Programme
Monday 1st September (All Lectures in Room MS.02)
09:30 Registration in Room B1.37 and Coffee in the Mathematics Institute Common Room
10:30 H. Kunita (Kyushu) Stochastic Flows and Adjoint Processes
11:30 H. Osada (Kyushu University)Infinite-dimensional Stochastic Differential Equations Arising From Random Matrix Theory I
12:30 Lunch in the Mathematics Institute Common Room
14:00 Tom Cass (Imperial) Constrained Rough Paths
14:30 Horatio Boedihardjo (Oxford)Iterated Integrals of a Rough Path: Uniqueness
15:00 Tea in the Mathematics Institute Common Room
15:45 Seiichiro Kusuoka (Kyoto) Hölder and Lipschitz Continuity of the Solutions to Parabolic Equations of Non-divergence Type
16:15 Martin Hairer (Warwick) Regularity Structures I
17:45 Welcome reception and celebration in the Mathematics Institute Common Room
19:00 Dinner in the Mathematics Institute Common Room
Tuesday 2nd September (All Lectures in Room MS.02)
09:30 Kazuhiro Kuwae (Kumamoto) Gaugeability and Conditional Gaugeability for Generalized Feynman-Kac Functionals
10:00 H. Zhao (Loughborough) Random Periodic Solutions
10:30 Coffee in the Mathematics Institute Common Room
11:15 Tomoyuki Shirai (Kyushu)Absolute Continuity and Singularity for the Ginibre Point Process and its Palm Measures
11:45 H. Osada (Kyushu University) Infinite-dimensional Stochastic Differential Equations Arising From Random Matrix Theory II
12:45 Lunch in the Mathematics Institute Common Room
13:40 Posters
14:00 Yue Wu (Loughborough) Random Periodic Solutions of SDEs With Linear Multiplicative Noise
James Thompson (Warwick) An Asymptotic Relation for the Integrated Heat Kernel
Nobuaki Naganuma (Tohoku) Exact Convergence Rate of the Wong-Zakai Approximation to RDEs Driven by Gaussian Rough Paths
14:45 Wilfrid Kendall (Warwick) Shy Couplings, CAT(0) Spaces, and the Lion and Man
15:15 Tea in the Mathematics Institute Common Room
15:45 Kazumasa Kuwada (Tokyo Institute of Technology) On the Speed in Transportation Costs of Heat Distributions
16:15 Thierry Levy (Paris 6 ) Two Dimensional Yang-Mills Theory: A Case Study in Non-perturbative Gauge Theory I
17:30 Wine and Nibbles in the Mathematics Institute Common Room
Wednesday 3rd September (All Lectures in Room MS.01)
09:30 Martin Hairer (Warwick) Regularity Structures II
10:30 Coffee in the Mathematics Institute Common Room
11:00 Kiyotaki Suzaki (Osaka) An SDE Approach to Leafwise Diffusions on Foliated Spaces and its Applications
11:15 Tusheng Zhang (Manchester University) Smoothness of Solutions of SDEs With Singular Coefficients
11:45 Thierry Levy (Paris 6 ) Two Dimensional Yang-Mills Theory: A Case Study in Non-perturbative Gauge Theory II
12:45 Lunch in the Mathematics Institute Common Room
Free Afternoon: 17:30 Wine and Nibbles in the Mathematics Institute Common Room
18:30 for19:00 Dinner at The Red Lion, Hunningham
Thursday 4th September (All Lectures in Room MS.01)
09:30 D. Crisan (Imperial) Kusuoka-Stroock Gradient Bounds for the Solution of the Filtering Equation
10:00 Michela Ottobre (Imperial) Diffusion Limit for Random Walk Metropolis Algorithm out of Stationarity
10:30 Coffee in the Mathematics Institute Common Room
11:15 Setsuo Taniguchi (Kyushu University) Diffusion Processes on CR-manifolds
11:45 H. Osada (Kyushu University)Infinite-dimensional Stochastic Differential Equations Arising From Random Matrix Theory III
12:45 Lunch in the Mathematics Institute Common Room
13:40 Posters
14:00 Maria Veretennikova (Warwick) Controlled Fractional Dynamics
Christian Fonseca-Mora (Sheffield) Stochastic Partial Differential Equations with Lévy Noise in Duals of Nuclear Spaces
Carina Geldhauser (Bonn) Existence of Solutions to an SPDE with Longrange Interactions
14:45 Yuzuru Inahama (Nagoya) Short Time Kernel Asymptotics for Rough Differential Equation Driven by Fractional Brownian motion
15:15 Tea in the Mathematics Institute Common Room
16:00 Martin Hairer (Warwick) Regularity Structures III
17:00 Wine and nibbles in the Mathematics Institute Common Room
Friday 5th September (All Lectures in Room MS.01)
09:30 Takafumi Amaba (Ritsumeikan University, Shiga) An Integration by Parts on Space of Loops
10:00 Yuxin Yang (Imperial) The Clark-Ocone Approach to Hodge Theory by Examples
10:30 Coffee in the Mathematics Institute Common Room
11:15 Ryoichi Suzuki (Keio) Explicit Representations of Locally Risk-minimizing Hedging Strategy for Lévy Markets
11:30 Hiroshi Kawabi (Okayama University) Weak Convergence of Laws of Nonsymmetric Random Walks on Crystal Lattices
12:00 Thierry Levy (Paris 6 ) Two Dimensional Yang-Mills Theory: A Case Study in Non-perturbative Gauge Theory III
13:00 Lunch in the Mathematics Institute Common Room
14:00 David Applebaum (Sheffield) Stationary Random Fields on Unitary Duals of Compact Groups
14:30 Naotaka Kajino (Kobe University) Continuity and Estimates of the Transition Density of the Liouville Brownian Motion
15:00 Tea in the Mathematics Institute Common Room
15:45 Neils Jacob (Swansea) Transition Functions of Levy Processes and Geometry
16:15 Masatoshi Fukushima (Osaka) Stochastic Komatu-Loewner Evolutions and Brownian Motion With Darning