• 19 July 23: Goncalo dos Reis (U Edinburgh) – High order splitting methods for stochastic differential equations
  • 5 Jul 23: Paul Gassiat (Paris-Dauphine) – Zero noise limit for singular ODE regularized by fractional noise
  • 5 Jul 23: Anna Aksamit (Sidney) – Superhedging duality for multi-action options under model uncertainty with information delay
  • 21 Jun 23: Yufei Zhang (LSE London) – Exploration-exploitation trade-off for continuous-time reinforcement learning
  • 21 Jun 23: Mike Cranston (UC Irvine) – The Riemann zeta distribution on integers
  • 21 Jun 23: Guanxing Fu (Hong Kong Polytechnic U) – Mean field portfolio games
  • 7 Jun 23: Günter Last (Karlsruhe) – Poisson hulls and nonparametric boundary models
  • 7 Jun 23: Giorgia Callegaro (Padova) – A McKean-Vlasov game of commodity production, consumption and trading
  • 24 May 23: Annika Lang (Chalmers) – Simulation of random fields on Riemannian manifolds
  • 24 May 23: Jere Koskela (Warwick) – Piecewise-deterministic Monte Carlo with discontinuities
  • 10 May 23: Carsten Chong (Columbia) – Statistical inference for rough volatility
  • 10 May 23: Sam Cohen (Oxford) – Stability and approximation of projection filters
  • 26 Apr 23: Martin Herdegen (Warwick) – Optimal Investment and Consumption with Epstein-Zin Stochastic Differential Utility and Proportional Transaction Costs
  • 26 Apr 23: Anders Szepessy (KTH Stockholm) – Mean-field molecular dynamics derived from quantum mechanics
  • 26 Apr 23: Masaaki Fukasawa (Osaka) – When to efficiently rebalance a portfolio
  • 15 Feb 23: Mathias Trabs (KIT) – Statistics for SPDEs based on discrete observations
  • 15 Feb 23: Ana Djurdjevac (FU Berlin) – Synchronisation for scalar conservation laws via Dirichlet boundary
  • 25 Jan 23: Avi Mayorcas (TU Berlin) – Blow-up criteria for an SPDE model of chemotaxis
  • 25 Jan 23: Lukas Gonon (Imperial) – Detecting asset price bubbles using deep learning
  • 11 Jan 23: Chiranjib Mukherjee (WWU Münster) – Subcritical Gaussian multiplicative chaos in the Wiener space
  • 11 Jan 23: Jan Palczewski (University of Leeds) – Equilibria in non-Markovian zero-sum stopping games with asymmetric information
  • 7 Dec 22: Xiaolu Tan (Chinese University of Hong Kong) – A mean-field version of Bank–El Karoui’s representation of stochastic processes
  • 7 Dec 22: Wei Xu (HU Berlin) – Functional limit theorems for quasi-stationary Hawkes processes
  • 23 Nov 22: Huyen Pham (Paris) – Learning in continuous time mean-field control problems
  • 23 Nov 22: Dylan Possamaï (ETH Zurich) – Moral hazard for time-inconsistent agents and BSVIEs
  • 9 Nov 22: Hanno Gottschalk (Wuppertal) – Foundations and Applications of Generative Adversarial Learning
  • 9 Nov 22: Jochen Blath (Goethe-Uni FFM) – The effects of dormancy in population genetics, evolution and ecology
  • 26 Oct 22: Nils Berglund (Orléans) – Stochastic resonance in stochastic PDEs
  • 26 Oct 22: Raul Tempone (RWTH Aachen & KAUST) – Multi-iteration Estimators for Stochastic Optimization
  • 20 July 22: Gianmario Tessitore (Milano-Bicocca) – Space regularity of Young evolution equations in Banach spaces
  • 6 July 22: Ilya Chevyrev (Edinburgh) – The signature method in machine learning
  • 6 July 22: Ludovic Tangpi (Princeton) – A probabilistic approach to the convergence of large population games to mean field games
  • 22 June 22: Guillaume Baverez (HU Berlin) – The Virasoro structure of Liouville conformal field theory and applications
  • 15 June 22: Andreas Eberle (U Bonn) – Coupling approaches for Langevin dynamics and nonlinear stochastic differential equations
  • 8 June 22: Jodi Dianetti (U Bielefeld) – Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
  • 25 May 22: Steffen Dereich (WWU Münster) – Traces left by random walk in the neighbourhood of a vertex
  • 27 Apr 22: Fausto Gozzi (LUISS University Rome) – On mean field control in infinite dimension
  • 16 Feb 22: Samuel Cohen (Oxford) – Identifiability in Inverse reinforcement learning
  • 9 Feb 22: Peter Pfaffelhuber (Freiburg) – Some stochastic slow-fast systems from the life sciences
  • 26 Jan 22: Dirk Erhard (Bahia) – Weak coupling limit of the Anisotropic KPZ equation 
  • 12 Jan 22: Max Nendel (Bielefeld) – Markovian transition semigroups under model uncertainty
  • 15 Dec 21: Martin Larsson (Carnegie Mellon) – Stochastic portfolio theory and rank-based particle systems
  • 1 Dec 21: Ilya Chevyrev (Edinburgh) – Stochastic quantisation of gauge fields
  • 24 Nov 21: Alekos Cecchin (Ecole Polytechnique) – Mean field games with Wright-Fisher common noise
  • 17 Nov 21: Boualem Djehiche (KTH Stockholm) – Propagation of chaos for a class of mean-field reflected BSDEs with jumps
  • 3 Nov 21: Lisa Hartung (U Mainz) – Branching Brownian motion with self repulsion
  • 3 Nov 21: Sebastian Andres (U Manchester) – Heat kernel bounds for Liouville Brownian motion
  • 3 Nov 21: Geoffrey Grimmett (U Cambridge) – Site percolation on hyperbolic planar graphs
  • 27 Oct 21: Christophe Garban (U Lyon 1) – Vortex fluctuations in continuous spin systems and lattice gauge theory
  • 14 Jul 21: Pierre-François Rodriguez (Imperial) – Universality classes for three-dimensional percolation models with long-range dependence
  • 7 Jul 21: Chiranjib Mukherjee (Münster) – Gibbs Measures with Space-Time Singularities
  • 30 Jun 21: Sören Christensen (Kiel) and Lukas Trottner (Mannheim) – Learning to reflect: data-driven stochastic optimal control strategies for diffusions and Lévy processes
  • 16 Jun 21: Xin Guo (Berkeley) – Itô’s formula for semimartingales on flows of probability measures
  • 2 Jun 21: Eduardo Abi Jaber (Paris 1) – Stochastic Volterra equations: theory, numerics and control
  • 26 May 21: Saïd Hamadene (Le Mans Université) – Mean-field reflected backward stochastic differential equation
  • 19 May 21: Mykhaylo Shkolnikov (Princeton) – A sharp interface limit in the Giacomin-Lebowitz model of phase segregation
  • 12 May 21: Alexander Drewitz (Köln) – Critical exponents for a percolation model on transient graphs
  • 5 May 21: Lukasz Szpruch (U Edinburgh) – Gradient Flows for Regularized Stochastic Control Problems
  • 14 Apr 21: Mihaî Sirbu (U Texas Austin) – The asymptotic value of discrete timing in zero-sum games with mixed strategies
  • 24 Feb 21: Nina Holden (ETH Zurich) – Integrability of Schramm-Loewner evolutions via conformal welding of random surfaces
  • 17 Feb 21: Alessandra Cipriani (Delft) – The discrete membrane model on trees
  • 10 Feb 21: Ronnie Sircar (Princeton) – Cryptocurrencies, Mining & Mean Field Games
  • 3 Feb 21: Christa Cuchiero (U Vienna) – Universality of affine and polynomial processes
  • 27 Jan 21: Frank den Hollander (Leiden) – Spatial populations with seed-bank: equilibria and finite-systems scheme
  • 20 Jan 21: Ludovic Tangpi (Princeton) – Backward propagation of chaos and large population games asymptotics
  • 13 Jan 21: Emmanuel Gobet (Ecole Polytechnique) – Weak Approximations and VIX Option Prices Expansions in Rough Forward Variances Models
  • 17 Dec 20: Josef Teichmann (ETH Zurich) – Randomized Signatures and Reservoir Computing
  • 18 Nov 20: Hendrik Weber (Bath) – Bounds for RDEs with non-linear damping
  • 17 June 20: Dmitry Belyaev (Oxford) – Level sets of Gaussian fields
  • 6 May 20: Alison Etheridge (Oxford) – Branching Brownian motion, mean curvature flow and the motion of hybrid zones