# Schedule

All talks will be held in Room MS.02

Monday

09:00 - 10:00 Registration in Office B1.37

10:00 - 10:40 **S. Aida** (Tohuku) *Tunneling for spatially cut-off P(ϕ) _{2}-Hamiltonians*

10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room

11:15 - 11:55

**F. Baudoin**(Purdue)

*Functional inequalities for subelliptic diffusion operators via curvature bounds*

12:00 - 12:40

**A. Thalmaier**(Luxembourg)

*Brownian motion with respect to moving metrics and Perelman's entropy formula*

12:40 - 14:30 Lunch break

14:30 - 15:10

**M. Röckner**(Bielefeld)

*Localization of solutions to stochastic porous media equations: finite speed of propagation*

15:10 - 16:00 Tea & Coffee in the Mathematics Institute Common Room

16:00 - 16:40

**M. Hairer**(Warwick)

*Diffusion Monte-Carlo with a twist*

16:45 - 17:25

**A. Debussche**(Cachan, Bretagne)

*Diffusion limit for stochastic kinetic equations*

17:30 - 18:10

**D. Applebaum**(Sheffield)

*Second quantised representation of Mehler semigroups associated with Banach space valued Levy processes*

18:20 - 20:00 Reception/Buffet Dinner in the Mathematics Institute Common Room

Tuesday

09:15 - 09:55 **D. Bakry** (Toulouse) *Diffusions and orthogonal polynomials *

10:00 - 10:40 **J. Zabczyk** (PAS Warsaw) *SPDEs with Lévy noise for the bond market *

10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room

11:15 - 11:55 **E. Pardoux** (Marseille) *Feller's branching diffusion with logistic growth: genealogies, and a path valued Markov process indexed by the initial population size *

12:00 - 12:40 **M. Sanz-Solé** (Barcelona) *A support theorem for stochastic waves in dimension three *

12:40 - 14:30 Lunch in the Mathematics Institute Common Room

14:30 - 15:10 **Short talks: **

14:30 - 14:40 E. Hausenblas (Leoben) *Numerical Approximation of Stochastic Evolution equations in UMD Banach spaces
*14:45 - 14:55 M. Neklyudov (Tübingen Universität)

*The role of noise in finite ensembles of nanomagnetic particles*

15:00 - 15:10 E. Hall (Edinburgh)

*Accelerated spatial approximations for time discretized stochastic partial differential equations*

15:10 - 16:00 Tea & Coffee in the Mathematics Institute Common Room

16:00 - 16:40

**A.B. Cruzeiro**(Imperial)

*Stochastic calculus of variations on the diffeomorphisms group*

16:45 - 17:25

**H. Zhao**(Loughborough)

*Random periodic solution of SDEs and SPDEs*

Wednesday

09:15 - 09:55 **A. Veretennikov** (Leeds) *On Poisson equations for "ergodic" generators of the second order *

10:00 - 10:40** L. Mytnik** (Technion) *Multifractal analysis of superprocesses with stable branching in dimension one *

10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room

11:15 - 11:55** J. Teichmann **(ETH, Zurich) *Finite dimensional realizations for the CNKK-volatility surface model *

12:00 - 12:40 **T. Zhang** (Manchester) *Mixed boundary value problems of semielliptic PDEs and BSDEs with singular coefficients
*12:40 - 14:30 Lunch in the Mathemtaics Institute Common Room

Thursday

09:15 - 09:55 **D. Crisan** (Imperial) *Robust filtering: correlated noise and multidimensional observation *

10:00 - 10:40 **L. Zambotti** (Paris VI) *CSBPs with immigration and Fleming-Viot processes with mutation *

10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room

11:15 - 11:55 **M. Romito** (Florence) Densities for the 3D Navier-Stokes equations with Gaussian noise

12:00 - 12:40 **M. Arnaudon** (Poitiers) *Generalized Navier-Stokes flows *

12:40 - 14:30 Lunch break

14:30 - 15:10 **Short talks:**

14:30 - 14:40 M. Maurelli (Scuola Normale Superiore, Pisa) *DEs and linear SPDEs with rough coefficients arising from fluid dynamics
*14:45 - 14:55 A. Andersson (Chalmers, Sweden)

*Weak error of finite element approximations of a nonlinear*

*stochastic heat equation*

15:00 - 15:10 B. Gess (Bielefeld)

*Stochastic dynamics induced by porous media equations with space-time linear multiplicative noise*

15:10 - 16:00 Tea & Coffee in the Mathematics Institute Common Room

16:00 - 16:40

**S. Fang**(Bourgogne)

*Diffusion processes with the singular drift on complete Riemannian manifolds*

16:45 - 17:25

**A. Truman**(Swansea)

*A Stochastic BZ Model and the Satellites of Jupiter and Saturn*

18:30 for 20:00 Conference Dinner at Saxon Mill

Friday

10:00 - 10:40** I. Gyongy** (King's Buildings) *Finite difference schemes in degenerate filtering *

10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room

11:15 - 11:55 **T. Lyons** (Oxford) The expected signature of Brownian motion on exit from a domain

12:00 - 12:40 **Z. Brzezniak** (York) *Strong and weak solutions to the stochastic Landau-Lifshitz equation and their asymptotic behaviour*

12:40 - 14:00 Lunch in the Mathematics Institute Common Room

14:00 - 14:40 **M. Scheutzow** (TU Berlin) *Exponential growth rate for a single linear stochastic delay differential equation*

14:45 - 15:25 **H. Kunita** *Non-degenerate SDE with jumps and its hypoelliptic property*