Stochastic Analysis

The interests of the group are diverse: stochastic differential equations, rough path theory, Schramm-Loewner evolution, the geometry of smooth Gaussian fields, mathematical population genetics, financial mathematics, stochastic control, models of turbulence and the mathematics of quantum fields. See individual members' pages for further information on particular members' interests.

Seminars and workshops

• Stochastic Analysis & Mathematical Finance Seminars, Mondays 15:30-16:30
• Stochastic Analysis Seminars, Wednesdays 11:00-13:00. 

Related Seminars and Projects

• Informal Probability Workshops are on Mondays at noon in the Mathematical Institute.
• Random Matrix Theory seminar
• DataSig 

Information for DPhil applicants

• DPhil in Mathematics is a 3-4 year course. Information about the course and how to apply is available here.
• The EPSRC Centre for Doctoral Training (CDT) Mathematics of Random Systems: Analysis, Models and Algorithms is a 4-year doctoral programme joint with Imperial College London, offering 5 fully funded doctoral studentships every year. Application webpage. Course webpage.

You may apply to the CDT and the DPhil programmes simultaneously.