Wed, 26 Feb 2025
11:00
L4

Nonlinear rough Fokker--Planck equations

Fabio Bugini
(Technische Universitat Berlin)
Abstract

We present an existence and uniqueness result for nonlinear Fokker--Planck equations driven by rough paths. These equations describe the evolution of the probability distributions associated with McKean--Vlasov stochastic dynamics under (rough) common noise.  A key motivation comes from the study of interacting particle systems with common noise, where the empirical measure converges to a solution of such a nonlinear equation. 
Our approach combines rough path theory and the stochastic sewing techniques with Lions' differential calculus on Wasserstein spaces.

This is joint work with Peter K. Friz and Wilhelm Stannat.

Random Subspace Cubic-Regularization Methods, with Applications to Low-Rank Functions
Cartis, C Shao, Z Tansley, E (16 Jan 2025)
Tensor-based Dinkelbach method for computing generalized tensor eigenvalues and its applications
Chen, H Zhu, W Cartis, C (16 Jan 2025)
Tue, 11 Mar 2025

13:00 - 14:00
N3.12

Mathematrix: Board Games Social

Abstract

Come chill out after a busy term and play some board games with us. We'll provide some games but feel free to bring your own!

Tue, 11 Feb 2025

13:00 - 14:00
N3.12

Mathematrix: What is a minority in Mathematics?

Abstract

A question we get asked all the time! We'll also be discussing the numerous ways our identities as Mathematicians are shaped by being a minority. Free lunch provided.

Sat, 01 Mar 2025

10:00 - 16:30
Mathematical Institute

Oxford Women and Non-Binary in Mathematics Day 2025: Pathways to Progress

Further Information
conference logo showing pi symbol door with pathways to progress written round it

Oxford Women and Non-Binary People in Mathematics Day 2025: Pathways to Progress

Saturday 1st March 2025 - 10-4:30 - Mathematical Institute

Building on the success of last year's conference, this year's event, 'Pathways to Progress' will showcase the varied paths that women and non-binary people can take within Maths, from art to teaching to academia to tech. We will be bringing together mathematicians from across the UK for a schedule of talks, workshops, and networking sessions. The aim is to encourage women and non-binary people to pursue careers in Mathematics, to promote women and non-binary role models, and to bring together a community of like-minded people.

This event is open to everyone, regardless of their gender identity. More details can be found on our website https://www.oxwomeninmaths.co.uk/ and the registration form is here.

Time-Integrated Southern-Sky Neutrino Source Searches with 10 Years of
IceCube Starting-Track Events at Energies Down to 1 TeV
Abbasi, R Ackermann, M Adams, J Agarwalla, S Aguilar, J Ahlers, M Alameddine, J Amin, N Andeen, K Argüelles, C Ashida, Y Athanasiadou, S Axani, S Babu, R Bai, X V, A Baricevic, M Barwick, S Bash, S Basu, V Bay, R Beatty, J Tjus, J Beise, J Bellenghi, C BenZvi, S Berley, D Bernardini, E Besson, D Blaufuss, E Bloom, L Blot, S Bontempo, F Motzkin, J Meneguolo, C Böser, S Botner, O Böttcher, J Braun, J Brinson, B Brisson-Tsavoussis, Z Brostean-Kaiser, J Brusa, L Burley, R Butterfield, D Campana, M Caracas, I Carloni, K Carpio, J Chattopadhyay, S Chau, N Chen, Z Chirkin, D Choi, S Clark, B Coleman, A Coleman, P Collin, G Connolly, A Conrad, J Corley, R Cowen, D Clercq, C DeLaunay, J Delgado, D Deng, S Desai, A Desiati, P Vries, K Wasseige, G DeYoung, T Diaz, A Díaz-Vélez, J Dierichs, P Dittmer, M Domi, A Draper, L Dujmovic, H Durnford, D Dutta, K DuVernois, M Ehrhardt, T Eidenschink, L Eimer, A Eller, P Ellinger, E Mentawi, S Elsässer, D Engel, R Erpenbeck, H Esmail, W Evans, J Evenson, P Fan, K Fang, K Farrag, K Fazely, A Fedynitch, A Feigl, N Fiedlschuster, S Finley, C Fischer, L Fox, D Franckowiak, A Fukami, S Fürst, P Gallagher, J Ganster, E Garcia, A Garcia, M Garg, G Genton, E Gerhardt, L Ghadimi, A Girard-Carillo, C Glaser, C Glüsenkamp, T Gonzalez, J Goswami, S Granados, A Grant, D Gray, S Griffin, S Griswold, S Groth, K Guevel, D Günther, C Gutjahr, P Ha, C Haack, C Hallgren, A Halve, L Halzen, F Hamacher, L Hamdaoui, H Minh, M Handt, M Hanson, K Hardin, J Harnisch, A Hatch, P Haungs, A Häußler, J Helbing, K Hellrung, J Hermannsgabner, J Heuermann, L Heyer, N Hickford, S Hidvegi, A Hill, C Hill, G Hmaid, R Hoffman, K Hori, S Hoshina, K Hostert, M Hou, W Huber, T Hultqvist, K Hünnefeld, M Hussain, R Hymon, K Ishihara, A Iwakiri, W Jacquart, M Jain, S Janik, O Jansson, M Jeong, M Jin, M Jones, B Kamp, N Kang, D Kang, W Kang, X Kappes, A Kappesser, D Kardum, L Karg, T Karl, M Karle, A Katil, A Katz, U Kauer, M Kelley, J Khanal, M Zathul, A Kheirandish, A Kiryluk, J Klein, S Kobayashi, Y Kochocki, A Koirala, R Kolanoski, H Kontrimas, T Köpke, L Kopper, C Koskinen, D Koundal, P Kowalski, M Kozynets, T Krieger, N Krishnamoorthi, J Krishnan, T Kruiswijk, K Krupczak, E Kumar, A Kun, E Kurahashi, N Lad, N Gualda, C Lamoureux, M Larson, M Lauber, F Lazar, J DeHolton, K Leszczyńska, A Liao, J Lincetto, M Liu, Y Liubarska, M Love, C Lu, L Lucarelli, F Luszczak, W Lyu, Y Madsen, J Magnus, E Mahn, K Makino, Y Manao, E Mancina, S Mand, A Sainte, W Mariş, I Marka, S Marka, Z Marsee, M Martinez-Soler, I Maruyama, R Mayhew, F McNally, F Mead, J Meagher, K Mechbal, S Medina, A Meier, M Merckx, Y Merten, L Mitchell, J Montaruli, T Moore, R Morii, Y Morse, R Moulai, M Mukherjee, T Naab, R Nakos, M Naumann, U Necker, J Negi, A Neste, L Neumann, M Niederhausen, H Nisa, M Noda, K Noell, A Novikov, A Pollmann, A O'Dell, V Olivas, A Orsoe, R Osborn, J O'Sullivan, E Palusova, V Pandya, H Park, N Parker, G Parrish, V Paudel, E Paul, L Heros, C Pernice, T Peterson, J Pizzuto, A Plum, M Pontén, A Popovych, Y Rodriguez, M Pries, B Procter-Murphy, R Przybylski, G Pyras, L Raab, C Rack-Helleis, J Rad, N Ravn, M Rawlins, K Rechav, Z Rehman, A Resconi, E Reusch, S Rhode, W Riedel, B Rifaie, A Roberts, E Robertson, S Rodan, S Rongen, M Rosted, A Rott, C Ruhe, T Ruohan, L Ryckbosch, D Safa, I Saffer, J Salazar-Gallegos, D Sampathkumar, P Sandrock, A Santander, M Sarkar, S Savelberg, J Savina, P Schaile, P Schaufel, M Schieler, H Schindler, S Schlickmann, L Schlüter, B Schlüter, F Schmeisser, N Schmidt, T Schneider, J Schröder, F Schumacher, L Schwirn, S Sclafani, S Seckel, D Seen, L Seikh, M Seo, M Seunarine, S Myhr, P Shah, R Shefali, S Shimizu, N Silva, M Skrzypek, B Smithers, B Snihur, R Soedingrekso, J Søgaard, A Soldin, D Soldin, P Sommani, G Spannfellner, C Spiczak, G Spiering, C Stachurska, J Stamatikos, M Stanev, T Stezelberger, T Stürwald, T Stuttard, T Sullivan, G Taboada, I Ter-Antonyan, S Terliuk, A Thiesmeyer, M Thompson, W Thwaites, J Tilav, S Tollefson, K Tönnis, C Toscano, S Tosi, D Trettin, A Elorrieta, M Upadhyay, A Upshaw, K Vaidyanathan, A Valtonen-Mattila, N Vandenbroucke, J Eijndhoven, N Vannerom, D Santen, J Vara, J Varsi, F Veitch-Michaelis, J Venugopal, M Vereecken, M Carrasco, S Verpoest, S Veske, D Vijai, A Walck, C Wang, A Weaver, C Weigel, P Weindl, A Weldert, J Wen, A Wendt, C Werthebach, J Weyrauch, M Whitehorn, N Wiebusch, C Williams, D Witthaus, L Wolf, M Wrede, G Xu, X Yanez, J Yildizci, E Yoshida, S Young, R Yu, F Yu, S Yuan, T Zegarelli, A Zhang, S Zhang, Z Zhelnin, P Zilberman, P Zimmerman, M (27 Jan 2025) http://arxiv.org/abs/2501.16440v1
Search for neutrino doublets and triplets using 11.4 years of IceCube
data
Abbasi, R Ackermann, M Adams, J Agarwalla, S Aguilar, J Ahlers, M Alameddine, J Amin, N Andeen, K Argüelles, C Ashida, Y Athanasiadou, S Axani, S Babu, R Bai, X V, A Baricevic, M Barwick, S Bash, S Basu, V Bay, R Beatty, J Tjus, J Beise, J Bellenghi, C BenZvi, S Berley, D Bernardini, E Besson, D Blaufuss, E Bloom, L Blot, S Bontempo, F Motzkin, J Meneguolo, C Böser, S Botner, O Böttcher, J Braun, J Brinson, B Brisson-Tsavoussis, Z Brostean-Kaiser, J Brusa, L Burley, R Butterfield, D Campana, M Caracas, I Carloni, K Carpio, J Chattopadhyay, S Chau, N Chen, Z Chirkin, D Choi, S Clark, B Coleman, A Coleman, P Collin, G Connolly, A Conrad, J Corley, R Cowen, D Clercq, C DeLaunay, J Delgado, D Deng, S Desai, A Desiati, P Vries, K Wasseige, G DeYoung, T Diaz, A Díaz-Vélez, J Dierichs, P Dittmer, M Domi, A Draper, L Dujmovic, H Durnford, D Dutta, K DuVernois, M Ehrhardt, T Eidenschink, L Eimer, A Eller, P Ellinger, E Mentawi, S Elsässer, D Engel, R Erpenbeck, H Esmail, W Evans, J Evenson, P Fan, K Fang, K Farrag, K Fazely, A Fedynitch, A Feigl, N Fiedlschuster, S Finley, C Fischer, L Fox, D Franckowiak, A Fukami, S Fürst, P Gallagher, J Ganster, E Garcia, A Garcia, M Garg, G Genton, E Gerhardt, L Ghadimi, A Girard-Carillo, C Glaser, C Glüsenkamp, T Gonzalez, J Goswami, S Granados, A Grant, D Gray, S Griffin, S Griswold, S Groth, K Guevel, D Günther, C Gutjahr, P Ha, C Haack, C Hallgren, A Halve, L Halzen, F Hamacher, L Hamdaoui, H Minh, M Handt, M Hanson, K Hardin, J Harnisch, A Hatch, P Haungs, A Häußler, J Helbing, K Hellrung, J Hermannsgabner, J Heuermann, L Heyer, N Hickford, S Hidvegi, A Hill, C Hill, G Hmaid, R Hoffman, K Hori, S Hoshina, K Hostert, M Hou, W Huber, T Hultqvist, K Hünnefeld, M Hussain, R Hymon, K Ishihara, A Iwakiri, W Jacquart, M Jain, S Janik, O Jansson, M Jeong, M Jin, M Jones, B Kamp, N Kang, D Kang, W Kang, X Kappes, A Kappesser, D Kardum, L Karg, T Karl, M Karle, A Katil, A Katz, U Kauer, M Kelley, J Khanal, M Zathul, A Kheirandish, A Kiryluk, J Klein, S Kobayashi, Y Kochocki, A Koirala, R Kolanoski, H Kontrimas, T Köpke, L Kopper, C Koskinen, D Koundal, P Kowalski, M Kozynets, T Krieger, N Krishnamoorthi, J Krishnan, T Kruiswijk, K Krupczak, E Kumar, A Kun, E Kurahashi, N Lad, N Gualda, C Lamoureux, M Larson, M Lauber, F Lazar, J DeHolton, K Leszczyńska, A Liao, J Lincetto, M Liu, Y Liubarska, M Love, C Lu, L Lucarelli, F Luszczak, W Lyu, Y Madsen, J Magnus, E Mahn, K Makino, Y Manao, E Mancina, S Mand, A Sainte, W Mariş, I Marka, S Marka, Z Marsee, M Martinez-Soler, I Maruyama, R Mayhew, F McNally, F Mead, J Meagher, K Mechbal, S Medina, A Meier, M Merckx, Y Merten, L Mitchell, J Montaruli, T Moore, R Morii, Y Morse, R Moulai, M Mukherjee, T Naab, R Nakos, M Naumann, U Necker, J Negi, A Neste, L Neumann, M Niederhausen, H Nisa, M Noda, K Noell, A Novikov, A Pollmann, A O'Dell, V Olivas, A Orsoe, R Osborn, J O'Sullivan, E Palusova, V Pandya, H Park, N Parker, G Parrish, V Paudel, E Paul, L Heros, C Pernice, T Peterson, J Pizzuto, A Plum, M Pontén, A Popovych, Y Rodriguez, M Pries, B Procter-Murphy, R Przybylski, G Pyras, L Raab, C Rack-Helleis, J Rad, N Ravn, M Rawlins, K Rechav, Z Rehman, A Resconi, E Reusch, S Rhode, W Riedel, B Rifaie, A Roberts, E Robertson, S Rodan, S Rongen, M Rosted, A Rott, C Ruhe, T Ruohan, L Ryckbosch, D Safa, I Saffer, J Salazar-Gallegos, D Sampathkumar, P Sandrock, A Santander, M Sarkar, S Savelberg, J Savina, P Schaile, P Schaufel, M Schieler, H Schindler, S Schlickmann, L Schlüter, B Schlüter, F Schmeisser, N Schmidt, T Schneider, J Schröder, F Schumacher, L Schwirn, S Sclafani, S Seckel, D Seen, L Seikh, M Seo, M Seunarine, S Myhr, P Shah, R Shefali, S Shimizu, N Silva, M Skrzypek, B Smithers, B Snihur, R Soedingrekso, J Søgaard, A Soldin, D Soldin, P Sommani, G Spannfellner, C Spiczak, G Spiering, C Stachurska, J Stamatikos, M Stanev, T Stezelberger, T Stürwald, T Stuttard, T Sullivan, G Taboada, I Ter-Antonyan, S Terliuk, A Thiesmeyer, M Thompson, W Thwaites, J Tilav, S Tollefson, K Tönnis, C Toscano, S Tosi, D Trettin, A Elorrieta, M Upadhyay, A Upshaw, K Vaidyanathan, A Valtonen-Mattila, N Vandenbroucke, J Eijndhoven, N Vannerom, D Santen, J Vara, J Varsi, F Veitch-Michaelis, J Venugopal, M Vereecken, M Carrasco, S Verpoest, S Veske, D Vijai, A Walck, C Wang, A Weaver, C Weigel, P Weindl, A Weldert, J Wen, A Wendt, C Werthebach, J Weyrauch, M Whitehorn, N Wiebusch, C Williams, D Witthaus, L Wolf, M Wrede, G Xu, X Yanez, J Yildizci, E Yoshida, S Young, R Yu, F Yu, S Yuan, T Zegarelli, A Zhang, S Zhang, Z Zhelnin, P Zilberman, P Zimmerman, M (16 Jan 2025) http://arxiv.org/abs/2501.09276v1
Robust Hedging GANs: Towards Automated Robustification of Hedging Strategies
Limmer, Y Horvath, B Applied Mathematical Finance volume ahead-of-print issue ahead-of-print 1-38 (22 Jan 2025)
Subscribe to