P@W Archive
Past events
Past seminars are listed below: 2016 Statistics for Differential Equations Driven by Rough Paths, 7  9 September 2016.
 Workshop on Random Processes in Discrete Structures, 30 August  2 September 2016.
 Workshop on Models and Inference in Population Genetics, 1416 September 2015.
 Random Walks on Graphs and Potential Theory, 1822 May 2015
 Models and Inference in Population Genetics, 15 October 2012.
 P@W Young Researchers Workshop, 2327 July 2012
 2011/2012 EPSRC Symposium on Probability
 At the Frontier of Analysis and Probability, 37 September 2012
 Optimal Stopping, Optimal Control and Finance, 1620 July 2012
 The Geometry of Discrete Random Structures, 1822 June 2012
 NASPDE12 (Numerical Solution of Stochastic PDEs), 1112 June 2012
 Large Scale Behaviour of Random Spatial Models, 28 May  2 June 2012
 Stochastic Analysis and Stochastic PDEs, 1620 April 2012
 2012 UK Easter Probability Meeting, 26–30 March 2012
 Interacting Particle Systems, Growth Models and Random Matrices, 1923 March 2012
 Multiscale Systems: Theory and Applications, 1216 December 2011
 Disordered Media, 59 September 2011
 P@W Young Researchers Workshop, 1923 July 2010
 Orthogonal Polynomials, applications in Statistics and Stochastic Processes, 1215 July 2010
 Probability at Warwick Young Researchers Workshop, 2024 July 2009
 Math Finance Seminar, 19 November 2008
 New Scaling Limits and Other Recent Developments in Probability, 31 March  04 April 2008
 Stochastic Filtering and Control Workshop, 2022 August 2007
 Probability at Warwick Postgraduate Workshop, 2327 July 2007
 MiniColloquium in Finance and Stochastic, 20 February 2007
 Probability at Warwick Postgraduate Workshop, 37 July 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 WilsonNunn  (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 FeynmanKac Measures for ContinuousTime 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 EpsteinZin stochastic differential utility (2021)
 Letizia Angeli, Interacting Particle Approximations of FeynmanKac Measures for ContinuousTime Jump Processes (2021)
 Shuo Huang, Convergence analysis of monotone schemes for secondorder nonlinear 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 GaltonWatson 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 NonUniforms Exchange Dynamical Systems (2019)
 Theodoros Assiotis, Integrable Stochastic Dynamics and GelfandTsetlin 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 nonequilibrium stochastic particle systems (2018)
 Lorenzo Toniazzi, Timenonlocal 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 largescale invariants in infinite graphs (2017)
 Ioanna Nteka, Positive temperature dynamics on GelfandTsetlin 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 AngloSaxon Placenames (2015)
 YuXi Chau, Explosive condensation in symmetric mass transport models (2015)
 Owen Daniel, The Bosonic Loop soup and its local field (2015)
 Barnaby Garrod, Onedimensional 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 RobinsonSchensted algorithms (2015)
 Chin Lun, A multilayer 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 risksensitive stochastic control (2014)
 Matija Vidmar, Markov chain approximations to, and some fluctuation results for, Lévy processes (2014)
 Adriana Ocejo, Timechange 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 AllenCahn 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 FibreGenerated 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 ClarkOcone 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 twoparameter processes with nonadapted initial conditions (2009)
 Nicholas Woodward, Stochastic travelling waves driven by onedimensional Wiener processes (2009)
 Pavel Bubak,  (2009)
 J.L. Su,  (2008)
 Lu Xu, Large deviations technique on stochastic reactiondiffusion 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 InfiniteDimensional 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 SemiLinear Reaction Diffusion Equations (1994)
 XueMei 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 SemiClassical 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 
University of Amsterdam 
9 Dec 2013  10 Dec 2013 
Andrew Stuart/
Tessy Papavasiliou


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 