Probability and Stochastic Methods
People
- Pak-Wing Fok, Assistant Professor
Inverse stochastic problems, Fokker-Planck equations, First Passage Times, Branching processes, Application of stochastic processes to biology and physical sciences.
- Yuk J. Leung, Associate Professor
Function Theory
- Wenbo Li, Professor
Probability theory and its applications, stochastic processes and modeling, Gaussian random fields, stochastic and combinatorial optimization/algorithms, random polynomials and matrices, Probability estimates of rare events, stochastic inequalities.
- Rakesh, Professor
Inverse problems for hyperbolic and parabolic PDEs, nonlinear hyperbolic PDEs, optimal control of PDEs, Probabilistic Methods in Geometry
Seminars
- Probabilty seminar series
- Analysis and PDE seminar series
Graduate Studies
Students wishing to study and do research in Probability theory and its applications are advised to apply directly to the graduate program of the department.
Courses
which are of particular interest to this area are:
Other courses in the Department of Mathematical Sciences of interest to students in Probability and Analysis are:
Candidacy exam
The syllabus for the candidacy exam can be found here.
Funding
The University and department provide funding for graduate students TAs and fellows
