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Probability Theory

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Probability Theory

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Research Frontiers in Stochastic Differential Equations and Numerical Methods

Development and analysis of numerical schemes for solving SDEs with applications to financial modeling and physical systems.

Pathwise Regularity and Rough Path Integration Boundaries
Multiscale Stochastic Systems and Effective Drift Extraction
Adaptive Discretization Schemes for Non-Lipschitz Dynamics
Noise-Induced Bifurcations in High-Dimensional Flows
Machine Learning Approximations of Intractable Drift Coefficients
Stability and Convergence Under Singular Multiplicative Noise
Rare Event Simulation in Weakly Damped Stochastic Systems
Mean-Field Particle Methods for Non-exchangeable Interactions
Backward Stochastic Equations and Nonlinear Filtering Duality
Weak Approximation Errors in Jump-Diffusion Coupling Schemes

All Probability Theory PhD categories