Stochastic processes and their applications
Scientic Supervisor / Contact Person
Name and Surname
Antonio Gómez Corral
ORCID (link)
Researcher ID (link)
Localization & Research Area
Faculty / Institute
Faculty of Mathematical Science
Department
Statistics and Operations Research
Research Area
Mathematics (MAT)
MSCA & ERC experience
Research group / research team hosted any MSCA fellow?
No
Research group / research team have any ERC beneficiaries?
No
Research Team & Research Topic
Research Team / Research Group Name (if any)
Stochastic Modeling Group
Website of the Research team / Research Group / Department
Brief description of the Research Team / Research Group / Department
The Stochastic Modeling Group (reference nr. 910211; rated 91/100 by the Agencia Estatal de Investigación in 2021; total funding amount 400K euros) brings together academics and researchers from the Complutense University of Madrid (UCM), and external collaborators from the Universities of Leeds and Seville, and the National University of Distance Education. They conduct research on stochastic processes and calculus, and their applications to various problems arising from Mathematical Biology, and teach in various undergraduate, master's, and doctoral programs at the Faculties of Mathematical Sciences, Computer Science, and Statistical Studies at the UCM.
Specifically, in the setting of Mathematical Biology, their contributions are mainly related to stochastic models of epidemics, competition between species, receptor-parasite and macro-parasite types. In the framework of Stochastic Processes, they are mainly in, but not limited to discrete-time and continuous-time Markov processes over a countable-state space and a general state space, in their time-homogeneous and time-inhomogeneous versions; the analytical-matrix methods involved in the study of time-homogeneous structured Markov chains; and continuous-time piece-wise deterministic Markov processes, among others.
Specifically, in the setting of Mathematical Biology, their contributions are mainly related to stochastic models of epidemics, competition between species, receptor-parasite and macro-parasite types. In the framework of Stochastic Processes, they are mainly in, but not limited to discrete-time and continuous-time Markov processes over a countable-state space and a general state space, in their time-homogeneous and time-inhomogeneous versions; the analytical-matrix methods involved in the study of time-homogeneous structured Markov chains; and continuous-time piece-wise deterministic Markov processes, among others.
Research lines / projects proposed
General research lines:
- Theoretical results on block-structured time-inhomogeneous Markov chains.
- Applications of time-homogeneous and time-inhomogeneous Markov chains in Epidemiology and in Queueing Theory, among other practical areas.
- Theoretical results on stochastic processes with general state space in the field of Itô and Stratonovich stochastic calculus, and in the field of block-structured Markov processes.
Projects proposed:
1) Markov models in the transmission of pathogens.
2) Stochastic models to formalize the strategic behavior of customers in service systems.
3) Stochastic models in financial mathematics.
- Theoretical results on block-structured time-inhomogeneous Markov chains.
- Applications of time-homogeneous and time-inhomogeneous Markov chains in Epidemiology and in Queueing Theory, among other practical areas.
- Theoretical results on stochastic processes with general state space in the field of Itô and Stratonovich stochastic calculus, and in the field of block-structured Markov processes.
Projects proposed:
1) Markov models in the transmission of pathogens.
2) Stochastic models to formalize the strategic behavior of customers in service systems.
3) Stochastic models in financial mathematics.
Key words
Application requirements
Professional Experience & Documents
The candidate should have a PhD in Mathematical Sciences, Statistics, Data Science, or related disciplines and strong expertise in these topics. A letter of motivation and a CV should also be included in the application.
One Page Proposal
You can attach the 'One Page Proposal' to enhance the attractiveness of your application. Supervisors usually appreciate it. Please take into account your background and the information provided in Research Team & Research Topic section to fill in it.
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