Barlow, Martin
Research interests: Brownian motion, fractal sets.

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

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

Hambly, Ben
Probability, stochastic processes, financial mathematics and fractals.

Links to Web Pages of People in Probability
Home pages and personal FTP sites arranged alphabetically.

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

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

Norris, James
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.

Bass, Rich
University of Connecticut.

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

Kurtz, Thomas G.
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.

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

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