East Midlands Stochastic Analysis seminars
Supported by the London Mathemarical Society
September 2008-September 2009
Z. Brzezniak (York), K.D.Elworthy(Wrawick), Xue-Mei Li(Warwick), HuaiZhong Zhao(Loughborough)
- Warwick Meeting
- Date: 29 Oct 2008.
- Location: Warwick University
- Local organizer: Xue-Mei Li.
- Speakers and their titles:
- M. Arnaudon (Poitiers) Horizontal diffusions in the space of C1 paths in a
manifold.
- Natesh Pillai (Warwick Stats) A result on Levy Random measures.
- Arnaud de La Pradelle (Paris) An alternative approach to integrals along
rough paths.
- York Meeting.
- Date: 29 May 2009.
- Location: York University
- Local organizer: Zdislaw Brzezniak.
- For detail see Program
- Speakers and their titles:
- Olaf Wittich (Enschede, The Netherlands): Brownian motion conditioned to
submanifolds
- Martin Hairer (Courant): How hot can a heat bath get?
- Roy Chantrell (York): Stochastic models of ultrafast magnetisation
reversal at elevated temperatures.
- Warwick Meeting.
- Date: 21/10/2009
- Location: University of Warwick
- Local organizer: K. D. Elworthy
- For detail see Program
- Speakers and their titles:
- E. Shamarova (Porto)
Navier-Stokes equations and forward-backward SDEs on the group of diffeo. of a torus
- Z. Brzezniak (York)
Stochastic wave evolution in Riemannian homogeneous spaces
- H. Kunita (Japan)
Regularity and smooth densities of jump-diffusions determind by SDE.
- Loughborough Meeting.
- Date: 04/09/2009.
- Location: Loughborough Univ.. Local
- Local Organiser: H. Zhao
- Speakers and their titles:
- Z. Qian (Oxford) Backward stochastic dynamics on a filtered probability space
- M. Techranchi (Cambridge) Hedging portfolios in derivatives markets
- N. Cutland (York) Stochastic Navier-Stokes equations: ideas and results using
nonstandard analysis.