London Mathematical Society -- EPSRC Durham Symposium
Stochastic Analysis
2017-07-10 to 2017-07-20

Slides and Movies of Talks

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Speaker Title PDF MP4 Extras
BallyRegularity for solutions of jump equations using an interpolation methodpdfmp4
BinghamBrownian Manifolds, Negative Type and Geo-temporal Covariancespdfmp4
BoedihardjoIterated integrals and the large noise limit of SDEspdfmp4
BrunedAlgebraic structures for SPDEspdfmp4
BrzezniakOn the (deterministic and stochastic) Navier-Stokes equations with constrained $L^2$ energy of the solution.pdfmp4
BuckdahnMean-field SDE driven by a fractional BM. A related stochastic control problempdfmp4
CampeseA limit theorem for the moments in space of Browian local time incrementspdf
CannizzaroSpace-time Discrete KPZ Equationpdfmp4
CardaliaguetMean field games with local couplingpdfmp4
ChevyrevRenormalisation of singular SPDEspdfmp4
CohenUncertainty in Kalman-Bucy Filteringpdfmp4
ContFunctional calculus and controlled rough pathspdfmp4
CruzeiroStochastic variational principles on Lie groups and semi-direct productspdfmp4
DalangHausdorff dimension of the boundary of Brownian bubblespdf
dos ReisLarge Deviation Principles for McKean-Vlasov Equations in path spacepdfmp4
ElworthyRamer's finite co-dimensional forms in stochastic analysis.pdfmp4
FengErgodicity on Sublinear Expectation Spacespdfmp4
FlandoliThe 2D Euler equations with random initial conditionspdfmp4
FoondunSome comparison theorems for stochastic heat equations with coloured noisepdf
FrizGeneral semimartingales and rough pathspdfmp4
GilesMultilevel Monte Carlo methodspdfmp4
GyongyOn the Innovations Conjecture of Nonlinear Filteringpdfmp4
HabermannSmall-time fluctuations for sub-Riemannian diffusion loopsmp4
HairerNoise sensitivity of singular SPDEsmp4
HamblyA stochastic McKean-Vlasov equation arising in financepdfmp4
HausenblasHoh symbol, pseudodifferential operators and applicationspdfmp4
HoldingPropagation of chaos for Holder continuous interaction kernels via Glivenko-Cantellipdfmp4
IssoglioForward-backward SDEs with singular coefficients and their links to PDEspdfmp4
JentzenSolving high-dimensional nonlinear partial differential equations and high-dimensional nonlinear backward stochastic differential equations using deep learningpdf
KendallA Dirichlet Form approach to MCMC Optimal Scalingpdfmp4
Kohatsu-HigaSimulation methods based on the parametrixpdfmp4
KolokoltsovMean-Field Games with Common Noise and Nonlinear SPDEs pdfmp4
KurtzParticle representations for stochastic partial differential equationspdfmp4
KusuokaEuler-Maruyama Approximation and Greekspdfmp4
LiPerturbation to Conservation Laws and Averaging on Manifoldspdf
LiBranching processes, trees and stochastic equationspdfmp4
LittererGradient estimates and applications to nonlinear filteringpdfmp4
Lord Efficient time discretisation of parabolic SPDEspdfmp4
LyonsFrom Hopf algebras to machine learning via rough pathsmp4
MaoNumerical Methods for Highly Nonlinear Stochastic Differential Equationspdfmp4
MatsumotoQuasiconformal mappings and two-dimensional diffusion processespdfmp4
NiThe signature approach for the supervised learning problem with sequential data input and its applicationpdfmp4
NorrisMaster field on the spherepdfmp4
NualartStochastic heat equation driven by a rough time-fractional noisepdfmp4
OberhauserLearning from the order of eventspdf
OttobreNon-reversibility and MCMCpdfmp4
PapavasiliouLikelihood Construction of discretely observed RDEspdfmp4
PardouxHomogenization of a random semilinear parabolic PDE : Central Limit Theorempdfmp4
PavliotisMean field limits of interacting diffusions in multiscale potentialspdfmp4
PerkowskiA weak universality result for the parabolic Anderson modelpdfmp4
PriolaParabolic estimates and Poisson processpdfmp4
RiedleThe stochastic Cauchy problem driven by cylindrical Lévy processespdfmp4
RocknerAbsolutely continuous solutions for continuity equations in Hilbert spacespdfmp4
RussoBSDEs, martingale problems, pseudo-partial differential equations and applicationspdfmp4
SzpruchMultilevel Monte Carlo for McKean-Vlasov SDEs.pdfmp4
TindelSome limit theorems obtained by rough paths techniquespdfmp4
TretyakovLong time numerical integration of stochastic differential equationspdfmp4
TurnerFluctuation results for planar random growth processespdfmp4
van NeervenWeyl calculus with respect to the Gaussian measure and $L^p$-$L^q$ boundedness of the Ornstein-Uhlenbeck semigroup in complex timepdfmp4
WeberThe dynamic $\Phi^4_3$ model comes down from infinitypdfmp4
WuBMO and Morrey-Campanato estimates for stochastic singular integral operators and their applications to parabolic SPDEs pdfmp4
XiongParticle representations for some SPDEspdfmp4
XuWeak universality of the KPZ equationpdfmp4
YangIntegration of geometric rough pathspdf
ZabczykControl of evolution equations with Levy noisepdf
ZhangGlobal solutions of stochastic heat equationspdfmp4
ZhaoPeriodic Stochastic Dynamical Systems (PeriSDS)pdfmp4
ZhengUnique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficientspdfmp4