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Stochastic Analysis Seminar 2010-11

Stochastic analysis seminar 2010/2011
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  
13.10.2010 Jie Xiong (Tennessee)
  Super Brownian motion as the unique strong solution to an SPDE
27.10.2010 Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics)
  All talks will be held in B3:02
  2:00 Franco Fagnola (Milan) Quantum Markov semigroups
  3:30 Jiang-Lun Wu (Swansea) On a non-linear stochastic parabolic equation of Burgers type
  4:30 Alexander Mijatovic (Warwick) TBA
03.11.2010 Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics)
  All talks will be held in B3:02
  2:00 Huyen Pham (Paris) Optimal investment under multiple defaults and recursive systems of BSDEs
  3:30 Eberhard Mayerhofer (Vienna) A characterization of non-central Wishart distributions
  4:30 Raphael Rossignol (Paris) Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation
17.11.2010 D. Crisan (Imperial)
  Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
24.11.2010 B. Hambly (Oxford)
  The random conductor model
01.12.2010 Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics)
  All talks will be held in B3:02
  2:00 Boualem Djehiche (Stockholm) On a system of backward SPDEs with interacting obstacles related to an optimal investment under uncertainty
  3:30 Nicholas Bingham (Imperial) Cancelled
  4:30 Jon Weare (Chicago) Affine Invariant Markov Chain Monte-Carlo
Term 2  
12.01.2011 S. Chhita (Brown)
  Particle Systems arising from an Antiferromagnetic Ising Model
26.01.2011 V. Kolokoltsov (Warwick)
  Nonlinear Lévy processes and interacting particles
02.02.2011 N. Zygouras (Warwick)
  Semidirected Random Polymers
09.02.2011 N. Fournier (Paris)
  Asymptotics of the one-dimensional forest fire process
16.02.2011 M. Arisawa (Cambridge)
  Strong maximum principle and ergodicity of pure jump processes
23.02.2011 Stochastic Analysis / Midlands Probability Seminar (joint with the Department of Statistics)
  All talks will be held in MS:03
  2:00 L. Rey-Bellet (Amherst) Game theory and statistical mechanics
  3:30 Fen Yu (Bristol) Rate of adaptation under weak selection and recombination
  4:30 Pawel Sztonyk (Wroclaw) Asymptotics of Transition Densities of Jump Processes
02.03.2011 E. Priola (Turino)
  Pathwise uniqueness for singular SDEs driven by stable processes
09.03.2011 O. Lakkis (Sussex)
  Strong L^p error estimates in computing the stochastic Allen-Cahn equation
16.03.2011 G. Peccati (Luxembourg)
  Universality of Wiener chaos
Term 3  
04.05.2011 Samy Tindel (Nancy)
  Concentration properties for rough differential equations
11.05.2011 Igor Krasovsky (Brunel/Imperial)
  Toeplitz determinants and their applications
18.05.2011 Simon Harris (Bath)
  Branching Brownian motion in an inhomogeneous branching potential
08.06.2011 Alexander Grigoryan (Bielfeld) 2:30pm
  Escape rate of Brownian motion on complete Riemannian manifolds
08.06.2011 Stephan De Bièvre (Lille)
  Approach to equilibrium in a dynamical Lorentz gas
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.

EAST MIDLANDS STOCHASTIC ANALYSIS SEMINAR

15th October 2010 Programme