algebraic approach to Stein method


KU Leuven

  • Risk management

  • Quantitative finance

  • Financial engineering

  • Machine learning

  • Climate risk and sustainable finance

  • Cryptocurrencies and blockchain

Université Paris 1 Panthéon-Sorbonne

  • Limit theorems for recurrent Markov processes

  • Interacting particle systems and branching processes

  • Stochastic models for neurosciences

  • Stochastic processes and stochastic geometry

  • Stochastic models for human and social sciences

  • Epistemology, history and philosophy of mathematics