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 JiangLun Wu (Swansea) On a nonlinear 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 noncentral 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 MonteCarlo 
Term 2 

12.01.2011 
S. Chhita (Brown) 

Particle Systems arising from an Antiferromagnetic Ising Model 
26.01.2011 
V. Kolokoltsov (Warwick) 

Nonlinear LÃ©vy processes and interacting particles 
02.02.2011 
N. Zygouras (Warwick) 

Semidirected Random Polymers 
09.02.2011 
N. Fournier (Paris) 

Asymptotics of the onedimensional 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. ReyBellet (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 AllenCahn 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 BiÃ¨vre (Lille) 

Approach to equilibrium in a dynamical Lorentz gas 