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Seminars (SPDW06)

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