About us

We are the largest research group in the Department of Mathematics. In the International Review Mathematics U.K. 2010 our group was flagged up (as in 2004) to contribute significantly to the U.K.'s world leader status in Stochastic Analysis.

About our research

  • Functional inequalities and applications
  • Infinite dimensional stochastic analysis
  • Information theory
  • Lévy-type processes
  • Mathematical biology and epidemiology
  • Noncommutative (quantum) probability
  • Numerical simulation of stochastic processes
  • (Quantum) statistical mechanics
  • Stochastic dynamics in complex systems
  • Stochastic modelling of fractal, multifractal and multiscale systems
  • Stochastic partial differential equations and applications to fluid mechanics