| Term 1 |
|
| 07.10.2009 |
Jinqiao Duan (Chicago) |
| |
Some Topological Aspects of Random Dynamical Systems |
| 14.10.2009 |
Gregorio Moreno (Paris) |
| |
The environment seen by the particle for directed polymers in random environments |
| 21.10.2009 |
Florian Theil (Warwick) |
| |
Evolution in random energy landscapes |
| 4.11.2009 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in B3:02 |
| |
2:00 Xunyu Zhou (Oxford) Quantile Formulation: A New Paradigm for Portfolio Selection |
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3:30 Alexander Cox (Bath) Root's Skorokhod Embedding: Optimality and applications to variance options |
| |
4:30 Oleg Zaboronski (Warwick) Multi-scaling of occupation probabilities for one-dimensional coalescing random walks |
| 13.11.2009 |
Stochastic Analysis / Applied Mathematics and Statistics seminar |
| |
(Friday) 12 noon in B3.02 (Note the unusual time and day). |
| |
Andreas Eberle (Bonn) |
| |
Quantitative approximations of evolving probability measures and sequential Markov Chain Monte Carlo methods |
| 2.12.2009 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
The first two talks will be held in A1.01 and the third talk will be held in B3:02 |
| |
2:15 John Biggins (Sheffield) Anomalous spreading in the branching random walk |
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3:45 Vlad Bally (Paris) Malliavin calculus for jump processes and applications to jump type equations |
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4:45 Dario Spano (Warwick) Ancestry and spectrum of Jacobi and Hahn processes |
| Term 2 |
|
| 20.1.2010 |
Martin Hairer (Warwick) |
| |
Singular perturbation of rough stochastic PDEs |
| 27.1.2010 |
Alan Hammond (Oxford) |
| |
Dynamics of negotiation in the network bargaining problem |
| 3.2.2010 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in A1.01 |
| |
2:00 René Schilling (Germany) A remark on the existence of transition densities for Lévy processes |
| |
3:30 Martijn Pistorius (Imperial) Continuously monitored barrier options under Markov processes |
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4:30 Stefan Grosskinsky (Warwick) Some limit theorems for zero-range condensation |
| 10.2.2010 |
Huaizhong Zhao (Loughborough) |
| |
Stochastic Partial Differential Equations via Backward Doubly Stochastic Differential Equations |
| 17.2.2010 |
Tusheng Zhang (Manchester) |
| |
A Probabilistic Approach to Dirichlet Problems of Semilinear Elliptic PDEs With Singular Coefficients |
| 24.2.2010 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in B3.02 |
| |
2:00 John Moriarty (Manchester) Hitting lines with planar Wiener and Ornstein-Uhlenbeck processes |
| |
3:30 Leonid Mytnik (Technion) Infinite rate mutually catalytic branching model |
| |
4:30 Jonathan Mattingly (Duke) Numerics of SDEs |
| 10.3.2010 |
Hubert Lacoin (Rome) |
| |
Superdiffusivity and strong disorder for directed polymers |
| 11.3.2010 |
Ashkan Nikeghbali (Zürich) MS.05 at 4pm |
| |
Some probabilistic methods in random matrix theory and number theory |
| 17.3.2010 |
Hiroshi Kawabi (Okayama) |
| |
On uniqueness of Dirichlet operators to Gibbs measures on a path space with exponential interactions |
| Term 3 |
|
| 28.4.2010 |
Pierre Van Moerbeke (Louvain) |
| |
Non-intersecting Brownian motions and critical diffusions |
| 5.5.2010 |
Thierry Levy (Paris/Geneva) |
| |
Fluctuations of the eigenvalues of large unitary matrices taken under the heat kernel measure |
| 12.5.2010 |
Brice Franke (Bochum) |
| |
About diffusion in stationary incompressible flows |
| 19.5.2010 |
East Midlands Stochastic Analysis Seminar |
| |
All talks will be held in B3.02 |
| |
11:00 Andrey Dorogovtsev (Ukrainia) Stochastic calculus for flows with singularities |
| |
2:00 Marco Romito (Florence) Analysis of a model for amorphous surface growth |
| |
3:30 Kazumasa Kuwada (Ochanomizu) Two duality results on gradient estimates and Wasserstein controls |
| |
4:30 Tom Kurtz (Wisconsin) Uniqueness for filtering equations |
| 26.5.2010 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in B3.02 |
| |
2:00 James Norris (Cambridge) Scaling limits for planar cluster growth |
| |
3:30 Paul Lescot (Rouen) Bernstein diffusions, perturbed backward heat equation and interest rate models |
| |
4:30 Ron Doney (Manchester) Local behaviour of first passage times |
| 9.6.2010 |
Rongfeng Sun (Singapore) |
| |
Brownian Web and the Howitt-Warren flow |
| 16.6.2010 |
East Midlands Stochastic Analysis Seminar |
| |
All talks will be held in MS.04 |
| |
2:00 Vladimir Bogachev (Moscow) Invariant measures of diffusions and associated elliptic equations for measures |
| |
3:30 Yoshiki Otobe (Shinshu) Recurrent properties for quantum mechanics |
| |
4:30 Takis Souganidis (Chicago) Homogenization of fully nonlinear equations in random environments |
