skip to content

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

Homogenization for advection-diffusion in a perforated domain
PH Haynes, VH Hoang, JR Norris, KC Zygalakis
(2010)
378,
397
TWO-PARAMETER STOCHASTIC CALCULUS AND MALLIAVIN'S INTEGRATION-BY-PARTS FORMULA ON WIENER SPACE
JR Norris
– ASTERISQUE
(2009)
93
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, JR Norris, W Wagner
– Oberwolfach Reports
(2008)
4,
2727
Differential equation approximations for markov chains
RWR Darling, JR Norris
– Probability Surveys
(2008)
5,
37–79
The Linear Process Deferment Algorithm: A new technique for solving population balance equations.
RIA Patterson, J Singh, M Balthasar, M Kraft, JR Norris
– SIAM Journal on Scientific Computing
(2006)
28,
303
Notes on Brownian coagulation
JR Norris
– Markov Processes and Related Fields
(2006)
12,
407–412
The linear process deferment algorithm: a new technique for solving population balance equations
RIA Patterson, J Singh, M Balthasar, M Kraft, JR Norris
– SIAM Journal on Scientific Computing
(2006)
28,
303
Large deviations for the Yang-Mills measure on a compact surface
T Levy, JR Norris
– Communications in Mathematical Physics
(2005)
261,
405
Large Deviations for the Yang-Mills Measure on a Compact Surface
T Lévy, JR Norris
– Communications in Mathematical Physics
(2005)
261,
405
  • <
  • 3 of 8
  • >

Research Groups

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

Room

D2.04

Telephone

01223 337949