- 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