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Currently research in financial mathematics at Stanford is in two broad areas. One is on mathematical problems arising from the analysis of financial data; it involves statistical estimation methods for large data sets, often using random matrix theory and in particular dynamic or time-evolving large random matrices. The other is multi-agent stochastic control problems that model interacting markets. Mean field games are an example that give rise to mathematical  problems at the interface between differential equations and stochastic analysis.

Faculty with related interests:

Dembo, Amir
Marjorie Mhoon Fair Professor in Quantitative Science; Professor (Mathematics & Statistics and, by courtesy, Electrical Enginerring)
383-C

Amir Dembo

Marjorie Mhoon Fair Professor in Quantitative Science; Professor (Mathematics & Statistics and, by courtesy, Electrical Enginerring)
Stanford University
Mathematics and Statistics

Office: 383-C

Address:
450 Serra Mall
Building 380
Stanford, CA 94305-2125

Phone: (650) 723-1851
Email:
Website: http://statweb.stanford.edu/~adembo/
Research Interests: Probability theory Stochastic processes

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Papanicolaou, George
Robert Grimmett Professor of Mathematics
383-V

George Papanicolaou

Robert Grimmett Professor of Mathematics
Stanford University
Mathematics

Office: 383-V

Address:
450 Serra Mall
Building 380
Stanford, CA 94305-2125

Phone: (650) 723-2081
Email:
Website: http://math.stanford.edu/~papanico/
Research Interests: Applied & Computational mathematics PDE Stochastic processes

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Lenya Ryzhik

Professor
Stanford University
Mathematics

Office: 382-U

Address:
450 Serra Mall
Building 380
Stanford, CA 94305-2125

Phone: (650) 721-2113
Email:
Website: http://math.stanford.edu/~ryzhik/
Research Interests: Applied Mathematics PDE

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Lexing Ying

Professor
Stanford University
Mathematics & ICME

Office: 382-X

Address:
450 Serra Mall
Bldg. 380
Stanford, CA 94305-2125

Phone: (650) 723-2221
Email:
Website: http://math.stanford.edu/~lexing/
Research Interests: Applied & Computational Mathematics

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