School of Mathematics

Probability, Stochastic Modelling and Financial Mathematics

Sub-pages

Group Members

These web pages describe the Probability, Stochastic Modelling and Financial Mathematics research group at the University of Leeds.

Research

Our group has three main research areas:
  1. Random dynamical systems and their applications in finance, economics, biology and physics;
  2. statistical inference for discrete and continuous time processes, including theoretical aspects and applications; and
  3. asymptotic and computational methods for stochastic (partial) differential equations and stochastic control.

Specific examples of our research interests are: