Probability

Theme Overview

Research in probability theory begins with fundamental properties of universal stochastic models, and spans applications in many areas such as life sciences, mathematical physics, finance, insurance and ergodic theory.

Theme Members

• Niloufar Abourashchi
• Alessandra Cipriani
• Codina Cotar  (Theme Lead)
• Samuel Livingstone
• Chak Hei (Hugo) Lo
• Yvo Pokern
• Matina Rassias
• Terry Soo
• Alex Watson

Research Groups

• Probability at UCL. Research in probability theory begins with fundamental properties of universal stochastic models, and spans applications in life sciences, mathematical physics, finance, insurance and ergodic theory.

Recent and Upcoming Events

• The Bloomsbury Probability Seminar on Friday afternoons during term, in room 102, 1-19 Torrington Place
• INI Program on Stochastic systems for anomalous diffusion, 1 July 2024  – 18 December 2024
• Self-interacting processes, 8 - 12 July 2024
• Bloomsbury Probability Colloquium, 15 March 2024
• UK Easter Probability Meeting, 27 – 31 March 2023

Current and Recent Externally Funded Projects

• Isaac Newton Institute (INI) funding to organise the 6 months research programme ‘Stochastic systems for anomalous diffusions’, July - December 2024 (joint PI, Cotar - £350,000)
• Enhancement and Partnership Grant, Clay Mathematics Institute, for the INI programme 'Stochastic systems for anomalous diffusions', July - December 2024 (PI, Cotar - $13,200)
• Simons Fellowship, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, July - December 2024 (Cotar, £15,600)
• MAPS Visiting Fellowship, July 2024 (PI, Cotar - £3,000)
• Joint London Mathematical Society (LMS) grant and Heilbronn Institute of Mathematical Research (HIMR) grant to organize the Research School on ‘Point configurations: deformations and rigidity’, 2022 (PI, Cotar - £15,000)
• Clay Mathematics Institute (CMI) grant to organize the Research School on ‘Point configurations: deformations and rigidity’, 2022 (PI, Cotar - $10,000)