14:15
14:15
14:15
The diameter of G (n,c/n)
Abstract
15:45
Stochastic flows, panar aggregation and the Brownian web
Abstract
Diffusion limited aggregation (DLA) is a random growth model which was
originally introduced in 1981 by Witten and Sander. This model is prevalent in
nature and has many applications in the physical sciences as well as industrial
processes. Unfortunately it is notoriously difficult to understand, and only one
rigorous result has been proved in the last 25 years. We consider a simplified
version of DLA known as the Eden model which can be used to describe the growth
of cancer cells, and show that under certain scaling conditions this model gives
rise to a limit object known as the Brownian web.
14:15
Parabolic Anderson model: Localisation of mass in random media
Abstract
We study the parabolic Anderson problem, i.e., the heat equation on the d-dimentional
integer lattice with independent identically distributed random potential and
localised initial condition. Our interest is in the long-term behaviour of the
random total mass of the unique non-negative solution, and we prove the complete
localisation of mass for potentials with polynomial tails.
15:45
SPDE's driven by Poissonian noise
Abstract
First I will introduce Poisson random measures and their connection to Levy processes. Then SPDE
14:15
Randomised stopping times and American options under transaction costs
Abstract
15:45
From Ising 2D towards Mumford-Shah (joint work with Reda Messikh)
Abstract
11:45
15:45