Stochastic analysis seminar 2019/2020
Imperial College London
Unless otherwise specified, the stochastic analysis seminar takes place on Tuesdays at 3:00 pm in Room 140, Huxley Building, Department of Mathematics.
Term 1
08.10.2019 Federica Dragoni (Cardiff)
Ergodic Mean Field Games with H\"ormander diffusions
15.10.2019 Francesco Russo (ENSTA)
McKean Stochastic Differential Equations and Non-Conservative PDEs
22.10.2019 Eugene Lytvynov (Swansea)
Orthogonal polynomials of Levy white noise and umbral calculus
29.10.2019 Elena Issoglio (Leeds)
A numerical scheme for multidimensional SDEs with distributional drift
05.11.2019 Laurent Chevillard (ENS Lyon)
Modeling some aspects of the random nature of fluid turbulence and of multifractality using fractional Ornstein-Uhlenbeck processes.
Milton Jara (IMPA)
Entropy methods in Markov chain mixing
12.11.2019 Julien Berestycki (Oxford)
Brownian bees in the infinite swarm limit
Andreas Sojmark (ICL)
Noisy integrate-and-fire models for electrically coupled neurons
19.11.2019 Nikolay Barashkov (Bonn)
A variational approach to \phi^4_3
Nizar Touzi (Ecole Polytechnique)
Random horizon backward SDEs
26.11.2019 Aurélien Deya (IEC Nancy)
A non-linear wave equation with fractional perturbation
Nate Eldredge (Northern Colorado)
Uniform volume doubling and functional inequalities on Lie groups
03.12.2019 Ioan Manolescu (Fribourg)
Scaling relations for the 2D random-cluster model
10.12.2019 Matthias Winkel (Oxford)
The Aldous diffusion
Term 2
07.01.2020 Henri Altman (ICL)
A wetting model in the continuum
14.01.2020 Nathanaël Berestycki (University of Vienna)
Dimers and Imaginary Geometry
Benedikt Stufler (Universität Zürich)
Local convergence of random planar graphs
21.01.2020 Budhiraja, Amarjit (UNC)
Uniform Large Deviation Estimates for SDE in Banach Spaces
28.01.2020 Remi Rhodes (Aix-Marseille)
Semigroups associated to the Gaussian Free Field and application to Conformal Bootstrap
Benjamin Fehrman (Oxford)
Large deviations in interacting particle systems and stochastic PDE
04.02.2020 David Belius (University of Basel)
The TAP-Plefka variational principle for mean field spin glasses
William Salkeld (University of Edinburgh)
The Support of McKean Vlasov equations and Rough Quantization: Brownian motion case
11.02.2020 Glaudo Federico (ETH)
18.02.2020 Philip Protter (Columbia)
25.02.2020 Ryuya Namba (Ritsumeikan University)
03.03.2020 Christina Goldschmidt (Oxford)
Matt Roberts (University of Bath)
10.03.2020 Giovanni Conforti (Ecole Polytechnique)
10.03.2020 Jin Feng (U. Kansas)
Hydrodynamic limit large deviation for stochastic Carleman particles, a Hamilton-Jacobi approach
Term 3
For further information contact Eyal Neumann at, Xue-Mei Li at, or Dan Crisan at