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Teaching & PhD PhD Students Colin Piernot, Wenhao Zhao, Declan Rellan Stacy Courses Advanced stochastic analysis MATH-525 This course will give you in-depth knowledge in some topics of modern stochastic analysis. We will start with a general introduction to Gaussian measure theory followed by an introduction to Malliavin calculus and a selection of advanced topics. Awards Fermat Prize Institut de Mathématiques de Toulouse 2013 Fields Medal IMU 2014 Honorary doctorate in science Hong Kong Baptist University 2016 Knight Commander of the British Empire British Crown 2019 Breakthrough Prize Breakthrough Prize Board 2021 King Faisal Prize King Faisal Foundation 2022 Sylvester Medal Royal Society 2025 International Honorary Fellow American Academy of Arts and Sciences 2026
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