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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

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