Stochastic analysis research group works on the theoretical and methodological problems of various types of stochastic processes in space and time.
Specific interests include:
Stochastic Differential Equations
- Existence-and-uniqueness theorems
- Stochastic stability
- Stochastic stabilisation
- Stochastic control
- Stochastic asymptotic analysis
- Stochastic population dynamics
Stochastic Computation
- Numerical solutions of stochastic differential equations
- Numerical methods for stochastic stability
- Applications to mathematical finance
Time Series
- dimension reduction for multivariate time series
- non-linear models and their applications in finance
- financial econometrics
- functional time series analysis
- extreme statistics and risk management
- empirical processes and related limit theorems
Probability Theory
- Random spatial graphs
- Random walks
- Martingales
Image Analysis
- image segmentation and measurement, especially cell microscope images
- colour image analysis
- applications combining pattern recognition and image analysis
- prediction of time state of images of evolving textures
- morphological image processing
- image quality measures
Bayesian Inference
- approximate Bayesian Computation
- stochastic modelling of biochemical systems
- applications of Bayesian inference in Systems Biology
Teaching and Research Group Members
- Professor Xuerong Mao (Head of Group)
- Professor Eddie McKenzie
- Dr Jiazhu Pan
- Dr Vladislav Vyshemirsky
- Dr Andrew Wade
Associate members
Each member of the group has approached the common area of interest from a slightly different viewpoint and internal collaborations have been successful.
Moreover, as a group with their co-workers, they form a very widely distributed network of national and international collaborators in different aspects of these shared interests.