Probability and Stochastic Analysis

The research in Probability and Stochastic Analysis at Manchester covers a wide range of topics. The group is internationally recognised for its numerous and significant contributions to the theory of random walks and Levy processes; Brownian motion and diffusion processes; Markov, branching and point processes; Dirichlet forms; stochastic analysis; stochastic calculus; stochastic differential equations; stochastic partial differential equations; optimal stopping and optimal stochastic control. The group has successful research collaborations with many groups in the UK and worldwide, including Aarhus, Angers, Beijing, Bielefield, Canberra, Copenhagen, Debrecen, Heidelberg, Groningen, Hong Kong, Kaiserslautern, Kiev, Kyoto, Lausanne, Moscow, Osaka, Oslo, Paris, Seattle, Stockholm, Tampere, Tokyo, Uppsala and Utrecht.

In addition to the excellence of research, the group attracts many PhD students each year and runs a successful MSc programme in Mathematical Finance jointly with Manchester Business School and a successful MSc programme in Actuarial Science.

Research Reports

One output of the group is the publication of a Research Reports series. An archive of the reports (dating back to 2005) is available.

Research interests

Did you know?

There is a long tradition of Statistics and its Applications at Manchester - the chair in Mathematical Statistics is one of the oldest established chairs in the UK. Previous members of staff include such well known names as Bartlett, Cane, Gani, Laycock, Papangelou, Parthasarathy, Priestley, Subba Rao and Whittle.
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