Collaborators            Core Investigators

Core Investigators 

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Name & Position Contact Information Research Interests
Michael Kouritzin
Project Leader
Dept. of Mathematical Sciences
University of Alberta 
Office. (780) 492-2704
Home    (780) 988-6498
Fax.    (780) 492-6826
Email mkouritz@math.ualberta.ca
WebPage www.math.ualberta.ca/Kouritzin_M.html
 
- Nonlinear filtering
- Stochastic convergence and approximations, 
- Stochastic equations in finite and infinite dimensions, 
- Approximations with different time scales
Andrew Heunis

Dept. of Electrical and Computer Engineering 

University of Waterloo 

Waterloo, ON

Tel. (519) 886-1211 Ext. 2083

Fax. (519) 746-3077

Email 

heunis@kingcong.uwaterloo.ca

- Limit theorems of probability and invariance principles (weak and strong)

- Nonlinear filtering

- Stochastic algorithms

- Stochastic optimal control

Jie Xiong

CRC Chair in Filtering and Applications

Department of Mathematics

University of Alberta

Tel. (780) 492-0205

Fax. (780) 492-6826

Home. (780) 482-4639

Email jxiong@math.ualberta.ca

Webpage www.math.ualberta.ca/Xiong_J.html

- Stochastic differential equations, 

- Markov processes, 

- Limit theory, 

- Stochastic analysis, 

- Stochastic filtering, 

- Mathematical finance.

Bruno Rémillard

Service de l'enseignement des méthodes quantitatives de gestion

École des Hautes Études Commerciales

Tel. (819) 376-5170 Ext. 3815

Fax. (819) 376-5185

Email bruno.remillard@hec.ca

Web page http://www.hec.ca/pages/bruno.remillard/

- Probability theory, 

- Properties of stochastic processes, 

- Stochastic differerential equations. 

- Option pricing, stochastic volatility, incomplete

- Filtering and prediction. 

- Empirical processes, pseudo-observations,

- Random and chaotic series, financial applications. 

Douglas Blount

Dept. of Mathematics 

Arizona State University 

Tempe, AZ, USA

Tel. (602) 965-2641

Fax. (602) 965-8119

Email blount@math.la.asu.edu

- Convergence of probability measures

- Measure-valued processes

- Filtering

Pierre Del Moral

Laboratoire de Statistique et Probabilites 

Universite Paul Sabatier 

Toulouse, France

Tel. (33) 61 55 67 71

Fax. (33) 61 55 60 89

Email delmoral@cict.fr

- Particle systems

- Filtering

- Stochastic convergence

Collaborators

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Name & Position Contact Information
John Bowman

Dept. of Mathematical Sciences

University of Alberta

Tel. (780) 492-0532

Fax. (819) 492-2826

Web Page www.math.ualberta.ca/~bowman

Email bowman@math.ualberta.ca

Donald Dawson

Fields Institute in Mathematical Sciences 

University of Toronto 

Tel. (416) 348-9710 Ext. 2013

Fax. (416) 348-9714

Email ddawson@math.carleton.ca 

Edit Gombay

Dept. of Mathematicla and Statistical Science 

University of Alberta 

Tel. (780) 492-2337

Fax. (780) 492-6826

Web page www.math.ualberta.ca/Gombay_E.html

Email egombay@gpu.srv.ualberta.ca

Jack Macki

Dept. of Mathematical and Statistical Science

University of Alberta

Tel. (780) 492-5725

Fax. (780) 492-6826

Web page www.math.ualberta.ca/Machi_J.html

Email jack.macki@ualberta.ca

Thomas G. Kurtz

Dept. of Mathematical Sciences 

University of Wisconsin at Madison 

Madison, WI, USA

Tel. (608) 263-4659 or   (608) 263-5563

Email kurtz@math.wisc.edu

Yau Shu Wong

Dept. of Mathematical and Statistical Science

University of Alberta

Tel. (780) 492-4376

Fax. (780) 492-6826

Web page www.math.ualberta.ca/Wong_Y.html

Email Yaushu.Wong@ualberta.ca

Laurent Miclo

Laboratoire de Statistique et Probabilites

Universite Paul Sabatier

Toulouse, France

Tel. (33)  61 55 67 71

Fax. (33)  61 55 60 89

Email miclo@cict.fr