Convergence of a particle method for a regularized spatially homogeneous
Landau equation
 Carrillo, J Delgadino, M Wu, J Mathematical Models and Methods in Applied Sciences (M3AS) http://arxiv.org/abs/2211.07015v1
Averaging along irregular curves and regularisation of ODEs
 Catellier, R Gubinelli, M Stochastic Processes and their Applications volume 126 issue 8 2323-2366 (Aug 2016)
KPZ Reloaded
 Gubinelli, M Perkowski, N Communications in Mathematical Physics volume 349 issue 1 165-269 (30 Jan 2017)
A priori estimates for rough PDEs with application to rough conservation laws
 Deya, A Gubinelli, M Hofmanová, M Tindel, S Journal of Functional Analysis volume 276 issue 12 3577-3645 (Jun 2019)
Wed, 09 Mar 2022
12:00
L1

OCIAM TBC

Sameh Tawfick
(The University of Illinois at Urbana-Champaign)
A class of filtered spaces arising in filtered statistical problems
 Kramkov, D Russian Mathematical Surveys volume 47 issue 2 224-225 (30 Apr 1992)
On Comparison of Some Statistical Models of Signal + Noise Type
 Kramkov, D Theory of Probability and Its Applications volume 38 issue 3 537-540 (17 Sep 1994)
Large Financial Markets: Asymptotic Arbitrage and Contiguity
 Kabanov, Y Kramkov, D Theory of Probability and Its Applications volume 39 issue 1 182-187 (17 Jan 1995)
On the Rational Pricing of the Russian Option for the Symmetrical Binomial Model of a $(B,S)$-Market
 Kramkov, D Shiryaev, A Theory of Probability and Its Applications volume 39 issue 1 153-162 (17 Jan 1995)
Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time
 Shiryaev, A Kabanov, Y Kramkov, D Melnikov, A Theory of Probability and Its Applications volume 39 issue 1 61-102 (17 Jan 1995)
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