ABOUT

Stochastic Analysis and Application Research Center

Research Areas

Research
Backgrounds
Stochastic analysis in which probability theory and analysis are fused is applied in mathematical science and various related fields. Notable examples are random matrices, random graphs, stochastic partial differential equations, and stochastic dynamics, and researches on artificial intelligence and machine learning as applications of stochastic analysis are actively being conducted. Established in 2019, SAARC gathers experts in the fields of probability theory, applied probability, and analysis to create a new filed that combines probability theory and analysis, and to solve problems in which stochastic approach is essential.
  • Contents
    • GROUP 1

      conducts research on probability theory based on analytic approach and develops theoretical tools for probability theory by studying universal properties in various probabilistic models. It also provides probabilistic methods necessary for other groups.

    • GROUP 2

      conducts research on artificial intelligence and machine learning based on probability theory and proposes reliable and stable machine learning methods. It aims to secure AI technologies that can be applied to industry.

    • GROUP 3

      conducts research on stochastic PDEs that include various random effects. It aims to propose new mathematical models that can explain natural and social phenomena more realistically, and also understands their properties.
      Researchers jointly research on inter-group topics such as stochastic gradient descent, random Schrödinger equations, and noisy nonlinear phenomena.

  • Expectation

    We aim to suggest the research direction of probability theory and related fields, and also raise the national competitiveness through the research on AI and Big Data. We also intend to help develop mathematical theories in statistics, biology, physics, electrical engineering, and economy. We will raise excellent graduate students and help them work in various fields, and lay the foundation for excellent young researchers to grow into world-class researchers.