Stochastic analysis seminar 2022/2023
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 140, Huxley building, and online via Zoom.
Term 1
11.10.2022 Ernst Philip (Imperial College) 3pm
New frontiers in statistical inference for stochastic processes
Rongfeng Sun (Singapore) 4pm
The two-dimensional continuum random field Ising model
18.10.2022 Eugene Lytvynov (Swansea University) 3pm
Quasi-free states on the CAR algebra and determinantal point processes
25.10.2022 Dan Goreac (Université Gustave Eiffel - Marne la Vallée) 3pm
Controlled mean-field flows with state constraints
01.11.2022 Alexandre Stauffer (University of Bath) 3pm
Non-equilibrium multi-scale analysis and coexistence in competing first-passage percolation
08.11.2022 Mohammud Foondun (University of Strathclyde) 3pm
Existence and non-existence of global solution to some stochastic partial differential equations
15.11.2022 Radomyra Shevchenko (Max-Planck Institute)
Parameter estimation for the fractional-white wave equation via power variations
22.11.2022 Antoine Dahlqvist (University of Sussex) 3pm
The planar master field and the Yang-Mills measure on surfaces
29.11.2022 Sasha Sodin (Queen Mary University of London) 3pm
Sets of non-Lyapunov behaviour for Schroedinger cocycles
06.12.2022 Andreas Kyprianou (University of Bath) 3pm
When k tribes go to war
13.12.2022 Ivan Nourdin (University of Luxembourg) 3pm
Spectral central limit theorem for additive functionals of Gaussian fields
Term 2
17.01.2023 Trishen Gunaratnam (University of Geneva) 3pm
Multiscale coupling of $P(\phi)_2$ models and the law of the maximum
Romain Panis (University of Geneva) 4pm
Translation invariant Gibbs measures and continuity for φ^4_d via random tangled currents
24.01.2023 Karen Habermann (University of Warwick)
A polynomial expansion for Brownian motion and the associated fluctuation process
31.01.2023 Salvador Ortiz-Latorre (University of Oslo)
Strong solutions for singular SDEs driven by fractional Brownian motion
7.02.2023 Johannes Bäumler (TU Munich)
Chemical distances for long-range percolation
14.02.2023 Wilhelm Stannat (TU Berlin)
Two results on the optimal control for stochastic partial differential equations (SPDE)
21.02.2023 Theresa Lange (Bielefeld University)
Global existence and non-uniqueness-in-law for 3D Euler equations with transport noise
28.02.2023 Sandro Franceschi (Télécom SudParis)
Reflected Brownian motion in a cone: a study of the transient case.
7.03.2023 Serge Cohen (Institut Mathématique de Toulouse) 3pm
Transition of the simple random walk on the graph of the ice-model
Arturo Kohatsu-Higa (Ritsumeikan University) 4pm
Approximations for Black-Scholes model with regime switching
14.03.2023 Aurélien Deya (Institut Élie Cartan de Lorraine) 3pm (Room 144, Huxley Building)
Renormalization of a stochastic NLS model
Ioannis Karatzas (Columbia University) 4pm (Room 144, Huxley Building)
Sequential estimation with control and discretionary stopping
21.03.2023 James-Michael Leahy (Imperial College London)
Euler-Poincaré equations (roughly)
Term 3
For further information contact Oana Lang at, Xue-Mei Li at, or Dan Crisan at