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Mathematics

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Research Frontiers in Stochastic Differential Equations and Brownian Motion

Analyzes mathematical properties of random processes, Itô calculus, and applications to financial mathematics and physics.

Volatility Clustering in Non-Markovian Diffusions
Rough Paths and Regularity Breaking in SDEs
Noise-Induced Transitions Beyond White Noise
Multiplicative Chaos in Stochastic Flows
Branching Brownian Motion and Phase Transitions
Mean-Field Games with Singular Coefficients
Fractional Brownian Motion in High Dimensions
Stochastic Resonance in Coupled Oscillator Networks
Extreme Value Theory for Brownian Trajectories
Pathwise Uniqueness and Singular Drift Regimes

All Mathematics PhD categories