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