Regular biography
Professor Thomas Cass is a Professor of Mathematics at Imperial College London, affiliated with the Department of Mathematics. His research interests are not explicitly detailed in the available information. Professor Cass maintains a profile page at https://profiles.imperial.ac.uk/thomas.cass, where further details about his work and academic activities may be found.
Scholar-generated biography
Thomas Cass is a Professor of Mathematics at Imperial College London, specializing in Probability Theory and Stochastic Analysis. His research focuses on the mathematical foundations of stochastic processes, particularly in the context of rough paths and their applications. Cass has contributed significantly to the understanding of densities for solutions to stochastic differential equations, including those with jumps and under Hörmander's condition. His work also explores the integration of weakly geometric rough paths and the long-time behavior of degenerate diffusions. Additionally, he has developed methods for scaling sparse Gaussian processes on sequential data, demonstrating the interplay between stochastic analysis and machine learning.