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Stochastic Analysis Seminar 2009-10

Stochastic analysis seminar 2009/2010
University of Warwick
Unless otherwise specified, the stochastic analysis seminar takes place on Wednesdays at 4:00 pm in the seminar room B3.02.
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)
  Non-intersecting Brownian motions and critical diffusions
5.5.2010 Thierry Levy (Paris/Geneva)
  Fluctuations of the eigenvalues of large unitary matrices taken under the heat kernel measure
12.5.2010 Brice Franke (Bochum)
  About diffusion in stationary incompressible flows
19.5.2010 East Midlands Stochastic Analysis Seminar
  All talks will be held in B3.02
  11:00 Andrey Dorogovtsev (Ukrainia) Stochastic calculus for flows with singularities
  2:00 Marco Romito (Florence) Analysis of a model for amorphous surface growth
  3:30 Kazumasa Kuwada (Ochanomizu) Two duality results on gradient estimates and Wasserstein controls
  4:30 Tom Kurtz (Wisconsin) Uniqueness for filtering equations
26.5.2010 Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics)
  All talks will be held in B3.02
  2:00 James Norris (Cambridge) Scaling limits for planar cluster growth
  3:30 Paul Lescot (Rouen) Bernstein diffusions, perturbed backward heat equation and interest rate models
  4:30 Ron Doney (Manchester) Local behaviour of first passage times
9.6.2010 Rongfeng Sun (Singapore)
  Brownian Web and the Howitt-Warren flow
16.6.2010 East Midlands Stochastic Analysis Seminar
  All talks will be held in MS.04
  2:00 Vladimir Bogachev (Moscow) Invariant measures of diffusions and associated elliptic equations for measures
  3:30 Yoshiki Otobe (Shinshu) Recurrent properties for quantum mechanics
  4:30 Takis Souganidis (Chicago) Homogenization of fully nonlinear equations in random environments
For further information contact Neil O'Connell at n.m.o-connell@warwick.ac.uk, Martin Hairer at m.hairer@warwick.ac.uk, Xue-Mei Li at xuemei@xuemei.org, or Roger Tribe at R.P.Tribe@warwick.ac.uk.