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Probability Seminar 2014-15

Stochastic analysis seminar 2019/2020
Imperial College London
Unless otherwise specified, the stochastic analysis seminar takes place on Tuesdays at 3:00 pm in Room 140, Huxley Building, Department of Mathematics.
Term 1
08.10.2019 Federica Dragoni (Cardiff)
Ergodic Mean Field Games with H\"ormander diffusions
15.10.2019 Francesco Russo (ENSTA)
McKean Stochastic Differential Equations and Non-Conservative PDEs
22.10.2019 Eugene Lytvynov (Swansea)
Orthogonal polynomials of Levy white noise and umbral calculus
29.10.2019 Elena Issoglio (Leeds)
A numerical scheme for multidimensional SDEs with distributional drift
05.11.2019 Laurent Chevillard (ENS Lyon)
Modeling some aspects of the random nature of fluid turbulence and of multifractality using fractional Ornstein-Uhlenbeck processes.
Milton Jara (IMPA)
Entropy methods in Markov chain mixing
12.11.2019 Julien Berestycki (Oxford)
Brownian bees in the infinite swarm limit
Andreas Sojmark (ICL)
TBA
19.11.2019 Nikolay Barashkov (Bonn)
TBA
Nizar Touzi (Ecole Polytechnique)
TBA
26.11.2019 Aurélien Deya (IEC Nancy)
TBA
03.12.2019 Ioan Manolescu (Fribourg)
TBA
10.12.2019 Matthias Winkel (Oxford)
TBA
Term 2
Term 3
For further information contact Eyal Neumann at e.neumann@imperial.ac.uk, Xue-Mei Li at xuemei@xuemei.org, or Dan Crisan at d.crisan@imperial.ac.uk.