# Stochastic Processes

*Research in the field of stochastic processes from the Faculty of Science, University of Melbourne.*

## Researchers

**Kostya Borovkov**
Random processes including application, risk theory and financial mathematics.

**Tim Brown**
Statistics and stochastic processes

**Jan de Gier**
Combinatorics, mathematical physics, integrable models, stochastic processes.

**Mark Fackrell**
Stochastic modelling, operations research, healthcare modelling, game theory, matrix-analytic methods.

**Mehdi Foumani**
Mathematical programming, operations research, scheduling optimisation, stochastic optimisation.

**Jing Fu**
Operations research, stochastic processes.

**Xi Geng**
Stochastic differential equations, rough path theory, Gaussian analysis and Malliavin calculus, stochastic analysis on manifolds.

**Sophie Hautphenne**
Applied probability and stochastic modelling with a particular focus on branching processes, matrix analytical methods and epidemic models.

**Mark Holmes**
Random walks, random media (e.g. percolation models), interacting particle systems, reinforcement models, measure-valued processes, applications of probability.

**Malwina Luczak**
Stochastic processes.

**Nathan Ross**
Discrete probability, specifically in the context of distributional approximation and limit theorems for discrete structures including random networks and urn models.

**Matthieu Simon**
Operations research, stochastic processes.

**Peter Taylor**
Stochastic processes, Markov processes, queuing networks, telecommunications systems, modelling of biological systems, parameter estimation, stochastic Petri nets.

**Michael Wheeler**
Algebraic combinatorics, exactly solvable lattice models, stochastic processes, integrable probability, symmetric function theory, combinatorics.

**Aihua Xia**
Limit theory in stochastic processes, Poisson and compound Poisson approximations, Markov processes, queueing networks, point processes.

## Research centres

**ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)**

Brings together Australia's best researchers in applied mathematics, statistics, mathematical physics and machine learning.

**Mathematical Research Institute MATRIX**

MATRIX is an international research institute that runs research programs where world lead researchers in the mathematical sciences, as well as experts from business and industry, can come together.

Research in this area is conducted in the School of Mathematics and Statistics.