Workshop Programme
for period 6-7 April
Rough Paths, SPDEs and Related Topics
6-7 April
Timetable
| Tuesday 06 April | ||
| 09:00-10:00 | Lejay, A (INRIA) | SPD |
| An introduction to rough paths | Sem 2 | |
| 10:00-11:00 | Von Renesse, M (Leipzig) | SPD |
| Ergodicity of stochastic curve shortening flow | Sem 2 | |
| 11:00-12:00 | Souganidis, T (Chicago) | SPD |
| Fully nonlinear second order pde with rough paths and stochastic viscosity solutions | Sem 2 | |
| 12:00-13:00 | Hairer, M (Warwick) | SPD |
| Stochastic Burgers equations and rough paths | Sem 2 | |
| 13:00-14:00 | Lunch | SPD |
| 14:00-15:00 | Kawabi, H (Okayama) | SPD |
| Precise asymptotics for infinite dimensional Ito-Lyons maps of Brownian rough paths | Sem 2 | |
| 15:00-16:00 | Crisan, D (Imperial College) | SPD |
| An application of the Kusuoka-Lyons-Victoir cubature method to the numerical solution of BSDEs | Sem 2 | |
| 16:00-17:00 | Soner, M (ETH Zuerich) | SPD |
| Financial markets with uncertain volatility | Sem 2 | |
| Wednesday 07 April | ||
| 08:30-09:30 | Oberhauser, H (Technische Universitat Berlin) | SPD |
| A (rough) pathwise approach to some SPDEs | Sem 2 | |
| 10:30-11:30 | Gyongy, I (Edinburgh) | SPD |
| On the rate of convergence of nonlinear filters when the observation processes converge | Sem 2 | |
| 11:30-12:30 | Mattingly, J (Duke) | SPD |
| Malliavin calculus for non-adapted SPDEs | Sem 2 | |
| 12:30-14:00 | Lunch | SPD |
| 14:00-15:00 | Lyons, T (Oxford) | SPD |
| Evolving communities with individual preferences | CMS Mtg Rm 2 | |
| 15:00-16:00 | Lions, PL (Universite Paris-Dauphine) | SPD |
| Not so rough paths | CMS Mtg Rm 2 | |
| 16:00-17:00 | Flandoli, F (Universita di Pisa) | SPD |
| Examples of regularisation by noise | CMS Mtg Rm 2 | |
| Other Seminars |
|
Seminars in the University National and International Scientific Research Meetings |