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