Oxford Stochastic Analysis and Mathematical Finance Seminar
analysis of PDEs probability
| Description: | Probability, stochastic analysis and mathematical finance |
| Audience: | researchers in topic |
| Seminar series time: | Monday 15:00-16:00 in your time zone, UTC. |
| Organizers: | Rama Cont*, Terry Lyons |
| *contact for this listing |
Please register through the link provided in the Google calendar and you will receive a livestream link and password for participation:
Upcoming talks
Past talks
| Your time | Speaker | Title | |||
|---|---|---|---|---|---|
| Mon | Jun 01 | 15:00 | Frederi Viens | A martingale approach for fractional Brownian motions and related path dependent PDEs | |
| Mon | Jun 08 | 15:00 | Christina Goldschmidt | The scaling limit of a critical random directed graph | |
| Mon | Jun 15 | 15:00 | Mykhaylo Shkolnikov | Local stochastic volatility and the inverse of the Markovian projection | |
| Mon | Jun 22 | 15:00 | Thomas Kurtz | Controlled and constrained martingale problems | |
| Your time | Speaker | Title | |||
|---|---|---|---|---|---|
| Mon | May 25 | 15:00 | Fabian Harang | Infinitely regularising paths and regularisation by noise. | |
| Mon | May 18 | 15:00 | Ivan Nourdin | The functional Breuer-Major theorem | |
| Mon | May 11 | 15:00 | Alexander Schied | Weierstrass bridges | |
| Mon | May 04 | 15:00 | Xin Guo | Connecting Generative adversarial networks with Mean Field Games | |
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