Collaborators            Core Investigators

Core Investigators  back to top

Name & Position Contact Information Research Interests
Michael Kouritzin
Project Leader
Dept. of Mathematical Sciences
University of Alberta
Office. (780) 492-2704
Mobile  (780) 893-6453
Home    (780) 988-6498
Fax.    (780) 492-6826
Email mkouritz@math.ualberta.ca
WebPage www.math.ualberta.ca/Kouritzin_M
 
- 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 mé
thodes quantitatives de gestion É
cole des Hautes É
tudes Commerciales
Tel. (819) 376-5170 Ext. 3815
Fax. (819) 376-5185
Email bruno.remillard@hec.ca
Web page http://www.hec.ca/pages/bruno
- 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 back to top

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