School of Mathematics, Tel: +44 (0) 1509 22 2861

Stochastic analysis seminars 2009/2010

Seminars and events
  
The stochastic analysis seminar mainly covers some fundamental problems in stochastic analysis, stochastic ordinary differential equations and stochastic partial differential equations.       
 

Forthcoming events

(down to past events)

Date Time/Place Speaker Title
Tue 22 Jun 2010 15:00 in W005a Wei Liu (Bielefeld) Existence and Uniqueness of Solutions to SPDE with Locally Monotone Coefficients

Past events

(back to forthcoming events)

Date Time/Place Speaker Title
Thurs 20 Aug 2009 15:00 in W1.90 Professor Zhiming Ma (Chinese Academy of Mathematics and System Sciences, Beijing) Stationary distribution of browsing processes
Fri 4 Sep 2009 14:00 in W1.90 East Midlands Stochastic Analysis Seminar

Zhongmin Qian (Oxford)
Mike Techranchi (Cambridge)
Nigel Cutland (York)


Backward stochastic dynamics on a filtered probability space
Hedging portfolios in derivatives markets
Stochastic Navier-Stokes equations: ideas and results using nonstandard analysis
Mon 5 Oct 2009 15:00 in W1.90 Jinqiao Duan (Illinois Institute of Technology) Some topological aspects of random dynamical systems
Mon 12 Oct 2009 15:00 in W1.90 Jinqiao Duan (Illinois Institute of Technology) Random dynamical systems with non-Gaussian noises
Wed 28 Oct 2009 14:00 in W0005a Daniel Ueltschi (Warwick) Random Permutations with Nonuniform Distributions
Wed 11 Nov 2009 14:00 in W0005a Alex Belton (Lancaster) Quantum Feynman-Kac Perturbations
Wed 9 Dec 2009 14:00 in W0005a Peter Windridge (Warwick) Minimising the time to a decision
Wed 20 Jan 2010 14:00 in W0005a Paul Lescot (Rouen) Isovectors for the Black-Scholes equation
Fri 29 Jan 2010 14:00 in W0005a Yong Liu (Peking) Some ergodic theorems of linear systems of interacting diffusion
Wed 3 Feb 2010 14:00 in W0005a Kamil Kaleta (Wroclaw) Intrinsic ultracontractivity for stable Feynman-Kac semigroups
Wed 17 Feb 2010 14:00 in W003 Salah Mohammed (Carbandale) Dynamics of 2D Stochastic Navier Stokes Equations
Thu 25 Feb 2010 14:00 in W1.90 Tadahisa Funaki (Suzuka, Japan) Brascamp-Lieb inequality and its applications to Wiener integrals for centered Bessel processes
Thu 25 Feb 2010 15:30 in W1.90 Bin Xie (Shinshu) Strong Feller property and irreducibility of stochastic differential equations driven by Lévy noises
Wed 3 Mar 2010 14:00 in W003 Lihu Xu (Bonn) TBA
Wed 17 Mar 2010 14:00 in W003 B Schmalfuss (Paderborn) Invariant manifolds for stochastic partial differential equations
Wed 24 Mar 2010 14:00 in W003 Peter Kloeden (Frankfurt) Random attractors and the preservation of synchronization in the presence of noise
Fri 30 Apr 2010 14:00 in W190 Carl Mueller (Rochester) Nonuniqueness for some stochastic PDEs
Fri 30 Apr 2010 15:30 in W190 Francesco Russo (Paris 13) Mean-Variance hedging in incomplete markets and applications, the case of additive processes
Fri 30 Apr 2010 16:30 in W190 Neil O'Connell (Warwick) Directed polymers and the quantum Toda lattice

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