Professor in Probability
Head of Probability and Statistics Group (09/2012---09/2014)
School of Mathematics
University of Manchester
Manchester M13 9PL
Tel: +44 (0) 161 275 5907(office)
Fax: +44 (0) 161 275 5819
Research Areas: Stochastic Analysis, Dirichlet Forms and Markov Processes, Financial Mathematics.
I have broad interests in stochastic analysis which is one of the most active research areas in probability. It has many fruitful connections to other mathematical displines, for example, PDEs, Geometry, and it also has a wide range of applications outside mathematics, for example, in economics, in finance, in biology, in engineering and in physics. I am particularly interested in stochastic differential equations, stochastic partial differential equations, large deviations, convergence of Markov processes, asymptotics of semigroups , Malliavin calculus, financial mathematics, Dirichlet forms, symmetric Markov processes and related problems.
Last modified: 15, December 2003