International Institute of Earthquake Prediction Theory And Mathematical Geophysics (IIEPT), Moscow. Probabilistic models of mathematical physics; stochastic partial differential equations; limit theorems of probability theory. Publications.

Research interests: Brownian motion, fractal sets.

University of Connecticut.

Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology.

Probability, stochastic processes, financial mathematics and fractals.

University of British Columbia. Research interests: Probability theory, including cellular automata, percolation, matching, coupling.

University of Cambridge. Research interests: Probabilistic limit theorems, entropy theory, quantum information theory.

Columbia University. Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance. Books, lecture notes, papers, preprints.

University of Utah. "Multiparameter processes", Springer 2002.

University of Wisconsin - Madison. Research interests include limit theorems for stochastic differential equations, particle representations of measure-valued processes, stochastic partial differential equations, filtering for Markov processes, large deviations and modeling of spatial point processes.

Home pages and personal FTP sites arranged alphabetically.

Wallis Professor of Mathematics, Oxford. Research interests: Stochastic analysis, particularly the control of non-linear systems driven by rough paths.

Research interests: discrete mathematics probability and algorithms mathematics of OR graph colouring radio channel assignment problems

Research interests: Topics in probability and analysis, including stochastic differential equations, Malliavin calculus, analysis of heat kernels, homogenization, Brownian motion and Brownian sheet, stochastic differential geometry, models of coagulation and coalescence.

Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical sytems; Stochastic partial differential equations. Publications, lecture notes.

Brownian motion related research applicable in order statistics, financial modeling and other areas. Explicit analysis of distributions of various Wiener functionals, tables and formulae.

Laboratoire de Probabilites et Modeles Aleatoires, Université de Paris VI. Research interests: Anticipating Stochastic Calculus; Fractional Brownian Motion; Mathematical Finance; Weak Convergence; Stochastic Differential Equations.