Core Investigators 
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
   markets. 
- 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