| Stochastic Analysis | stochastic partial differential equations, Malliavin calculus |
| Stochastic Processes | multi-parameter processes, fractional Brownian motion, point processes, Lévy processes, Markov processes, strong approximations |
| Financial Mathematics | time series, limit theorems for heavy tailed random variables |
| Mathematical Statistics | Bayesian non-parametric statistics, generalized estimation equations |
| Biostatistics | longitudinal data analysis |