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

TimeActivity
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

TimeActivity
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