In this talk we study the large time behaviour of some semilinear parabolic PDEs by a purely probabilistic approach. For that purpose, we show that the solution of a backward stochastic differential equation (BSDE) in finite horizon $T$ taken at initial time behaves like a linear term in $T$ shifted with a solution of the associated ergodic BSDE taken at inital time. Moreover we give an explicit rate of convergence: we show that the following term in the asymptotic expansion has an exponential decay. This is a Joint work with Ying Hu and Pierre-Yves Meyer from Rennes (IRMAR - France).

In this talk, we develop rough integration with jumps, offering a pathwise view on stochastic integration against cadlag processes.  A class of Marcus-like rough paths is introduced,which contains D. Williams’ construction of stochastic area for Lévy processes. We then established a Lévy–Khintchine type formula for the expected signature, based on“Marcus(canonical)"stochastic calculus. This calculus fails for non-Marcus-like Lévy rough paths and we treat the general case with Hunt’ theory of Lie group valued Lévy processes is made.

In this talk we will present some recent developments in the theory of ambit fields with a particular focuson limit theorems.
Ambit fields is a tempo-spatial class of models, which has been originally introduced by Barndorff-Nielsen and Schmiegel in the context of turbulence,
but found applications also in biology and finance. Its purely temporal analogue, Levy semi-stationary processes, has a continuous moving average structure
with an additional multiplicative random input (volatility or intermittency). We will briefly describe the main challenges of ambit stochastics, which
include questions from stochastic analysis, statistics and numerics. We will then focus on certain type of high frequency functionals typically called power variations.
We show some surprising non-standard limit theorems, which strongly depend on the driving Levy process. The talk is based on joint work with O.E. Barndorff-Nielsen, A. Basse-O'Connor,
J.M. Corcuera and R. Lachieze-Rey. 

Motivated by stochastic models for order books in stock exchanges we consider stochastic partial differential equations with a free boundary condition. Such equations can be considered generalizations of the classic (deterministic) Stefan problem of heat condition in a two-phase medium. 

Extending results by Kim, Zheng & Sowers we allow for non-linear boundary interaction, general Robin-type boundary conditions and fairly general drift and diffusion coefficients. Existence of maximal local and global solutions is established by transforming the equation to a fixed-boundary problem and solving a stochastic evolution equation in suitable interpolation spaces. Based on joint work with Marvin Mueller.

@email 

I will describe the Spatial Lambda-Fleming-Viot process, which is a model of evolution in a spatial continuum, and discuss the time and spatial scales on which selectively advantageous genes propagate through space. The appropriate scaling depends on the dimension of space, resulting in three distinct cases; d=1, d=2 and d>=3. In d=1 the limiting genealogy is the Brownian net whereas, by contrast, in d=2 local interactions give rise to a delicate damping mechanism and result in a finite limiting branching rate. This is joint work with Alison Etheridge and Daniel Straulino.

The theory of regularity structures allows one to give a meaning to several stochastic PDEs, including the Parabolic Anderson Model. So far, these equations have been considered on a torus. The goal of this talk is to explain how one can define the PAM on the whole space R^3. This is a joint work with Martin Hairer.

We’ll discuss applications of big data in financial services, LBG’s assets, architecture and analytics techniques as well as specific use cases within  LBG

In the Erdös-Rényi random graph process, starting from an empty graph, in each step a new random edge is added to the evolving graph. One of its most interesting features is the `percolation phase transition': as the ratio of the number of edges to vertices increases past a certain critical density, the global structure changes radically, from only small components to a single giant component plus small ones.

In this talk we consider Achlioptas processes, which have become a key example for random graph processes with dependencies between the edges.

Starting from an empty graph these proceed as follows: in each step two potential edges are chosen uniformly at random, and using some rule one of them is selected and added to the evolving graph. We discuss why, for a large class of rules, the percolation phase transition is qualitatively comparable to the classical Erdös-Rényi process.

Based on joint work with Oliver Riordan.

We give a necessary and sufficient condition for a map defined on a compact, quasiconvex and simply-connected space to factor through a tree. This condition can be checked using currents. In particular if the target is some Euclidean space and the map is H\"older continuous with exponent bigger than 1/2, such maps can be characterized by the vanishing of some integrals over the winding number. Moreover, this shows that if the target is the Heisenberg group equipped with the Carnot-Carath\'eodory metric and the H\"older exponent of the map is bigger than 2/3, the map factors through a tree.

The idea of A-free group, where A is a discrete ordered abelian group, has been introduced by Myasnikov, Remeslennikov and Serbin. It generalises the construction of free groups. A proof will be outlined that a group is A-free for some A if and only if it acts freely and without inversions on a \lambda-tree, where \lambda is an arbitrary ordered abelian group.