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 | MP4 | Extras | |
|---|---|---|---|---|
| Bally | Regularity for solutions of jump equations using an interpolation method |  |  | |
| Bingham | Brownian Manifolds, Negative Type and Geo-temporal Covariances | | | |
| Boedihardjo | Iterated integrals and the large noise limit of SDEs | | | |
| Bruned | Algebraic structures for SPDEs | | | |
| Brzezniak | On the (deterministic and stochastic) Navier-Stokes equations with constrained $L^2$ energy of the solution. | | | |
| Buckdahn | Mean-field SDE driven by a fractional BM. A related stochastic control problem | | | |
| Campese | A limit theorem for the moments in space of Browian local time increments | | ||
| Cannizzaro | Space-time Discrete KPZ Equation | | | |
| Cardaliaguet | Mean field games with local coupling | | | |
| Chevyrev | Renormalisation of singular SPDEs | | | |
| Cohen | Uncertainty in Kalman-Bucy Filtering | | | |
| Cont | Functional calculus and controlled rough paths | | | |
| Cruzeiro | Stochastic variational principles on Lie groups and semi-direct products | | | |
| Dalang | Hausdorff dimension of the boundary of Brownian bubbles | | ||
| dos Reis | Large Deviation Principles for McKean-Vlasov Equations in path space | | | |
| Elworthy | Ramer's finite co-dimensional forms in stochastic analysis. | | | |
| Feng | Ergodicity on Sublinear Expectation Spaces | | | |
| Flandoli | The 2D Euler equations with random initial conditions | | | |
| Foondun | Some comparison theorems for stochastic heat equations with coloured noise | | ||
| Friz | General semimartingales and rough paths | | | |
| Giles | Multilevel Monte Carlo methods | | | |
| Gyongy | On the Innovations Conjecture of Nonlinear Filtering | | | |
| Habermann | Small-time fluctuations for sub-Riemannian diffusion loops | | ||
| Hairer | Noise sensitivity of singular SPDEs | | ||
| Hambly | A stochastic McKean-Vlasov equation arising in finance | | | |
| Hausenblas | Hoh symbol, pseudodifferential operators and applications | | | |
| Holding | Propagation of chaos for Holder continuous interaction kernels via Glivenko-Cantelli | | | |
| Issoglio | Forward-backward SDEs with singular coefficients and their links to PDEs | | | |
| Jentzen | Solving high-dimensional nonlinear partial differential equations and high-dimensional nonlinear backward stochastic differential equations using deep learning | | ||
| Kendall | A Dirichlet Form approach to MCMC Optimal Scaling | | | |
| Kohatsu-Higa | Simulation methods based on the parametrix | | | |
| Kolokoltsov | Mean-Field Games with Common Noise and Nonlinear SPDEs | | | |
| Kurtz | Particle representations for stochastic partial differential equations | | | |
| Kusuoka | Euler-Maruyama Approximation and Greeks | | | |
| Li | Perturbation to Conservation Laws and Averaging on Manifolds | | ||
| Li | Branching processes, trees and stochastic equations | | | |
| Litterer | Gradient estimates and applications to nonlinear filtering | | | |
| Lord | Efficient time discretisation of parabolic SPDEs | | | |
| Lyons | From Hopf algebras to machine learning via rough paths | | ||
| Mao | Numerical Methods for Highly Nonlinear Stochastic Differential Equations | | | |
| Matsumoto | Quasiconformal mappings and two-dimensional diffusion processes | | | |
| Ni | The signature approach for the supervised learning problem with sequential data input and its application | | | |
| Norris | Master field on the sphere | | | |
| Nualart | Stochastic heat equation driven by a rough time-fractional noise | | | |
| Oberhauser | Learning from the order of events | | ||
| Ottobre | Non-reversibility and MCMC | | | |
| Papavasiliou | Likelihood Construction of discretely observed RDEs | | | |
| Pardoux | Homogenization of a random semilinear parabolic PDE : Central Limit Theorem | | | |
| Pavliotis | Mean field limits of interacting diffusions in multiscale potentials | | | |
| Perkowski | A weak universality result for the parabolic Anderson model | | | |
| Priola | Parabolic estimates and Poisson process | | | |
| Riedle | The stochastic Cauchy problem driven by cylindrical Lévy processes | | | |
| Rockner | Absolutely continuous solutions for continuity equations in Hilbert spaces | | | |
| Russo | BSDEs, martingale problems, pseudo-partial differential equations and applications | | | |
| Szpruch | Multilevel Monte Carlo for McKean-Vlasov SDEs. | | | |
| Tindel | Some limit theorems obtained by rough paths techniques | | | |
| Tretyakov | Long time numerical integration of stochastic differential equations | | | |
| Turner | Fluctuation results for planar random growth processes | | | |
| van Neerven | Weyl calculus with respect to the Gaussian measure and $L^p$-$L^q$ boundedness of the Ornstein-Uhlenbeck semigroup in complex time | | | |
| Weber | The dynamic $\Phi^4_3$ model comes down from infinity | | | |
| Wu | BMO and Morrey-Campanato estimates for stochastic singular integral operators and their applications to parabolic SPDEs | | | |
| Xiong | Particle representations for some SPDEs | | | |
| Xu | Weak universality of the KPZ equation | | | |
| Yang | Integration of geometric rough paths | | ||
| Zabczyk | Control of evolution equations with Levy noise | | | |
| Zhang | Global solutions of stochastic heat equations | | | |
| Zhao | Periodic Stochastic Dynamical Systems (PeriSDS) | | | |
| Zheng | Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients | | |