  |
Kurtz, Thomas G. - http://www.math.wisc.edu/~kurtz/
University of Wisconsin - Madison. Research interests include limit theorems for stochastic differential equations, particle representations of measure-valued processes, stochastic partial differential equations, filtering for Markov processes, large deviations and modeling of spatial point processes. |
| |
Barlow, Martin - http://www.math.ubc.ca/people/faculty/barlow/
Research interests: Brownian motion, fractal sets. |
| |
Holroyd, Alexander E. - http://www.math.ubc.ca/~holroyd
University of British Columbia. Research interests: Probability theory, including cellular automata, percolation, matching, coupling. |
| |
McDiarmid, Colin - http://www.stats.ox.ac.uk/people/academic_staff/colin_mcdiarmid
Research interests: discrete mathematics probability and algorithms mathematics of OR graph colouring radio channel assignment problems |
| |
Khoshnevisan, Davar - http://www.math.utah.edu/~davar/
University of Utah. "Multiparameter processes", Springer 2002. |
| |
Lyons, Terry - http://sag.maths.ox.ac.uk/tlyons/
Wallis Professor of Mathematics, Oxford. Research interests: Stochastic analysis, particularly the control of non-linear systems driven by rough paths. |
| |
Sanz-Solé, Marta - http://orfeu.mat.ub.es/~sanz/
Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical systems; Stochastic partial differential equations. Publications, lecture notes. |
| |
Johnson, Oliver - http://www.stats.bris.ac.uk/~maotj/
University of Bristol. Research interests: Probabilistic limit theorems, entropy theory, quantum information theory. |
| |
Etheridge, Alison - http://www.stats.ox.ac.uk/~etheridg/
Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology. |
| |
Tudor, Ciprian - http://pageperso.aol.fr/cipriantudor/
Laboratoire de Probabilites et Modeles Aleatoires, Université de Paris VI. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance; Weak Convergence; Stochastic Differential Equations. |
| |
Links to Web Pages of People in Probability - http://www.clarkson.edu/~dobrowb/probweb/people.html
Home pages and personal FTP sites arranged alphabetically. |
| |
Tolmatz, Leonid - http://www.tolmatz.net/
Brownian motion related research applicable in order statistics, financial modeling and other areas. Explicit analysis of distributions of various Wiener functionals, tables and formulae. |
 |
Norris, James - http://www.statslab.cam.ac.uk/Dept/People/norris.html
Research interests: Topics in probability and analysis, including stochastic differential equations, Malliavin calculus, analysis of heat kernels, homogenization, Brownian motion and Brownian sheet, stochastic differential geometry, models of coagulation and coalescence. |
| |
Bass, Rich - http://www.math.uconn.edu/~bass/
University of Connecticut. |
| |
Bakhtin, Yuri - http://www.mccme.ru/~bakhtin/
International Institute of Earthquake Prediction Theory And Mathematical Geophysics (IIEPT), Moscow. Probabilistic models of mathematical physics; stochastic partial differential equations; limit theorems of probability theory. Publications. |