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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

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