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• - 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 dev
  
• - Home pages and personal FTP sites arranged alphabetically.
  
• - Columbia University. Probability and Mathematical Statistics, Random Processes, Stochastic Analysis, Optimization, Mathematical Economics and Finance. Books, lecture notes, papers, preprints.
  
• - 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.
  
• - Universitat de Barcelona. Random fields; Malliavin calculus; Anticipative calculus; Small perturbations of dynamical sytems; Stochastic partial differential equations. Publications, lecture notes.
  
• - University of Utah. "Multiparameter processes", Springer 2002.
  
• - Brownian motion related research applicable in order statistics, financial modeling and other areas. Explicit analysis of distributions of various Wiener functionals, tables and formulae.
  
• - Research interests: Brownian motion, fractal sets.
  
• - 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.
  
• - Oxford University. Stochastic Analysis, especially the application of stochastic techniques to solving nonlinear PDEs. Stochastic models in biology.
  
• - 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
  
• - University of Connecticut.
  
• - 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 coagulatio
  
• - 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.
  
• - Probability, stochastic processes, financial mathematics and fractals.