Workshop Programme
for period 14-15 June
Workshop on Filtering
14-15 June
Timetable
| Monday 14 June | ||
| 09:30-09:50 | Registration and a word from the organisers | SPD |
| 09:50-10:40 | Krylov, N (University of Minnesota) | SPD |
| Kalman-Bucy filter and SPDEs with growing lower-order coefficients in W1p spaces without weights. | Sem 1 | |
| 10:40-11:20 | Morning coffee | SPD |
| 11:20-12:10 | Weis, L (Karlsruhe Institute of Technology (KIT)) | SPD |
| Regularity results for parabolic stochastic PDEs . | Sem 1 | |
| 12:10-13:00 | Elworthy, D (Warwick) | SPD |
| Geometric approach to filtering some illustrations | Sem 1 | |
| 13:00-14:00 | Lunch | SPD |
| 14:00-14:50 | Gyongy, I (Edinburgh) | SPD |
| On accelerated numerical schemes for nonlinear filtering. | Sem 1 | |
| 14:50-15:40 | Tretyakov, M (University of Leicester) | SPD |
| Nonlinear filtering algorithms based on averaging over characteristics and on the innovation approach. | Sem 1 | |
| Tuesday 15 June | ||
| 09:00-09:50 | Del Moral, P (Bordeaux) | SPD |
| A backward particle interpretation of Feynman-Kac formulae with applications to filtering and smoothing problems | Sem 1 | |
| 09:50-10:40 | Rogers, C (Cambridge) | SPD |
| Least-action filtering | Sem 1 | |
| 10:40-11:20 | Morning coffee | SPD |
| 11:20-12:10 | Stannat, W (Technische Universitat Darmstadt) | SPD |
| Stability of the optimal filter for nonergodic signals - a variational approach | Sem 1 | |
| 12:10-13:00 | Veretennikov, A (Leeds) | SPD |
| On filtering equations with non-specified initial data | Sem 1 | |
| 13:00-14:00 | Lunch | SPD |
| 14:00-14:50 | Friz, P (Technische Universitat Berlin) | SPD |
| Rough path stability of SPDEs arising in non-linear filtering and beyond | Sem 1 | |
| 14:50-15:40 | Lee, W (Warwick) | SPD |
| Filtering of wave equation in high dimension | Sem 1 | |
| Other Seminars |
|
Seminars in the University National and International Scientific Research Meetings |