The research group in Stochastic Analysis works on theoretical and applied subjects related with stochastic process.
The main topics covered by the members of the team are:

• Malliavin calculus
  
• Lévy processes
• Fractional Brownian motion
• Extended Itô formulas
  
• Stochastic ordinary and partial differential equations
• Interacting particle systems
• Queuing systems
• Mathematical finance.
  

Jointly with the research group on Stochastic Processes of the Universitat de Barcelona, we run a weakly seminar, typically on Wednesday afternoon, where members of both groups and invited researchers expose their current research work.