Sat, 10 Dec 2016

11:30 - 12:00

L5

Spatial/Lambda-Fleming Viot model with selection in a fluctuating environment

ALEKSANDER KLIMET

(University of Oxford)

Sat, 10 Dec 2016

11:00 - 11:30

L5

MOTM option pricing under rough volatility

BENJAMIN STEMPER

(University of Berlin)

Sat, 10 Dec 2016

10:00 - 10:30

L5

Some results on the Signature and Cubature for the fractional Brownian motions for H>1/2

RICCARDO PASSEGGERI

(Imperial College London)

Sat, 10 Dec 2016

09:30 - 10:00

L5

Tail asymptotics of Brownian signature

HORATIO BOEDIHARDJO

(University of Reading)

Sat, 10 Dec 2016

09:00 - 09:30

L5

Fluctuation of Glauber dynamic for 2-dimensional Ising-like models at criticality

MASSIMO IBERTI

(University of Warwick)

Fri, 09 Dec 2016

16:30 - 17:00

L5

Scaling limit of the odometer i the divisible sandpile

ALESSANDRA CIPRIANI

(University of Bath)

Fri, 09 Dec 2016

16:00 - 16:30

L5

Discrete Paracontrolled approach to SPDE's

MARTIN JORG

(University of Berlin)

Fri, 09 Dec 2016

15:30 - 16:00

L5

Pattern size in Gaussian fields from pinodal decompostion

LUIGI AMEDEO BIANCHI

(University of Berlin)

Fri, 09 Dec 2016

14:30 - 15:00

L5

One-dependent walks in hypergeometric-Dirichlet environments

TAL ORENSHTEIN

(University of Berlin)

Fri, 09 Dec 2016

14:00 - 14:30

L5

The moments of Levy's area using sticky shuffle Hopf algebras

YUE WU

(University of Berlin)