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Faculty of Mathematics

 

 

Head of Department
Professor of Stochastic Analysis

Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits

 

Publications

Hastings-Levitov aggregation in the small-particle limit
JR Norris, A Turner
– Communications in Mathematical Physics
(2012)
Hastings–Levitov Aggregation in the Small-Particle Limit
J Norris, A Turner
– Arxiv preprint arxiv:1106.3546
(2012)
316,
809
A stochastic min-driven coalescence process and its hydrodynamical limit
AL Basdevant, P Laurencot, JR Norris, C Rau
– Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
(2011)
47,
329
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation
PLW Man, JR Norris, IF Bailleul, M Kraft
– SIAM Journal on Scientific Computing
(2010)
32,
635
Homogenization for advection-diffusion in a perforated domain
PH Haynes, VH Hoang, JR Norris, KC Zygalakis
(2010)
378,
397
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation
PLW Man, JR Norris, IF Bailleul, M Kraft
– SIAM Journal on Scientific Computing
(2010)
32,
635
TWO-PARAMETER STOCHASTIC CALCULUS AND MALLIAVIN'S INTEGRATION-BY-PARTS FORMULA ON WIENER SPACE
JR Norris
– ASTERISQUE
(2009)
93
Differential equation approximations for Markov chains
RWR Darling, JR Norris
– Probability Surveys
(2008)
5,
37–79
Coupling algorithms for calculating sensitivities of population balances
PLW Man, M Kraft, JR Norris
– AIP Conference Proceedings
(2008)
1048,
927
Coagulation and fragmentation models
J Bertoin, J Norris, W Wagner
– Oberwolfach Reports
(2007)
4,
2727
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Probability
Applied Probability
Mathematical Finance and Operational Research
Statistical Laboratory

Room

C1.02

Telephone

01223 337947