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, 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
• 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.
• There is a new Center for Doctoral Training (EPSRC CDT): Mathematics of Random Systems: Analysis, Models and Algorithms. This is is a 4-year programme joint with Imperial College London. Application webpage. Course webpage. You are encouraged to apply to both programmes simultaneously.  

Seminars and workshops

• Stochastic Analysis & Mathematical Finance Seminars are on Mondays at 14.15 and 15.45. These are held in the Mathematical Institute. The seminar schedule is also available as a public Google calendar.
• Informal Probability Workshops are on Mondays at noon in the Mathematical Institute.
• Random Matrix Theory seminar