Professor Eugene Lytvynov
Telephone: (01792) 602156
Room: Office - 200
Second Floor
Talbot Building
Singleton Campus

Areas of Expertise

  • Interacting particle systems
  • Stochastic dynamics
  • Infinite dimensional analysis
  • Random measures
  • Noncommutative probability


  1. & An infinite dimensional umbral calculus. Journal of Functional Analysis 276(12), 3714-3766.
  2. & Construction of solutions to parabolic and hyperbolic initial–boundary value problems. Applicable Analysis, 1-33.
  3. & Approximation of a free Poisson process by systems of freely independent particles. Infinite Dimensional Analysis, Quantum Probability and Related Topics 21(3), 1850020-1-1850020-25.
  4. & Quasi-invariance of completely random measures. Methods of Functional Analysis and Topology 24(3), 207-239.
  5. & Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise. Infinite Dimensional Analysis, Quantum Probability and Related Topics 21(02), 1850011

See more...


  • MA-102 Introductory Analysis

    The module introduces basic concepts of analysis, such as continuity and compactness.

  • MA-252 Probability

    An introduction to fundamental probabilistic concepts and methods such as probability spaces, expectation and variance of random variables, independence, law of large numbers.

  • MARM02 Stochastic Processes (MRes Thesis)

    A research project selected from an area of expertise of a member of staff in the Department of Mathematics. It will enable the students to develop an enquiring, analytical critical and creative approach to problem identification and solution. The project will typically focus on a subject area covered within one of the taught modules in the MRes scheme.

  • MAW102 Cyflwyniad i Ddadansoddi

    Mae¿r modiwl yn cyflwyno syniadau sylfaenol fel setiau, ffwythiannau, terfannau, differu ac integru.


  • Stochastic Volatility Models (current)

    Student name:
    Other supervisor: Prof Chenggui Yuan
  • Particle density of the CAR algebra and particle- hole duality in continuum (current)

    Student name:
    Other supervisor: Prof Jiang-Lun Wu
  • Untitled (current)

    Student name:
    Other supervisor: Dr Dmitri Finkelshtein
  • ''Transition Densities of certain Levy Processes and Related Metric Measure Spaces.'' (awarded 2017)

    Student name:
    Other supervisor: Prof Niels Jacob