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Department of Mathematics

Illustration of a probabilistic simulation

Probability

One of the most intriguing problems that is ubiquitous in virtually every aspect of life is how to predict the outcome of a future event in which uncertainty plays a role.

Our research sets out ambitious tasks aimed at developing rigorous techniques needed to solve new and important problems of this kind within the mathematical framework of probability and stochastic processes.

Our research covers wide range of problems and techniques, ranging from establishing fundamental existence and uniqueness results for stochastic equations, studying distributional properties of core sufficient statistics and random geometry of fundamental objects, deriving optimal solutions to a variety of optimisation problems for stochastic processes, and utilising derived results in numerous applications such as performance of atomic clocks in satellites in relation to global navigation, optimal detection of hidden targets in relation to sonar and deep space applications, determination of resistance and support levels in technical analysis of financial data, and others including economics, climate modelling, image analysis, and security.

We collaborate with researchers and professionals from the UK and worldwide. More information about our research can can be found by browsing the web pages of the staff members. Potential PhD students may e-mail staff directly to discuss possible projects.