Taught courses

Stochastic Control (Prof. S. Jacka, University of Warwick)

This course will provide an introduction to Stochastic Control in continuous time. The emphasis will be on techniques for solving problems. I will include as many serious examples as I can. The course will assume familiarity with Stochastic Calculus up to the level of Chapter 3 of Oksendal's "Stochastic Differential Equations" (6th Edition).

Random Matrix Theory for Probabilists (Prof. N. O'Connell, University College Cork)

Random matrix theory brings together many different areas of mathematics, statistics and physics; it also brings together different areas of probability, from reflected processes and exit problems to percolation and point processes. In these lectures I will describe some of the probability that shows up and explain how it fits into the bigger picture.

Exercise classes

Fear not, these are not aerobics sessions, but a chance to explore in more detail some of the issues arising from the lecture courses!

Participant talks

Participants are encouraged, but by no means obliged, to present their own work in one of the afternoon sessions. Speakers may choose to give an informal introduction to an area of interest, or to present a more detailed account of their research (subject to timetabling constraints). If you would be interested in presenting some work, please indicate this when completing your registration form.

Social events

A chance to watch the World Cup semi-finals (subject to who's playing of course!) and a conference dinner have been organised. The conference dinner on Thursday night will be held in the Sutherland Suite at the University. Wednesday afternoon has been left free to allow participants the chance to relax, explore the local area (Coventry, Leamington Spa, Warwick), or join in an organised activity (possibly an ultimate frisbee match).

Timetable