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Stochastic Analysis at the Mathematics InstituteUniversity of Warwick, Coventry, CV4 7AL, UK.
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The Warwick mathematics Institute (http://www.maths.warwick.ac.uk) has a vigourous research culture and was recently awarded the government's highest possible research rating. It has 36 permanent staff and an extensive visitors program, including a yearly symposium which enables about 200 mathematicians from around the world to visit Warwick each year.
The visiting researcher would be based administratively in the Warwick Mathematics Institute. The Institute cooperates closely with the Warwick Statistics department which is housed in a recent 3 million pound extension. This extension also has a large mathematics research library and new computer labs. There is a graduate program, with over 80 graduates, which runs about 20 graduate lecture courses each year.
The permanent staff in the Stochastic Analysis project are Professor David Elworthy, Professor Wilfrid Kendell, Dr. Saul Jacka, Dr Marie-Colette van Lieshout and Dr. Roger Tribe. Each year there are visiting postdoctoral students as well as more senior visitors in probability. The group runs a weekly stochastic analysis seminar and combines with nearby universities in the British Midlands probability seminar. Research interests of this group are wide and include: geometric stochastic analysis, stochastic flow theory, stochastic partial differential equations, measure valued processes, interacting particle systems, financial mathematics, martingale inequalities, stochastic control theory, spatial stochastic models, Markov chain Monte Carlo.
Research areas within the Institute include Dynamical Systems and Ergodic Theory (Manning, Parry, Rugh, Tan Lei, van Strien, Walters) and Geometry and Topology (Epstein, Jones, Micallef, Mond, Rawnsley, Ried, Rivin, Robinson, Rourke, Salamon, Sanderson, Series). There is a Non-Linear Systems Laboratory promoting research into nonlinear systems and an Institute for Theoretical and Mathematical Biology. There is a program for interdisciplanary mathematics, MIR@R, within the Institute which has close cooperations with the Financial Options research Centre. The Institute is starting a compuational initiative, developing compuation as a major and unifying theme, and there is an extensive UNIX network of workstations for research.
The university itself is situated at the edge of the city of Coventry, close to attractive countryside and the historic towns of Kenilworth, Warwick and Stratford. The Warwick Arts center, situated in the university, is considered to be the largest and best performance and visual arts centre in England outside of London.