| 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 |