جست‌وجوی استاد و پژوهشگر

Jin Maمشاهده پروفایل

استاد

• Stochastic Analysis
• Stochastic Differential Equations
• Stochastic Control Theory
• +۳ مورد دیگر

Jin Ma is a Professor in the Department of Mathematics at the University of Southern California (USC), where he has served since 2007. He previously held professorships at Purdue University (1994–2008). His research focuses on stochastic analysis, stochastic differential equations, mathematical finance, and control theory. He directs USC's Mathematical Finance Program and serves on editorial boards for journals like Probability, Uncertainty and Quantitative Risk and SIAM Journal on Control and Optimization . Ma received his Ph.D. in Mathematics from the University of Minnesota (1992) and M.S./B.S. in Applied Mathematics from Fudan University (1985/1982). His work bridges theoretical stochastic analysis and applied domains like finance and insurance, with notable contributions to forward-backward SDEs and mean-field games. Research Highlights: Developed frameworks for stochastic control and backward SDEs in financial and insurance contexts. Advanced mean-field game models for limit order book dynamics and equilibrium analysis. Explored set-valued stochastic differential equations and their applications in risk management. Grants & Advising: Advised numerous graduate students in stochastic processes and mathematical finance. Research supported by NSF grants and industry collaborations.

Hendrik Weberمشاهده پروفایل

استاد

• Stochastic Analysis
• Stochastic Partial Differential Equations (SPDEs)
• Regularity Structures
• +۴ مورد دیگر

Prof. Dr. Hendrik Weber is a Professor of Mathematics at the University of Münster, leading the Workgroup for Stochastic Analysis. He holds the Bridging the Gaps Professorship and is affiliated with the Faculty of Mathematics and Computer Science. His expertise lies in stochastic analysis, particularly stochastic partial differential equations (SPDEs) and their applications in mathematical physics and statistical mechanics. Weber's research focuses on regularity structures, singular SPDEs, and the interplay between stochastic processes and nonlinear dynamics. Education and Career: Weber earned his PhD from the University of Bonn (2010) and held positions at the University of Warwick (2010–2018) and the University of Bath (2018–2022) before joining Münster in 2022. He has been recognized with awards including the ERC Consolidator Grant (2022), Philip Leverhulme Prize (2017), and Rollo Davidson Prize (2016). Research Interests: Weber's work addresses theoretical challenges in SPDEs, including invariant measures, phase transitions, and scaling limits. His projects span topics like singularities in PDEs, field theory randomness, and deep learning surrogate methods. Recent studies include the dynamic Φ⁴ model, stochastic quantization in non-commutative spaces, and a priori bounds for quasilinear SPDEs. Publications: Over 60 peer-reviewed articles, including high-impact contributions to Annals of Probability , Communications in Mathematical Physics , and Archive for Rational Mechanics and Analysis . His work emphasizes rigorous mathematical analysis of stochastic systems and their physical implications. Awards and Grants: ERC Consolidator Grant (2022), Royal Society Fellowship (2016), and multiple collaborative projects funded by the EPSRC and DFG. His research also bridges theoretical developments with applications in machine learning and feature engineering using regularity structures. Labs/Teams: Leads a dynamic research group comprising PhD students (e.g., Sophie Mildenberger) and postdoctoral researchers. Collaborations with global institutions like the University of Warwick and the University of Bath drive interdisciplinary advancements in stochastic analysis.

Arnab Senمشاهده پروفایل

دانشیار

• Probability Theory
• Discrete Harmonic Analysis
• Statistical Physics
• +۳ مورد دیگر

Arnab Sen is an Associate Professor at the School of Mathematics, University of Minnesota. His research focuses on probability theory and discrete harmonic analysis, with emphasis on models from statistical physics such as spin glasses, random graphs, random matrices, and random polynomials. PhD in Statistics, UC Berkeley (2010), advised by Steven N. Evans and Elchanan Mossel Postdoctoral Fellow, Statistical Laboratory, University of Cambridge His research spans discrete probability , statistical physics , and random matrix theory , addressing topics like disorder chaos in spin glasses, eigenvalue distributions, and quantum percolation. He has taught graduate and undergraduate courses including Random Matrix Theory , Introduction to Stochastic Processes , and Multivariable Calculus . His recent publications analyze spin glass models, random matrices, and combinatorial systems.

• Stochastic Analysis
• Rough Analysis
• Functional Ito Calculus
• +۵ مورد دیگر

Prof. Rama Cont is a Statutory Professor of Mathematics at the University of Oxford and a Professorial Fellow at St Hugh's College . He serves as Director of the Centre for Doctoral Training in Mathematics of Random Systems , Faculty Member of the Stochastic Analysis Group , and Senior Research Fellow at the Institute for New Economic Thinking . Additional roles include Director of the Oxford Martin Programme on Systemic Resilience , Principal Investigator at the Oxford Suzhou Centre for Advanced Research , and Editor-in-Chief of Mathematical Finance . His research interests span pathwise methods in stochastic analysis, rough analysis, functional Ito calculus, mathematical modeling in finance, systemic risk, and data-driven decision systems. Recent publications focus on causal transport, rough volatility, and deep residual networks, reflecting his interdisciplinary approach to mathematics and finance. Functional Ito calculus and pathwise integration Rough volatility and financial market dynamics Systemic risk in financial networks Deep learning applications to finance and stochastic processes He has received prestigious awards including the Louis Bachelier Prize , SIAM Fellowship, Royal Society APEX Award, and IMA Fellowship. His editorial roles and seminar leadership underscore his influence in mathematical finance and stochastic analysis.

Francesco Cellarosiمشاهده پروفایل

دانشیار

• Pure Mathematics
• Probability Theory
• Number Theory
• +۳ مورد دیگر

Francesco Cellarosi is an Associate Professor in the Department of Mathematics and Statistics at Queen's University, within the Faculty of Arts and Science. His research focuses on the intersection of dynamics, probability theory, ergodic theory, number theory, and mathematical physics. He investigates how classical number-theoretic objects exhibit random features, employing dynamical methods such as spectral theory of group actions and analysis of flows on homogeneous spaces. Educational Background: PhD in Mathematics (2011), Princeton University MSc in Mathematics (2007), Princeton University Laurea Magistrale (Master's) in Mathematics (2006), Università degli Studi di Bologna Research Interests: Dr. Cellarosi explores probabilistic phenomena in number theory, including theta sums, quadratic Weyl sums, and k-free integers. His work bridges ergodic theory and quantum mechanics, analyzing autocorrelation functions and spectral properties of physical systems. Key themes include limit theorems, random processes of number-theoretic origin, and applications to statistical mechanics. Professional Profile: He teaches advanced courses such as MATH 892 and MATH/MTH 328. His office is Jeffery Hall 506, and he maintains a Google Scholar profile and personal website. No awards are explicitly listed, but his extensive publication record reflects scholarly contributions. Labs/Teams: While no specific labs are mentioned, his collaborations span pure mathematics and mathematical physics, often involving interdisciplinary dynamics and probability.

Mathias Beiglboeckمشاهده پروفایل

استاد

• Optimal Transport
• Martingale Theory
• Mathematical Finance
• +۴ مورد دیگر

Mathias Beiglboeck is a Professor at the Faculty of Mathematics, University of Vienna. His research spans Probability, Optimal Transport, and Mathematical Finance, with a focus on martingale constraints and stochastic modeling. Doctorate in Mathematics (2004, TU Vienna) Diploma in Mathematics (2003, TU Vienna) His work bridges geometric and probabilistic methods in finance, addressing problems like the Skorokhod Embedding, Weak Martingale Transport, and applications to financial institutions. Preprints and publications highlight advancements in Wasserstein distances, causal transport, and stability analysis under martingale constraints. Notable projects and awards include the OeNB-Anniversary-Fund Project (2024-), FWF-Project on Mimicking Processes (2022-), a START-Prize (2014-2022), and early recognition for his Master's thesis (2003). Teaching roles at University of Vienna and TU Vienna cover Stochastic Processes, Financial Mathematics, and Mathematical Finance courses. 2024: OeNB-Anniversary-Fund Project 18983 (250,000 EUR) 2023: Mentor in Daniel Bartl's Esprit-Project (280,000 EUR) 2022: FWF-Project on Mimicking Processes (400,000 EUR) 2014-2022: START-Prize (1,000,000 EUR) 2012: Austrian Mathematical Society Prize 2003: Best Master's Thesis Award, Austrian Mathematical Society His research trends integrate adapted Wasserstein distances, disease modeling, and financial applications, with collaborations across institutions like TU Vienna, Bonn University, and MSRI Berkeley. Grants emphasize geometric and entropic transport methods in finance and public health contexts.

• Stochastic Analysis
• Rough Path Theory
• Mathematical Finance
• +۳ مورد دیگر

Peter K. Friz is an Einstein Professor in Mathematics at TU-Berlin, affiliated with the Institute of Mathematics, and associated with the Weierstrass Institute for Applied Analysis and Stochastics. His research focuses on stochastic analysis, rough path theory, and mathematical finance, with particular emphasis on volatility modeling and applications to quantitative finance. He has held prestigious grants, including ERC Starting and Consolidator Grants, and coordinates the DFG research unit 'Rough paths, stochastic partial differential equations, and related topics.' Friz's work bridges theoretical stochastic analysis and practical financial applications, emphasizing rough path theory and its implications for differential equations and stochastic processes. His collaborations include organizing international conferences and courses on rough paths, with invited lectures at institutions like Cambridge, Paris, and Bonn. Supported by DFG, the European Research Council, and the Einstein Foundation, his research explores geometric aspects of pathwise analysis and stochastic volatility dynamics. He has advised numerous PhD students and maintains active roles in academic administration, including coordinating Berlin Mathematical School programs and teaching advanced topics in stochastic calculus. His contributions to rough path theory and stochastic finance are recognized through his academic leadership and influential publications, including co-authoring the seminal book Multidimensional Stochastic Processes as Rough Paths .

Christa Cuchieroمشاهده پروفایل

استاد

• Mathematical Finance
• Stochastic Processes
• Risk Management
• +۶ مورد دیگر

Christa Cuchiero is a Professor at the Department of Statistics and Operations Research , University of Vienna , and an elected member of the Austrian Young Academy (Junge Akademie) since 2020. Her research bridges rigorous mathematics and cutting-edge applications in finance, machine learning, and stochastic analysis. Education: Christa earned her M.Sc. in 2006 from TU Wien with a thesis on affine interest-rate models, her Ph.D. in 2011 from ETH Zürich on affine and polynomial processes, and completed her Habilitation at the University of Vienna in 2018 on high-dimensional finance beyond classical paradigms. Research Interests: Her work centers on affine and polynomial processes , stochastic portfolio theory , signature methods , and infinite-dimensional stochastic analysis . Recent projects explore signature-based neural SDEs for option calibration, measure-valued diffusions for energy markets, and universal approximation properties of signature transforms. Awards & Recognition: Among her accolades are the FWF START Award 2019 , the Bruti-Liberati Visiting Fellowship 2018 , the ETH Medal 2012 for an outstanding Ph.D. dissertation, and the Prix de l’Institut Europlace de Finance 2017 for the best paper in finance. Contact: christa.cuchiero@univie.ac.at , Kolingasse 14-16, 05.47, 1090 Wien, Austria.

Martin Hairerمشاهده پروفایل

استاد

• Stochastic analysis
• PDE theory
• Probability theory
• +۵ مورد دیگر

Martin Hairer is a Professor of Pure Mathematics at Imperial College London and EPFL (École Polytechnique Fédérale de Lausanne). He has held significant academic positions, including Regius Professor at the University of Warwick and Professor at the Courant Institute, NYU. His research focuses on stochastic analysis, probability theory, and partial differential equations. Education: B.Sc., M.Sc., and Ph.D. in Physics from the University of Geneva (1998-2001) Martin Hairer’s research interests span Stochastic Partial Differential Equations (SPDEs), Rough Path Theory, and Regularity Structures, with applications in mathematical physics and statistical mechanics. His recent publications emphasize stochastic analysis and SPDEs, particularly the development of Regularity Structures and Rough Path Theory, enabling the rigorous understanding of singular SPDEs and nonlinear dynamics. Scientific Awards: Breakthrough Prize in Mathematics (2021) Fields Medal (2014) Fermat Prize (2013) Royal Society Wolfson Research Merit Award (2009) LMS Whitehead Prize (2008) Martin Hairer actively contributes to education through lecture notes and seminars, including courses on SPDEs and stochastic analysis. He also develops mathematical software.

• Stochastic Analysis
• Constructive Quantum Field Theory
• Statistical Mechanics of Multiscale Systems
• +۹ مورد دیگر

Professor Massimiliano Gubinelli is the Wallis Professor of Mathematics at the University of Oxford and a Professorial Fellow at St. Anne's College. He leads the Stochastic Analysis Group within the Mathematical Institute, where his research focuses on stochastic analysis, constructive quantum field theory, and the intersection of probability theory with partial differential equations (PDEs) and renormalization group methods. His work spans statistical mechanics of multiscale systems, analysis of PDEs with random terms, homogenisation theory, mathematical quantum mechanics, path-integral formalisms, and non-commutative probability/geometry. He has pioneered paracontrolled distribution techniques to study singular stochastic PDEs and explored rough paths in ramification and transport equations. Recent publications highlight advancements in the sine-Gordon model via stochastic quantization, nonlinear PDEs with modulated dispersion, and ρ-irregularity in stochastic systems. His research bridges stochastic analysis, quantum field theory, and PDEs, emphasizing pathwise behavior and renormalization. Scientific Awards Junior member of the Institut Universitaire de France (2013–2018) Invited session speaker at the 2018 International Congress of Mathematicians (ICM) in Rio He contributes to scientific software development as a lead developer of TeXmacs , an open-source platform for technical documents, and teaches courses such as C8.1 Stochastic Differential Equations (MT22). No formal student advisement or grant details are provided.

Martin Fordeمشاهده پروفایل

مدرس

• Financial Mathematics
• Stochastic Volatility Models
• Lévy Processes
• +۵ مورد دیگر

Martin Forde is a Lecturer in Financial Mathematics at King's College London's Department of Mathematics, part of the Faculty of Natural, Mathematical & Engineering Sciences. He joined King's in 2011 and previously held roles as a Research Fellow at Dublin City University and Visiting Assistant Professor at the University of California, Santa Barbara. His research focuses on asymptotics for stochastic volatility models, Lévy processes, and diffusion-type processes, with applications in financial mathematics and quantitative finance. His work often involves large deviations theory and explores topics like volatility smile dynamics, rough volatility models, and optimal trade execution strategies. Key research interests include rough volatility, price impact models, Gaussian fields, and robust hedging of exotic options. He contributes to events such as the London-Paris Bachelier Workshop in Financial Mathematics and maintains an active publication record in journals like Risk , Quantitative Finance , and Mathematical Finance . His recent work addresses small-time and large-time asymptotics in models like the Rough Heston and Stein-Stein frameworks, as well as the analysis of multiplicative chaos and log-correlated Gaussian fields. Publications highlight advancements in understanding the behavior of financial derivatives under stochastic volatility, including papers on the conditional law of Bacry-Muzy fields, rough Bergomi model skew flattening, and optimal execution strategies under drift uncertainty. His research bridges theoretical probability and applied finance, with a focus on rigorous mathematical analysis of market dynamics and derivative pricing.

Dan Crisanمشاهده پروفایل

استاد

• Stochastic Analysis
• Fluid Dynamics
• Stochastic Partial Differential Equations (SPDEs)
• +۶ مورد دیگر

Professor Dan Crisan is a Professor of Mathematics at Imperial College London and Director of the EPSRC Centre for Doctoral Training in the Mathematics of Planet Earth. He holds a PhD in Mathematics from the University of Edinburgh and an MSci in Mathematics from the University of Bucharest. His research focuses on Stochastic Analysis, Stochastic PDEs, Fluid Dynamics, Nonlinear Filtering, and Data Assimilation. He leads the Stochastic Transport in Upper Ocean Dynamics (STUOD) project, supported by an ERC Synergy Grant, exploring stochastic models in geophysical fluid dynamics. His academic roles include directing the MPE CDT and teaching advanced courses like Stochastic Calculus with Applications to Non-Linear Filtering. He collaborates extensively with researchers globally on topics including stochastic fluid dynamics, particle methods, and Bayesian inference. His work bridges theoretical advancements with applications in climate modeling and environmental systems. Education: PhD (University of Edinburgh, 1996), MSci (University of Bucharest, 1992). Professional roles include Director of MPE CDT (2013–present), Professor at Imperial College (2011–present), and prior academic appointments at the University of Cambridge and Imperial College. His research emphasizes stochastic processes in fluid dynamics, with projects funded by EPSRC and EU grants. Current PhD supervision opportunities are available in areas like stochastic fluid dynamics and data assimilation. Key achievements include foundational contributions to particle filtering, numerical methods for stochastic PDEs, and stochastic transport models. His work on the Camassa-Holm equation and rotating shallow water models demonstrates expertise in nonlinear wave dynamics and stochastic parametrization. He actively engages in international collaborations and serves on editorial boards for leading journals in stochastic analysis.

Giulia Di Nunnoمشاهده پروفایل

استاد

• Stochastic Analysis
• Financial Mathematics
• Risk Management
• +۴ مورد دیگر

Giulia Di Nunno is a Professor in the Department of Mathematics at the University of Oslo, specializing in stochastic analysis and its applications to finance and risk management. She also holds an adjunct professorship at the Norwegian School of Economics (NHH). Her research focuses on stochastic calculus, control theory, financial modeling, and energy finance, with a particular interest in dynamic risk measures. She has led major projects like the STORM initiative on time-space risk models and is involved in interdisciplinary research on sustainability and energy markets. Di Nunno has served as President of the Scientific Council of CIMPA and is an associate editor for several prestigious journals, including Finance and Stochastics and Stochastics . Her work bridges theoretical advancements with practical applications in finance and energy sectors. Education: PhD in Mathematical Statistics (University of Pavia, 2003), Degree in Mathematics (University of Milan, 1998). Research Groups: Risk and Stochastics, STORE (completed). Key Projects: SURE-AI (AI-driven risk modeling), Unruly Sustainability (interdisciplinary research), STORM (ToppForsk project). Editorial Roles: Associate Editor for Finance and Stochastics , DEAF , FMF , and others. Her publications emphasize stochastic processes, volatility modeling, and risk measurement, with recent contributions on time-changed dynamics and applications to energy finance. She actively contributes to the international academic community through research networks like AMaMeF and ModSimFIE.

• Stochastic Partial Differential Equations
• Chemical Reaction Networks
• Malliavin Calculus
• +۳ مورد دیگر

Dr. Panqiu Xia is a Lecturer in the School of Mathematics at Cardiff University since Autumn 2024. His research focuses on theoretical and applied probability, with expertise in stochastic partial differential equations (SPDEs) and chemical reaction networks (CRNs). Previously, he held postdoctoral positions at Auburn University (USA) and the University of Copenhagen (Denmark). He earned his Ph.D. in Mathematics from the University of Kansas (USA) in 2020 under the supervision of Professors Yaozhong Hu and David Nualart. His research interests include Malliavin calculus, Stein's method, and the analysis of SPDEs such as the parabolic Anderson model and super-Brownian motions. In CRN studies, he investigates stationary distributions and stochastic modeling of biochemical systems. His work bridges pure probability theory with applications in mathematical biology and statistical physics. Dr. Xia has taught courses in statistics, stochastic analysis, and numerical methods at institutions including Auburn University and the University of Copenhagen. His educational background includes a BSc from Wuhan University (China) and an MSc from the University of Macau. Key research themes include the long-term behavior of SPDE solutions, intermittency phenomena, and ergodic properties. His contributions span both theoretical advancements in stochastic analysis and applied problems in chemical reaction systems.

Selin Ahipasaogluمشاهده پروفایل

استاد

• Operational Research
• Convex Optimization
• Robust Optimization
• +۵ مورد دیگر

Prof. Selin Damla Ahipasaoglu is a Professor in Operational Research at the University of Southampton's School of Mathematical Sciences . She serves on the management team of the UKRI CDT SustAI (Artificial Intelligence for Sustainability) as Senior Tutor and Co-Lead for the Transportation and Logistics Theme . Her work bridges mathematical optimization with practical applications in sustainability, finance, and transportation systems. Research Interests : Convex Optimization Robust Optimization Discrete Choice Theory Experimental Design Machine Learning Current Research : Focused on robust optimization and its applications in discrete choice modeling, portfolio optimization, and transportation systems. She explores theoretical frameworks alongside real-world implementations, particularly through interdisciplinary projects like the UKRI CDT SustAI. Teaching : In the 2025/2026 academic year, she teaches MATH3017: Mathematical Programming and MATH2013: Operational Research II . She supervises PhD students in Mathematical Sciences, including Kexin Lai, Samuel Jericho Ward, and others.