NY

http://people.maths.ox.ac.uk/~howison/

http://en.wikipedia.org/wiki/James_Harris_Simons

http://www.mat.univie.ac.at/~schachermayer/

one-dimensional diffusion processes, the Boetzmann Equation and the complex geometry of integrable systems. @CIMS

http://www.statslab.cam.ac.uk/~chris/

Rogers, L. C. G.; Williams, D. (1979), Diffusions, Markov Processes and Martingales, Foundations, Cambridge University Press

Rogers, L. C. G.; Williams, D. (1987), Diffusions, Markov Processes and Martingales, Itô Calculus, Cambridge University Press