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P@W Archive

Past events

Past seminars are listed below: 2016 2015 2012 2011 2010 2009 2008 2007 2006

Other previous Probability at Warwick events include those in the regular series of Midlands Probability Theory Seminars, East Midland Stochastic Analysis Seminar and Probability Reading Groups.

Past PhD students

For complete list of past PhD students from the department of statistics click here.

  • Yuxi Jiang, Some topics in exact simulation, with application to distributed analysis (2023)
  • Darion Mayes, The random cluster model on finite graphs (2022)
  • Phil Hanson, Small–Time Asymptotics of Coalescent and Fleming–Viot Processes (2022)
  • Haodong Sun Constrained optimal stopping games (2021)
  • Daniel Wilson-Nunn -|- (2021)
  • Susanna Brown, Resampling and genealogies in sequential Monte Carlo algorithms (2021)
  • Veno Mramor, Stochastic processes on curved spaces (2021)
  • Jorge Ignacio González Cázares Convex minorants and the simulation of the extrema of Lévy processes (2021)
  • Dominic Brockington, Brownian motions in random environments (2021)
  • Letizia Angeli, Interacting Particle Approximations of Feynman-Kac Measures for Continuous-Time Jump Processes. (2021)
  • James Hodgson, Exact and unbiased simulation of rare events (2021)
  • Susanna E. Brown Resampling and genealogies in sequential Monte Carlo algorithms. (2021)
  • Jerome Joseph, Optimal investment and consumption under infinite horizon Epstein-Zin stochastic differential utility (2021)
  • Letizia Angeli, Interacting Particle Approximations of Feynman-Kac Measures for Continuous-Time Jump Processes (2021)
  • Shuo Huang, Convergence analysis of monotone schemes for second-order non-linear parabolic PDEs and their applications in sublinear expectation (2020)
  • John Herman, The harmonic extension technique with applications to optimal stopping (2020)
  • S.J. Finch, The Random Cluster Model on the Tree (2020)
  • Eleanor Archer, Random Walks on Decorated Galton-Watson Trees (2020)
  • Shannon Horrigan, Continuum Random Cluster and Potts models with Delaunay interactions (2020)
  • Quirin Vogel, Geometric properties of random walk soups (2020)
  • Panagiotis Christoforos, Interface theory and Percolation (2020)
  • George Andriopoulos, Scaling limits of random walks and their related parameters on critical random trees and graphs (2019)
  • Mathew Dickson, Interacting Boson Gasas and Large Deviation Principles (2019)
  • William Fitzgerald, Exactly Solvable Interacting Particle Systems (2019)
  • Ifan Johnston, generalised fractional evolution equations (2019)
  • Dominykas Norgilas, Techniques and approaches for pricing American options (2019)
  • Alex Wendland, Generalisations of groups and Cayley graphs (2019)
  • Barinda Matharu, Statistical Properties of Compact Group Extensions of Non-Uniforms Exchange Dynamical Systems (2019)
  • Theodoros Assiotis, Integrable Stochastic Dynamics and Gelfand-Tsetlin Patterns (2018)
  • Costanza Benassi, On classical and quantum lattice spin systems (2018)
  • Sebastian Armstrong, Coherent Risk Measures, Reserving, and Transaction Costs (2018)
  • Elia Bisi, Random polymers via orthogonal Whittaker and symplectic Schur functions (2018)
  • Andrea Pizzoferrato, Large scale dynamics and fluctuations in non-equilibrium stochastic particle systems (2018)
  • Lorenzo Toniazzi, Time-nonlocal evolution equations (2018)
  • Jun Maeda, Modeling from a Trader's Perspective (2018)
  • R. Gameros, Mean traffic behaviour in Poissonian cities (2017)
  • Adam Bowditch, Random walks in random environments (2017)
  • Mathew Egginton, Topics in kinetic theory and Boltzmann equation (2017)
  • Thomas Rafferty, Dynamic properties of condensing particle systems (2017)
  • Federici Bruno, Interactions between large-scale invariants in infinite graphs (2017)
  • Ioanna Nteka, Positive temperature dynamics on Gelfand-Tsetlin patterns restricted by wall (2017)
  • Rodolfo Gameros Leal, Poissonian Cities (2017)
  • Yulong Lu, Asympotic Analysis Set method for Geometric Inverse Problems (2017)
  • Jamie Lukins, Coalescing random walks and universality in two dimensions (2017)
  • John Sylvester, Hitting times and effective resistances in random graphs (2017)
  • Yufan Zhao, On properties of the American put option under several models (2017)
  • Watthanan Jatuviriyapornchai, Population dynamics and stochastic particle systems (2017)
  • Jere Koskela, Consistency and intractable likelihood for jump diffusions and generalised coalescent processes (2016)
  • Benjamin Lees, Quantum spin systems, probabilistic representations and phase transitions (2016)
  • Jiarui Cao, Dynamics of condensation in stochastic particle systems (2016)
  • Dialid Santiago Ramirez, On the Existence of a Certain Class of Nonlinear Stochastic Processes (2016)
  • Konstantin Matetski, Discretisations of rough stochastic partial differential equations (2016)
  • Dejan Širaj, Coupling and the policy improvement algorithm for controlled diffusion processess (2015)
  • G. Zanella, Bayesian Complementary Clustering, MCMC, and Anglo-Saxon Placenames (2015)
  • Yu-Xi Chau, Explosive condensation in symmetric mass transport models (2015)
  • Owen Daniel, The Bosonic Loop soup and its local field (2015)
  • Barnaby Garrod, One-dimensional interacting particle systems as Pfaffian point systems (2015)
  • Alexander Kistler, Sample path large deviations for the Laplacian model with pinning interaction in (1+1)-dimension (2015)
  • Yuchen Pei, The Robinson-Schensted algorithms (2015)
  • Chin Lun, A multi-layer extension of the stochastic heat equation (2015)
  • James Thompson -|- (2015)
  • Andrew Aylwin, Self similar Markov processess and the time inversion property (2014)
  • Sebastian Vollmer, Efficient MCMC and Posterior Consistency for Bayesian Inverse Problems (2014)
  • Micheal Ayers, On Delaunay random cluster models (2014)
  • Christopher Pettitt, Markov Exchangeable particle systems (2014)
  • Micheal Scott, A parabolic PDE on an evolving curve and evolving surface with finite time singularity (2014)
  • Maria Veretennikova, Controlled fractional dynamics (2014)
  • Amogh Deshpande, Topics in risk-sensitive stochastic control (2014)
  • Matija Vidmar, Markov chain approximations to, and some fluctuation results for, Lévy processes (2014)
  • Adriana Ocejo, Time-change and control of stochastic volatility (2014)
  • Kun Zhang, Essays on portfolio allocation and derivatives pricing with Lévy processes (2014)
  • Siu Kwan Yip, On the Pfaffian property of annihilating random walk and coalescing random walk (2014)
  • Simon Weber, The sharp interface limit of the Stochastic Allen-Cahn equation (2014)
  • Stephen Tate, The Combinatorics of the Cluster and Virial Expansions (2014)
  • David Kelly, Ito corrections in stochastic equations (2013)
  • Patrick O'Callaghan, Context and decision: three approaches to representing preferences (2012)
  • Jiaqi Liu, On the Optimal Stopping Problem driven by Spectrally Negative Levy Processes (2012)
  • Adnan Ali, Stochastic pattern formation in growth models with spatial competition (2012)
  • Janosch Ortmann, Random Matrices, Large Deviations and Reflected Brownian Motion (2012)
  • B..J. Hill, An Orientation Field Approach to Modelling Fibre-Generated Spatial Point Processes (2011)
  • Paul Chebloun, Large deviations and metastability in condensing stochastic particle systems (2011)
  • Xin Chen -|- (2011)
  • Yuxin Yang, Generalisations and applications of the Clark-Ocone formula (2011)
  • N. Grinberg, Some problems in stochastic analysis: Itô’s formula for convex functions, interacting particle systems and Dyson’s Brownian motion (2010)
  • Peter Windridge, Stochastic Control and Interacting Particle Systems (2010)
  • Charles Manson -|- (2010)
  • James Bichard, Some examples of the spatial evolution of two-parameter processes with non-adapted initial conditions (2009)
  • Nicholas Woodward, Stochastic travelling waves driven by one-dimensional Wiener processes (2009)
  • Pavel Bubak, -|- (2009)
  • J.L. Su, -|- (2008)
  • Lu Xu, Large deviations technique on stochastic reaction-diffusion equations (2008)
  • A. Chirikhin, Polynomial distribution functions on bounded closed intervals (2007)
  • S.B. Connor, Coupling: Cutoffs, CFTP and Tameness (2007)
  • Marcus Sheenan, Processes on Trees (2006)
  • S. Shah, Perfect Simulation of Conditional & Weighted Models (2004)
  • Zorana Najdanovic, Conditioning a Markov Chain upon the Behaviour of an Additive Functional (2003)
  • G. Montana, -|- (2002)
  • Abdul Rahman Al Hussein, Backward Stochastic Evolution Equations in Infinite Dimensions (2002)
  • Paul Horridge, Methods of Proving Uniqueness of Stationary Distributions for Stochastic PDEs (2001)
  • Paul Mathews, Analysis of a Class of Branching Particle Systems with Spatial Pairwise Interactions (2002)
  • Jonathan Croft, Brownian Motion on Random Fractals (1999)
  • Paul Bentley, Regularity and Inverse SDE Representation of Some Stochastic PDE (1999)
  • Juan Carlos Mejia Perez, No "Good Deal" Valuation Bounds and Their Relation to Coherent Risk Measures (1999)
  • E. Thönnes, Perfect and imperfect simulations in stochastic geometry (1998)
  • John Upton, Stochastic Control of Large Scale Systems (1998)
  • Hongwei Long, Symmetric Diffusion Operators on Infinite-Dimensional Spaces (1997)
  • C.J. Price, Zeros of Brownian polynomials and Coupling of Brownian areas (1996)
  • Haydyn Brown, On Stochastic Equations Driven by Mild Solutions (1995)
  • Paolo Ruffino, Rotation Numbers for Stochastic Dynamical Systems (1995)
  • Huaizhong Zhao, The Stochastic Elementary Formula Method and Approximate Travelling Waves for Semi-Linear Reaction Diffusion Equations (1994)
  • Xue-Mei Li, Stochastic Flows on Noncompact Manifolds (1993)
  • James Lynn, Optimal Stopping and Smooth Pasting (1991)
  • Xuerong Mao, Stochastic Integral Equations with Respect to Semimartingales (1989)
  • Martin Ndum, Brownian Motion and the Heat Kernel on Riemannian Manifolds (1989)
  • Gareth Roberts, Some boundary hitting problems for diffusion processes (1988)
  • Michael Chappell, Lyapunov Exponents for Certain Stochastic Flows (1987)
  • Duncan Watling, Formulae for Solutions to (Possibly Degenerate) Diffusion Equations Exhibiting Semi-Classical and Small Time Asymptotics (1986)
  • Andrew Carverhill, Flows of Stochastic Dynamical Systems: Ergodic Theory (1983)
  • Richard Darling, Martingales on Manifolds and Geometric Ito Calculus (1982)
  • Richard Dowell, Differential Approximations to Brownian Motion on Manifolds (1980)
  • Denis Bell, Some Properties of Measures Induced by Solutions of Stochastic Differential Equations (1981)

Past visitors to the department

For a complete list of visitors to the department of statistics click here.

Name Institution Arrival date Departure date Host

Harry van Zanten (talk)

University of Amsterdam

9 Dec 2013 10 Dec 2013
Andrew Stuart/
Tessy Papavasiliou

Freddy Bouchet

ENS Lyon

11 Nov 2013 22 Nov 2013 Oleg Zaboronski
Hiroyuki Matsumoto

Aoyama Gakuin University

2 Nov 2013 9 Nov 2013 David Elworthy
Victor Rivero CIMAT 22 Oct 2013 25 Oct 2013 Larbi Alili