School of Mathematics

Probability, Stochastic Modelling and Financial Mathematics


Group Members

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


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: