# School of Mathematics

- You are here: Faculty of Mathematics and Physical Sciences
- School of Mathematics
- Research
- ...
- Groups
- Probability, Stochastic Modelling and Financial Mathematics

## Probability, Stochastic Modelling and Financial Mathematics

Our research focuses on the study and modelling of systems and processes featured by uncertainty and/or complexity, using advanced theoretical, simulation and numerical methods. It covers a vast variety of modern topics both in probability (including theory of random processes and stochastic analysis) and in a wide range of applications in mathematical and other sciences, spanning from nonlinear dynamical systems and mathematical physics through mathematical biology and complexity theory to mathematical finance and economics.

### In this section

- Stochastic (partial) differential equations, including smoothing, filtering, control, and numerical methods.
- Markov processes including applications in cell biology, immunology and social dynamics.
- Mathematical finance and economics, including portfolio management, hedging, and evolutionary finance.
- Queuing theory including communication systems and networks.
- Multivariate extreme value modelling with applications in transport pollution problems.
- Evolutionary game theory with applications in behavioural science and complexity theory.
- Statistical physics of disordered systems and random media theory.
- Random combinatorial structures including random partitions.
- Stochastic particle dynamics, including applications in spatial ecology.
- Modern methods in numerical sampling, including molecular dynamics and MCMC.

For further information about our research please visit our Group pages

© Copyright Leeds 2011