Events

There were no scheduled events in 2020 due to covid-19 circumstances.

• Paths between Probability, PDEs, and Physics: Conference 2019
  1-5 July 2019
  We will have invited talks from speakers specializing in stochastic analysis, rough paths, statistical mechanics, random surfaces, quantum field theory, stochastic PDE/ODE, dispersive PDE, and stochastic homogenization. 

• Workshop on Stochastic Analysis, Geometry and Statistics
  21–22 June 2018
  A workshop exploring the following topics: Geometry and Stochastic Analysis, Information Geometry, Variational Approach to Fokker-Planck.
• Workshop on Particle Methods and Data Assimilation
  8 May–10 May 2018
  An EPSRC Mathematics of Planet Earth CDT event aiming to cover aspects of particle methods and data assimilation.

• New Frontiers in Mathematics
  15 January 2018
  An Imperial and CNRS International Symposium to mark the inauguration of a joint research unit in the field of Mathematics ‘Abraham de Moivre’. Find out more about this event, including videos of some of the lectures by Professors Martin Hairer and Cedric Villani.

• Jim Gatheral's 60th Birthday Conference, Courant Institute, NYU, 13-15 October 2017
• International Workshop on BSDEs, SPDEs and their Applications, Edinburgh 3-7 July 2017
  
• LMS-EPSRC Durham Symposium on Stochastic Analysis, 10-20 July 2017
• Oberwolfach Workshop: Mathematics of Quantitative Finance, Oberwolfach, 26 February-4 March 2017

• Rough Volatility Meeting, London, 7-8 October 2016
• London-Paris Bachelier Workshop, Paris, 28-29 September 2016
• Workshop At the Frontiers of Quantitative Finance, ICMS, Edinburgh, 27-30 June 2016

Please check back

• UK Probability Meeting 2014
  15-19 September 2014
  

• Introduction to Malliavin calculus
  Spring term course (6 lectures)
  22 January - 26 February 2014
  Speaker: Dr Yuxin Yang (Imperial College)

• 'Discrete-time sequential Monte Carlo methods for filtering and optimization'
  Autumn Term Course (5 lectures)
  2nd October - 11th December 2013
  Speaker: Professor Joaquin Miguez (Universidad Carlos III de Madrid)
  

• Workshop on `Large deviations and asymptotic methods in finance'
  Imperial College London, 9-11 April 2013

• AHOI Workshop on Ambit Stochastics and Applications
  Imperial College London, 25-27 March 2013

• Graduate course on Stochastic Control
  Professor Carsten Hartmann (Berlin), Imperial College, February/March 2013

• Beijing-London workshop on Stochastic Analysis
  King`s College London, 5th October 2012

• Workshop on numerical methods for solving the filtering problem
  Oxford, September 2012

• Internal Meeting on Finance and Mathematics
  2nd May, 2pm-7pm

• Mathematics Colloquium "Random surfaces, random geometries"
  Professor Wendelin Werner (Université Paris-Sud 11)

• Two workshops on numerical methods for solving the filtering problem and high order methods for solving nonlinear PDEs
  September 2010 and September 2011

• The Stochastic Analysis Invited Session at the 7th ISAAC Congress organized at Imperial
  July 2009

• LMS-EPSRC funded Short Course on Stochastic Partial Differential Equations
  July 2008

• Meeting on advanced MCMC Methods
  March 2006