Stochastic analysis seminar 2021/2022
Imperial College London
Unless otherwise specified, the stochastic analysis seminar takes place on Tuesdays at 3:00 pm UK time in hybrid mode: in person in room 139, Huxley building, and online via Zoom.
Term 1
12.10.2021 Martina Hofmanová (Bielefeld University)
Convex integration in SPDEs (remote)
19.10.2021 Alexander E Holroyd (University of Bristol)
Random matching and fairness
26.10.2021 Tyler Helmuth (Durham University)
The arboreal gas
2.11.2021 Máté Gerencsér (TU Wien) 3pm
Regularisation by regular noise
Amanda Turner (Lancaster University) 4pm
Growth of Stationary Hasting-Levitov
9.11.2021 Sourav Sarkar (University of Cambridge)
Universality in Random Growth Processes (remote)
16.11.2021 Tomasz Komorowski (Maria Curie Sklodowska University)
Diffusive and superdiffusive limits for a kinetic equation with a boundary condition (remote)
23.11.2021 Max von Renesse (Leipzig University)
Spectral gap estimates for Brownian motion on domains with sticky-reflecting boundary diffusion (remote)
30.11.2021 Alexandra Neamțu (University of Konstanz)
Dynamical systems for rough partial differential equations (remote)
7.12.2020 Sarah Penington (University of Bath)
Genealogy of the N-particle branching random walk with polynomial tails
14.12.2020 Nalini Anantharaman (University of Strasbourg) 3pm
Quantum ergodicity for expanding graphs, in the regime of spectral delocalization (remote)
Angelica Pachon (University of South Wales) 4pm
Critical behaviour in inhomogeneous random graphs, with martingales (remote)
Term 2
18.01.2022 Sonja Cox (University of Amsterdam)
An affine infinite-dimensional stochastic volatility model
25.01.2022 Mouhamadou Sy (Imperial College London)
1.02.2022 Iulian Cîmpean (University of Bucharest)
8.02.2022 Michael Hofstetter (University of Cambridge) 3pm
Fabio Toninelli (Technical University of Vienna) 4pm
15.02.2022 Ionuț Munteanu ("Alexandru Ioan Cuza" University of Iași)
22.02.2022 Sky Cao (Stanford University)
1.03.2022 Jakob Björnberg (University of Gothenburg)
8.03.2022 Marcin Lis (University of Vienna)
15.03.2022 Alexis Prevost (University of Cambridge)
Term 3
For further information contact Oana Lang at, Xue-Mei Li at, or Dan Crisan at