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Schedule

All talks will be held in Room MS.02

Monday

09:00 - 10:00 Registration in Office B1.37
10:00 - 10:40 S. Aida (Tohuku) Tunneling for spatially cut-off P(ϕ)2-Hamiltonians
10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room
11:15 - 11:55 F. Baudoin (Purdue) Functional inequalities for subelliptic diffusion operators via curvature bounds
12:00 - 12:40 A. Thalmaier (Luxembourg) Brownian motion with respect to moving metrics and Perelman's entropy formula
12:40 - 14:30 Lunch break
14:30 - 15:10 M. Röckner (Bielefeld) Localization of solutions to stochastic porous media equations: finite speed of propagation
15:10 - 16:00 Tea & Coffee in the Mathematics Institute Common Room
16:00 - 16:40 M. Hairer (Warwick) Diffusion Monte-Carlo with a twist
16:45 - 17:25 A. Debussche (Cachan, Bretagne) Diffusion limit for stochastic kinetic equations
17:30 - 18:10 D. Applebaum (Sheffield) Second quantised representation of Mehler semigroups associated with Banach space valued Levy processes
18:20 - 20:00 Reception/Buffet Dinner in the Mathematics Institute Common Room

Tuesday
09:15 - 09:55 D. Bakry (Toulouse) Diffusions and orthogonal polynomials
10:00 - 10:40 J. Zabczyk (PAS Warsaw) SPDEs with Lévy noise for the bond market
10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room
11:15 - 11:55 E. Pardoux (Marseille) Feller's branching diffusion with logistic growth: genealogies, and a path valued Markov process indexed by the initial population size
12:00 - 12:40 M. Sanz-Solé (Barcelona) A support theorem for stochastic waves in dimension three
12:40 - 14:30 Lunch in the Mathematics Institute Common Room
14:30 - 15:10 Short talks:
14:30 - 14:40 E. Hausenblas (Leoben) Numerical Approximation of Stochastic Evolution equations in UMD Banach spaces
14:45 - 14:55 M. Neklyudov (Tübingen Universität) The role of noise in finite ensembles of nanomagnetic particles
15:00 - 15:10 E. Hall (Edinburgh) Accelerated spatial approximations for time discretized stochastic partial differential equations
15:10 - 16:00 Tea & Coffee in the Mathematics Institute Common Room
16:00 - 16:40 A.B. Cruzeiro (Imperial) Stochastic calculus of variations on the diffeomorphisms group
16:45 - 17:25 H. Zhao (Loughborough) Random periodic solution of SDEs and SPDEs

Wednesday
09:15 - 09:55 A. Veretennikov (Leeds) On Poisson equations for "ergodic" generators of the second order
10:00 - 10:40 L. Mytnik (Technion) Multifractal analysis of superprocesses with stable branching in dimension one
10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room
11:15 - 11:55 J. Teichmann (ETH, Zurich) Finite dimensional realizations for the CNKK-volatility surface model
12:00 - 12:40 T. Zhang (Manchester) Mixed boundary value problems of semielliptic PDEs and BSDEs with singular coefficients
12:40 - 14:30 Lunch in the Mathemtaics Institute Common Room

Thursday
09:15 - 09:55 D. Crisan (Imperial) Robust filtering: correlated noise and multidimensional observation
10:00 - 10:40 L. Zambotti (Paris VI) CSBPs with immigration and Fleming-Viot processes with mutation
10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room
11:15 - 11:55 M. Romito (Florence) Densities for the 3D Navier-Stokes equations with Gaussian noise
12:00 - 12:40 M. Arnaudon (Poitiers) Generalized Navier-Stokes flows
12:40 - 14:30 Lunch break
14:30 - 15:10 Short talks:
14:30 - 14:40 M. Maurelli (Scuola Normale Superiore, Pisa) DEs and linear SPDEs with rough coefficients arising from fluid dynamics
14:45 - 14:55 A. Andersson (Chalmers, Sweden) Weak error of finite element approximations of a nonlinear stochastic heat equation 
15:00 - 15:10 B. Gess (Bielefeld) Stochastic dynamics induced by porous media equations with space-time linear multiplicative noise
15:10 - 16:00 Tea & Coffee in the Mathematics Institute Common Room
16:00 - 16:40 S. Fang (Bourgogne) Diffusion processes with the singular drift on complete Riemannian manifolds
16:45 - 17:25 A. Truman (Swansea) A Stochastic BZ Model and the Satellites of Jupiter and Saturn
18:30 for 20:00 Conference Dinner at Saxon Mill

Friday
10:00 - 10:40 I. Gyongy (King's Buildings) Finite difference schemes in degenerate filtering
10:40 - 11:15 Tea & Coffee in the Mathematics Institute Common Room
11:15 - 11:55 T. Lyons (Oxford) The expected signature of Brownian motion on exit from a domain
12:00 - 12:40 Z. Brzezniak (York) Strong and weak solutions to the stochastic Landau-Lifshitz equation and their asymptotic behaviour
12:40 - 14:00 Lunch in the Mathematics Institute Common Room
14:00 - 14:40 M. Scheutzow (TU Berlin) Exponential growth rate for a single linear stochastic delay differential equation
14:45 - 15:25 H. Kunita Non-degenerate SDE with jumps and its hypoelliptic property