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London Probability at King's

The primary aim of this centre is to build a network of researchers working in Probability in London and connecting them with other centres in Probability in the UK and abroad.

The Centre also aims to provide a unified platform for collaboration between mathematicians working in Probability (broadly defined) and scientists and industry practitioners.

Members

John Armstrong

John Armstrong

Senior Lecturer in Financial Mathematics, Probability and Statistics

Roxana Dumitrescu

Roxana Dumitrescu

Lecturer in Financial Mathematics

Yan Fyodorov

Yan Fyodorov

Chair in Disordered Systems

Blanka Horvath

Blanka Horvath

Lecturer in Financial Mathematics

Reimer Kühn

Reimer Kühn

Professor of Statistical Physics

Markus Riedle

Markus Riedle

Professor of Probability Theory

Igor Wigman

Igor Wigman

Professor in Number Theory

FEATURE Finance

Perspectives from Academia and Industry

23/04/2019 In the past years the shift towards data driven analytics in the financial industry has brought an array of unexplored possibilities to quantitative researchers both in academia and industry. This shift also creates challenges to understand the risks and advantages that these new possibilities entail. Therefore, several voices have called for a platform to facilitate a dialogue between London based universities and the financial Industry to streamline our perspectives on highlighted topics and stimulate collaborations. We are honoured to announce the series “Perspectives from Academia and Industry: Synergies in Financial Research”

Pylon 1

Probabilistic Methods for Energy Networks

15/03/2017 Organised by Aleksandar Mijatovic Power systems are arguably the largest engineered systems created by mankind. Recent changes in the structure of both generation and demand of electric power are creating an increasing need for integrated methods of stochastic modelling, optimisation and risk assessment in power systems. This workshop brings together leading experts from power engineering and mathematics to showcase state of the art in this exciting and growing field.

ARTICLE B&W Graphs

Workshop on infinite dimensional probability

23/02/2017 Organised by Aleksandar Mijatovic and Markus Riedle The aim of this workshop at the Department of Mathematics of King's College London is to explore new developments in infinite dimensional probability. There is a special emphasis on its applications and new research problems arising from them.

FEATURE Graph Equations

New trends in Mathematical Physics at the interface of Analysis and Probability

15/02/2017 Workshop organized by Codina Cotar (UCL, London) and Mircea Petrache (MPI, Bonn).

FEATURE Graphs

New Directions in Ergodic Stochastic Control and its Applications

20/01/2017 Organised by Gechun Liang and Aleksandar Mijatovic Ergodic stochastic control is widely used to compare various possible equilibrium behaviors and long-time behaviors of stochastic dynamical systems. The aim of this workshop is to explore new development of ergodic stochastic control from both analysis (such as partial differential equations) and probability (such as backward stochastic differential equations) perspectives, and is to propose new research problems arsing from finance and other areas.

The Probability Seminar at King's is dedicated to presenting the latest advances in Pure and Applied Probability.

Faculties and departments