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, mathematical population genetics, financial mathematics. See individual members pages for further information on particular members' interests.

Permanent members' personal web pages:

• Dmitry Beliaev
• Alison M Etheridge
• Ben Hambly
• Terry Lyons
• Harald Oberhauser
• Zhongmin Qian

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

Seminars and workshops

• Stochastic Analysis Seminars are on Mondays at 14.15 and 15.45. These are held in the Mathematical Institute
• Informal Probability Workshops are on Mondays at noon in the Mathematical Institute
• Nomura Seminars in Mathematical Finance are on Fridays at 16:00 in the Mathematical Institute

Conferences

• 38th Conference on Stochastic Processes and their Applications:  13th - 17th July 2015
• LMS-CMI Research School: Development in Modern Probability:  5th - 10th July 2015
• The second Workshop in Probability and its Applications: 17-20 March 2014 in the Mathematical Institute
• The first Workshop in Probability and its Applications:  9 December 2013 in the Mathematical Institute