Our research interests are in:

• random processes in a random environment,
• point processes,
• applications of probability to fractional calculus and non-local operators,
• hydrodynamic limits,
• large deviations and interacting particle systems,
• rigorous bayesian methods in inverse problems,
• numerical solution of stochastic partial differential equations,
• the probabilistic theory of networks.

Areas of applications include mathematical statistical physics, mathematical epidemiology, economics and mathematical finance.

For details of current research projects, see the Research tab.