Close Menu

Stochastics

Stochastics at IIT includes traditional statistics (the methods of data analysis and inference) and probability (the modeling of uncertainty and randomness). However, also included are other areas where stochastic methods have been becoming more important in recent years such as finite and infinite dimensional stochastic processes, stochastic integration, stochastic dynamics, stochastic partial differential equations, probabilistic methods for analysis, mathematical finance and discrete mathematics, computational methods for stochastic systems, etc.

The current research and teaching interests in the stochastics group at IIT include asymptotics in statistics, experimental design, computational statistics, stochastic calculus and probability theory, stochastic dynamical systems, stochastic control, stochastic partial differential equations and statistical decision theory.

Laboratory for Stochastics and Dynamics

Faculty with primary interests in stochastics:
Adler, Bielecki, Cialenco, Duan, Hickernell, Kang, Petrović, Tier

Faculty with secondary interests in stochastics:
Ellis, Kaul