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Seminars (SPDW06)

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Event When Speaker Title Presentation Material
SPDW06 6th April 2010
09:00 to 10:00
A Lejay An introduction to rough paths
SPDW06 6th April 2010
10:00 to 11:00
M Von Renesse Ergodicity of stochastic curve shortening flow
SPDW06 6th April 2010
11:00 to 12:00
T Souganidis Fully nonlinear second order pde with rough paths and stochastic viscosity solutions
SPDW06 6th April 2010
12:00 to 13:00
M Hairer Stochastic Burgers equations and rough paths
SPDW06 6th April 2010
14:00 to 15:00
H Kawabi Precise asymptotics for infinite dimensional Ito-Lyons maps of Brownian rough paths
SPDW06 6th April 2010
15:00 to 16:00
D Crisan An application of the Kusuoka-Lyons-Victoir cubature method to the numerical solution of BSDEs
SPDW06 6th April 2010
16:00 to 17:00
M Soner Financial markets with uncertain volatility
SPDW06 7th April 2010
08:30 to 09:30
H Oberhauser A (rough) pathwise approach to some SPDEs
SPDW06 7th April 2010
10:30 to 11:30
I Gyongy On the rate of convergence of nonlinear filters when the observation processes converge
SPDW06 7th April 2010
11:30 to 12:30
J Mattingly Malliavin calculus for non-adapted SPDEs
SPDW06 7th April 2010
14:00 to 15:00
T Lyons Evolving communities with individual preferences
SPDW06 7th April 2010
15:00 to 16:00
PL Lions Not so rough paths
SPDW06 7th April 2010
16:00 to 17:00
F Flandoli Examples of regularisation by noise
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons