Stochastic Analysis

The Stochastic Analysis Group is part of the Mathematical Institute, University of Oxford. It also has members in the Statistics Department.

Research

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

Permanent members' personal web pages:

• Dmitry Beliaev
• Rama Cont
• Alison M Etheridge
• Ben Hambly
• Massimiliano Gubinelli
• Jon Keating
• Terry Lyons
• Harald Oberhauser
• Zhongmin Qian

More information about people doing Probability at Oxford and home pages of group members can be found here.

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 simultaneously to the CDT and the DPhil programmes simultaneously.  

Seminars and workshops

• Stochastic Analysis & Mathematical Finance Seminars are on Mondays at 16:00. The seminar schedule is also available as a public Google calendar.
• Internal Stochastic Analysis Seminars are on Tuesdays at 12:00. 
• Informal Probability Workshops are on Mondays at noon in the Mathematical Institute.
• Random Matrix Theory seminar