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 

3:30 Alexander Cox (Bath) Root's Skorokhod Embedding: Optimality and applications to variance options 

4:30 Oleg Zaboronski (Warwick) Multiscaling of occupation probabilities for onedimensional 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 

3:45 Vlad Bally (Paris) Malliavin calculus for jump processes and applications to jump type equations 

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 

4:30 Stefan Grosskinsky (Warwick) Some limit theorems for zerorange 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 OrnsteinUhlenbeck 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) 

Nonintersecting 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 HowittWarren 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 