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Stochastic Analysis and Mathematical Finance Group

The stochastic analysis and mathematical finance research group consists of two overlapping research subgroups: (1) stochastic analysis and (2) mathematical finance. The research in this group concentrates its interests on infinite dimensional stochastic analysis, including stochastic differential equations on infinite dimensional manifolds, stochastic partial differential equations (especially stochastic Navier-Stokes and Euler equations in relation to turbulence phenomena), stochastic analysis on Riemannian and Finslerian manifolds, Feynman path integrals, and applications to mathematical physics, biology and mathematical finance, in discrete and continuous times.

Edited 4 Mar 2010 - 14:12 by cac7

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