| Term 1 |
|
| 13.10.2010 |
Jie Xiong (Tennessee) |
| |
Super Brownian motion as the unique strong solution to an SPDE |
| 27.10.2010 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in B3:02 |
| |
2:00 Franco Fagnola (Milan) Quantum Markov semigroups |
| |
3:30 Jiang-Lun Wu (Swansea) On a non-linear stochastic parabolic equation of Burgers type |
| |
4:30 Alexander Mijatovic (Warwick) TBA |
| 03.11.2010 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in B3:02 |
| |
2:00 Huyen Pham (Paris) Optimal investment under multiple defaults and recursive systems of BSDEs |
| |
3:30 Eberhard Mayerhofer (Vienna) A characterization of non-central Wishart distributions |
| |
4:30 Raphael Rossignol (Paris) Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation |
| 17.11.2010 |
D. Crisan (Imperial) |
| |
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations |
| 24.11.2010 |
B. Hambly (Oxford) |
| |
The random conductor model |
| 01.12.2010 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in B3:02 |
| |
2:00 Boualem Djehiche (Stockholm) On a system of backward SPDEs with interacting obstacles related to an optimal investment under uncertainty |
| |
3:30 Nicholas Bingham (Imperial) Cancelled |
| |
4:30 Jon Weare (Chicago) Affine Invariant Markov Chain Monte-Carlo |
| Term 2 |
|
| 12.01.2011 |
S. Chhita (Brown) |
| |
Particle Systems arising from an Antiferromagnetic Ising Model |
| 26.01.2011 |
V. Kolokoltsov (Warwick) |
| |
Nonlinear Lévy processes and interacting particles |
| 02.02.2011 |
N. Zygouras (Warwick) |
| |
Semidirected Random Polymers |
| 09.02.2011 |
N. Fournier (Paris) |
| |
Asymptotics of the one-dimensional forest fire process |
| 16.02.2011 |
M. Arisawa (Cambridge) |
| |
Strong maximum principle and ergodicity of pure jump processes |
| 23.02.2011 |
Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics) |
| |
All talks will be held in MS:03 |
| |
2:00 L. Rey-Bellet (Amherst) Game theory and statistical mechanics |
| |
3:30 Fen Yu (Bristol) Rate of adaptation under weak selection and recombination |
| |
4:30 Pawel Sztonyk (Wroclaw) Asymptotics of Transition Densities of Jump Processes |
| 02.03.2011 |
E. Priola (Turino) |
| |
Pathwise uniqueness for singular SDEs driven by stable processes |
| 09.03.2011 |
O. Lakkis (Sussex) |
| |
Strong L^p error estimates in computing the stochastic Allen-Cahn equation |
| 16.03.2011 |
G. Peccati (Luxembourg) |
| |
Universality of Wiener chaos |
| Term 3 |
|
| 04.05.2011 |
Samy Tindel (Nancy) |
| |
Concentration properties for rough differential equations |
| 11.05.2011 |
Igor Krasovsky (Brunel/Imperial) |
| |
Toeplitz determinants and their applications |
| 18.05.2011 |
Simon Harris (Bath) |
| |
Branching Brownian motion in an inhomogeneous branching potential |
| 08.06.2011 |
Alexander Grigoryan (Bielfeld) 2:30pm |
| |
Escape rate of Brownian motion on complete Riemannian manifolds |
| 08.06.2011 |
Stephan De Bièvre (Lille) |
| |
Approach to equilibrium in a dynamical Lorentz gas |
