Stochastic analysis is one of the important, very active research fields in probability theory due to the fact that it has many fruitful connections to other mathematical disciplines and a wide range of applications outside mathematics, for example, in economics and finance. Actually, the popular subject mathematical finance is a direct application of stochastic analysis. The modern theory of Dirichlet forms is based on the rich interplay between analytic and probabilistic components.
Professor Zhang has been working in the areas of stochastic differential equations, stochastic partial differential equations, Dirichlet forms and related problems (large deviations, Malliavin calculus, etc.)
Professor Tusheng Zhang, Tel: +44 (0)161 275 5907, E-mail: Tusheng.Zhang (@manchester.ac.uk)