Stochastic Processes and Mathematical Statistics
Led by Prof. David Bolin, the Stochastic Processes and Mathematical Statistics research group develops methodology for statistical models involving stochastic processes and random fields.
A main focus is the development of statistical methods based on stochastic partial differential equations (SPDEs), and current main areas of research are random fields on metric graphs and networks, stochastic processes formulated through fractional-order SPDEs, and non-Gaussian random fields. More details on our work can be found in the About section, and details on the software we develop can be found in the Software section.
