| Directory > Science > Math > Probability > Mathematicians > Personal Pages Tolmatz, Leonid
Brownian motion related research applicable in order statistics, financial modeling and other
areas. Explicit analysis of distributions of various Wiener functionals, tables and formulae.
http://www.tolmatz.net/
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Holroyd, Alexander E.
University of British Columbia. Research interests: Probability theory, including cellular
automata, percolation, matching, coupling.
http://www.math.ubc.ca/~holroyd
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Kurtz, Thomas G.
University of Wisconsin - Madison. Research interests include limit theorems for stochastic
differential equations, particle representations of measure-valued processes, stochastic partial
differential equations, filtering for Markov processes, large deviations and modeling of spatial
point processes.
http://www.math.wisc.edu/~kurtz/
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Ioannis Karatzas
Home page
http://www.stat.columbia.edu/~ik/
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Rich Bass
Home page
http://www.math.uconn.edu/~bass/
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Norris, James
Research interests: Topics in probability and analysis, including stochastic differential
equations, Malliavin calculus, analysis of heat kernels, homogenization, Brownian motion and
Brownian sheet, stochastic differential geometry, models of coagulation and coalescence.
http://www.statslab.cam.ac.uk/Dept/People/norris.html
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McDiarmid, Colin
Research interests: discrete mathematics probability and algorithms mathematics of OR graph
colouring radio channel assignment problems
http://www.stats.ox.ac.uk/people/mcdiarmid/index.htm
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Lyons, Terry
Wallis Professor of Mathematics, Oxford. Research interests: Stochastic analysis, particularly the
control of non-linear systems driven by rough paths.
http://sag.maths.ox.ac.uk/tlyons/
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Links to Web Pages of People in Probability
Home pages and personal FTP sites arranged alphabetically.
http://www.clarkson.edu/~dobrowb/probweb/people.html
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Hambly, Ben
Probability, stochastic processes, financial mathematics and fractals.
http://www.maths.ox.ac.uk/~hambly/
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Etheridge, Alison
Oxford University. Stochastic Analysis, especially the application of stochastic techniques to
solving nonlinear PDEs. Stochastic models in biology.
http://www.stats.ox.ac.uk/people/etheridge/index.htm
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Khoshnevisan, Davar
University of Utah. "Multiparameter processes", Springer 2002.
http://www.math.utah.edu/~davar/
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Barlow, Martin
Research interests: Brownian motion, fractal sets.
http://www.math.ubc.ca/people/faculty/barlow/barlow.html
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