| Term 1 | |
| 07.10.2009 |
Jinqiao Duan (Chicago) |
|
Some Topological Aspects of Random Dynamical Systems
|
| 14.10.2009 |
Gregorio Moreno (Paris) |
|
The environment seen by the particle for directed polymers in random environments
|
| 21.10.2009 |
Florian Theil (Warwick) |
|
Evolution in random energy landscapes
|
| 4.11.2009 |
Stochastic Analysis / Midlands Probability Seminar
(joint with the Department of Statistics) |
| All talks will be held in B3:02
|
| 2:00 Xunyu Zhou (Oxford)
Quantile Formulation: A New Paradigm for Portfolio Selection
|
| 3:30 Alexander Cox (Bath)
Root's Skorokhod Embedding: Optimality and applications to variance options
|
| 4:30 Oleg Zaboronski (Warwick)
Multi-scaling of occupation probabilities for one-dimensional coalescing random walks
|
| 13.11.2009 |
Stochastic Analysis / Applied Mathematics and Statistics seminar |
|
(Friday) 12 noon in B3.02 (Note the unusual time and day). |
|
Andreas Eberle (Bonn) |
|
Quantitative approximations of evolving probability measures and
sequential Markov Chain Monte Carlo methods |
| 2.12.2009 |
Stochastic Analysis / Midlands Probability Seminar
(joint with the Department of Statistics) |
| The first two talks will be held in
A1.01 and the third talk will be held in B3:02
|
| 2:15 John Biggins (Sheffield)
Anomalous spreading in the branching random walk
|
| 3:45 Vlad Bally (Paris)
Malliavin calculus for jump processes and applications to jump type equations
|
| 4:45 Dario Spano (Warwick)
Ancestry and spectrum of Jacobi and Hahn processes |
| Term 2 | |
| 20.1.2010 |
Martin Hairer (Warwick) |
|
Singular perturbation of rough stochastic PDEs
|
| 27.1.2010 |
Alan Hammond (Oxford) |
|
Dynamics of negotiation in the network bargaining problem
|
| 3.2.2010 |
Stochastic Analysis / Midlands Probability Seminar
(joint with the Department of Statistics) |
| All talks will be held in A1.01
|
| 2:00 René Schilling (Germany) A remark on the existence of transition densities for Lévy processes
|
| 3:30 Martijn Pistorius (Imperial) Continuously monitored barrier options under Markov processes
|
| 4:30
Stefan Grosskinsky (Warwick)
Some limit theorems for zero-range condensation
|
| 10.2.2010 |
Huaizhong Zhao (Loughborough) |
|
Stochastic Partial Differential Equations via Backward Doubly Stochastic Differential Equations
|
| 17.2.2010 |
Tusheng Zhang (Manchester) |
|
A Probabilistic Approach to Dirichlet Problems of Semilinear Elliptic PDEs With Singular Coefficients
|
| 24.2.2010 |
Stochastic Analysis / Midlands Probability Seminar
(joint with the Department of Statistics) |
| All talks will be held in B3.02
|
| 2:00 John Moriarty (Manchester) Hitting lines with planar Wiener and Ornstein-Uhlenbeck processes
|
| 3:30 Leonid Mytnik (Technion) Infinite rate mutually catalytic branching model
|
| 4:30
Jonathan Mattingly (Duke)
Numerics of SDEs
|
| 10.3.2010 |
Hubert Lacoin (Rome) |
|
Superdiffusivity and strong disorder for directed polymers
|
| 11.3.2010 |
Ashkan Nikeghbali (Zürich) MS.05 at 4pm |
|
Some probabilistic methods in random matrix theory and number theory
|
| 17.3.2010 |
Hiroshi Kawabi (Okayama) |
|
On uniqueness of Dirichlet operators to Gibbs measures
on a path space with exponential interactions
|
| Term 3 | |
| 28.4.2010 |
Pierre Van Moerbeke (Louvain) |
|
TBA
|
| 5.5.2010 |
Thierry Levy (Paris/Geneva) |
|
TBA
|
| 19.5.2010 |
Tom Kurtz (Wisconsin) |
|
TBA
|
| 26.5.2010 |
Stochastic Analysis / Midlands Probability Seminar
(joint with the Department of Statistics) |
| All talks will be held in B3.02
|
| 2:00 Ron Doney (Manchester) TBA
|
| 3:30 Paul Lescot (Rouen) TBA
|
| 4:30
James Norris (Cambridge)
TBA
|
| 9.6.2010 |
Rongfeng Sun (Singapore) |
|
Brownian Web and the Howitt-Warren flow
|
| 16.6.2010 |
Alain-Sol Sznitman (Zürich) |
|
TBA
|