Imperial Stochastics Day 2017, 3 October 2017
The Imperial Stochastics Day will showcase research in Stochastic analysis by new staff and postdocs joining the Department of Mathematics in Autumn 2017.
Registration is required for attending the workshop. To register please email m.guzzon@imperial.ac.uk before Sept 30, 2017.
The event will take place in LT 340, Huxley Building.
TIMETABLE
Time | Activity |
---|---|
09:20 - 09:30 | Rama Cont Registration and Opening remarks |
09:30 - 10:10 | Martin Hairer Boundary Renormalisation of Stochastic PDEs |
10:10 - 10:35 | Giuseppe Cannizzaro Space-time Discrete KPZ Equation |
10:35 - 11:00 | Alexander Kalinin Mild solutions to path-dependent PDEs |
11:00 - 11:20 | Coffee Break - Outside LT 340 |
11:20 -12:00 | Xue-Mei Li Brownian Motions, Brownian Bridges and all that… |
12:00 - 12:25 | Yvain Bruned Algebraic Structures for SPDEs |
12:25 - 12:50 | Ajay Chandra Critical Phenomena in Space and Time |
12:50 - 13.40 | Lunch - Outside LT 340 |
13:40 - 14:05 | Koha Le Density Estimates for the Parabolic Anderson Random Fields |
14:05 - 14:30 | Tom Holding Stochastic Wave Equations: Open Problems and Approaches |
14:30 - 14:55 | Athena Piccarelli Some High Order Schemes for Parabolic Hamilton-Jacobi-Bellman Equations |
Previous Events
Imperial Finance and Stochastics Day 2016, 13 October 2016
TIMETABLE
Time | Activity |
---|---|
09:20 - 09:30 | Rama Cont Registration and Opening remarks |
09:30 - 10:10 | Pietro Siorpaes Martingale Polar Sets |
10:10 - 10:50 | Eyal Neuman Pathwise Uniqueness for The Stochastic Heat Equation with Multiplicative White Noise |
10:50 - 11:10 | Coffee Break |
11:10 - 11:50 | Alex Hening Persistence and Extinction for Populations Modeled by Stochastic Differential Equations or Piecewise Deterministic Markow Processes |
11:50 - 12:30 | Athena Picarelli A Class of Filtered Schemes for Second Order Hamilton-Jacobi-Bellman Equations |
12:30 - 13:10 | Sandeep Juneja (Tata Institute of Fundamental Research, Mumbai) Dynamic Portfolio Credit Risk Measurement |
13:10 - 14:30 | Lunch for Registered Participants |