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Stochastic Analysis 2012-13

Stochastic analysis seminar 2012/2013
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
03.10.2012 Carlos Escudero Liébana (Madrid)
The morphogenetic problem for stochastic partial differential equations
10.10.2012 Yaozhong Hu (Kansas)
Convergence in density of some nonlinear Gaussian functionals
17.10.2012 Olivier Raimond (Orsay)
Three examples of Brownian flows on R
24.10.2012 Ian Melbourne (Warwick)
Homogenization of fast-slow deterministic maps and flows
31.10.2012 Jin Feng (Kansas)
A Hamilton-Jacobi equation in space of probability measure with application to a conjecture by Onsager
07.11.2012 Stochastic Analysis / Midlands Probability Seminar (joint with the Statistics Department)
All talks will be held in A1:01
2:00 Ron Doney (Manchester) Conditional Fluctuation Theory with infinite mean
3:00 Pierre Patie (Brussels) Fluctuation theory for completely asymmetric Markov processes
4:30 Michela Ottobre (Warwick) Random walk in random environment
14.11.2012 Tomohiro Sasamoto (Chiba)
Replica analysis of the 1D KPZ equation
21.11.2012 Bertrand Cloez (Paris)
On the long time behaviour of some piecewise deterministic Markov processes
28.11.2012 Peter Friz (Berlin)
Marginal density expansion with applications to Levy area and the Stein--Stein model
05.12.2012 Stochastic Analysis / Midlands Probability Seminar (joint with the Statistics Department)
All talks will be held in A1:01
2:00 Stefan Adams (Warwick) Large deviations and gradient flows
3:30 Jiri Cerny (Vienna) Randomly trapped random walks
4:30 Said Hamadene (Le Mans) Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles
Term 2
09.01.2013 Stochastic Analysis / Midlands Probability Seminar (joint with the Statistics Department)
All talks will be held in B3:02
2:00 Nizar Demni (Rennes) Dunkl processes in dihedral wedges
3:30 Yan Fyodorov (QMUL) Fluctuations and extreme values in multifractal patterns
16.01.2013 Martin Slowik (TU Berlin)
Quenched invariance principle for random conductance model in a general ergodic environment
30.01.2013 Charles-Édouard Bréhier (ENS Cachan)
Numerical analysis of highly oscillatory Stochastic PDEs
06.02.2013 Jean-Christophe Mourrat (EPFL)
Random walks in random potential and their Lyapunov exponents
13.02.2013 Stochastic Analysis / Midlands Probability Seminar (joint with the Statistics Department)
All talks will be held in B1:01
2:00 Ivan Nourdin (Univ. Lorraine) TBA
3:00 Anita Winter (Essen) TBA
4:30 Cyril Labbé (Paris 6) The eve property and the genealogy of continuous-state branching processes
20.02.2013 Christian Korff (Glasgow) Stochastic analysis / Statistical mechanics seminar
Quantum cohomology via vicious and osculating walkers
27.02.2013 Two talks that day!
3:00 in D1:07 Dirk Blömker (Augsburg) Accuracy and stability of the continuous-time 3DVAR Filter for 2D Navier-Stokes Equation
4:00 in B3:02 Matt Roberts (Warwick) Intermittency in branching random walk in random environment
Term 3
24.04.2013 Marc Arnaudon (Bordeaux)
A stochastic algorithm finding generalized means on compact manifolds
08.05.2013 Nicolas Perkowski (HU Berlin)
Paraproducts, controlled distributions, and nonlinear SPDEs
15.05.2013 Stochastic Analysis / Midlands Probability Seminar (joint with the Statistics Department)
All talks will be held in B3:02
2:00 Piotr Graczyk (Angers) Matrix squared Bessel processes and particle systems of squared Bessel processes
3:00 Nathanael Berestycki (Cambridge) Brownian motion in Liouville quantum gravity
4:30 Jordan Stoyanov (Newcastle) Some Recent Probabilistic Problems and Results
29.05.2013 Simon Malham (Heriot-Watt)
Algebraic structures underlying SDEs and efficient simulation
12.06.2013 Ronnie Loeffen (Manchester)
Spectral representations for affine processes
26.06.2013 Serge Cohen (Toulouse)
Diffusivity of a random walk on random walks
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.