Mon, 29 May 2006
14:15
14:15
DH 3rd floor SR
Random rewards, Fractional Brownian local times and stable self-similar processes
Prof Serge Cohen
(Université de Toulouse)
Forthcoming events in this series
Mon, 22 May 2006
15:45
15:45
DH 3rd floor SR
Mon, 22 May 2006
14:15
14:15
DH 3rd floor SR
Exotic couplings of Brownian motion
Prof Wilfrid Kendall
(University of Warwick)
Abstract
/notices/events/abstracts/stochastic-analysis/tt06/Kendall.shtml
Mon, 15 May 2006
15:45
15:45
DH 3rd floor SR
A deterministic Markov process with a lot of random structure
Prof Terence Lyons
(Oxford University)
Abstract
TBA
Mon, 15 May 2006
14:15
14:15
DH 3rd floor SR
Optimal transportation and Ricci curvature for metric measure spaces
Prof Karl-Theodor Sturm
(University of Bonn)
Mon, 08 May 2006
15:45
15:45
DH 3rd floor SR
Mon, 08 May 2006
14:15
14:15
DH 3rd floor SR
Mon, 01 May 2006
15:45
15:45
DH 3rd floor SR
Thoughts about the transition function jump-type Markov processes
Prof. Niels Jacob
(University of Wales, Swansea)
Abstract
/samath/seminars/njacob_abstract.pdf
Mon, 06 Mar 2006
15:45
15:45
DH 3rd floor SR
Central Limit Theorems and Invariance Principles for Deterministic Dynamical Systems
Professor Ian Melbourne
(University of Surrey)
Mon, 06 Mar 2006
14:15
14:15
DH 3rd floor SR
Diffusion in a weakly random Hamilton flow
Professor Tomasz Komorowski
(Marie Curie Sklodowska University, Poland)
Mon, 27 Feb 2006
15:45
15:45
DH 3rd floor SR
Mon, 27 Feb 2006
14:15
14:15
DH 3rd floor SR
Random fields as priors for inverse problems
Dr Chris Farmer
(OCIAM & Schlumberger Abingdon Technology Centre, Oxford)
Mon, 20 Feb 2006
14:15
14:15
DH 3rd floor SR
Stationary distributions of multi-type particle systems
Dr James Martin
(Department of Statistics, Oxford)
Mon, 13 Feb 2006
15:45
15:45
DH 3rd floor SR
Mon, 13 Feb 2006
14:15
14:15
DH 3rd floor SR
Mon, 06 Feb 2006
15:45
15:45
DH 3rd floor SR
Mon, 06 Feb 2006
14:15
14:15
DH 3rd floor SR
Some aspects of model uncertainty and robustness in finance
Professor Alexander Schied
(Technical University of Berlin)
Mon, 30 Jan 2006
15:45
15:45
DH 3rd floor SR
Thoughts about the transition function of jump-type Markov processes
Professor Niels Jacob
(University of Wales, Swansea)
Mon, 30 Jan 2006
14:15
14:15
DH 3rd floor SR
Branching diffusion on Lobachevsky space with variable fission: the Hausdorff dimension of the limiting set
Dr Mark Kelbert
(University of Wales, Swansea)
Mon, 23 Jan 2006
15:45
15:45
DH 3rd floor SR
A new look at limits theorms for sequential Monte-Carlo Methods
Dr Eric Moulines
(Ecole Nationale Superieure des Telecommunications)
Abstract
/notices/events/abstracts/stochastic-analysis/ht06/Moulines.shtml
Mon, 23 Jan 2006
14:15
14:15
DH 3rd floor SR
Limit theorems for subsequences of random variables
Professor Sergey Bobkov
(University of Minnesota)
Abstract
We will be discussing limit
behaviour of sums along subsequences of a given sequence of non-correlated
random variables. Some results are applied to the classical trigonometric system
in the Berkes model.
/notices/events/abstracts/stochastic-analysis/ht06/bobkov.shtml
Mon, 16 Jan 2006
15:45
15:45
DH 3rd floor SR
A Feynman-Kac representation formula for fully nonlinear PDE's
Professor Nizar Touzi
(Tanaka Business School, Imperical College London)