Oxford Stochastic Analysis and Mathematical Finance Seminar

analysis of PDEs probability

Description: Probability, stochastic analysis and mathematical finance

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	Nov 30	16:00	Beatrice Acciaio	Model-independence in a fixed-income market and weak optimal transport
Mon	Dec 07	16:00	Patrick Cheridito	Efficient approximation of high-dimensional functions with neural networks
Mon	Jan 18	16:00	Mathieu Lauriere	TBA
Mon	Jan 25	16:00	Donghan Kim	Open Markets

Your time			Speaker	Title
Mon	Nov 23	16:00	RenYuan Xu	Excursion risk
Mon	Nov 16	16:00	Massimiliano Gubinelli	Elliptic stochastic quantisation and supersymmetry
Mon	Nov 09	16:00	Diyora Salimova	Space-time deep neural network approximations for high-dimensional partial differential equations
Mon	Nov 02	16:00	Julien Dubedat	Stochastic Ricci Flow on surfaces
Mon	Oct 26	16:00	Steve Shreve	Diffusion Limit of Poisson Limit-Order Book Models
Mon	Oct 19	15:00	Christa Cuchiero	Deep neural networks, generic universal interpolation and controlled ODEs
Mon	Oct 12	15:00	Ioannis Karatzas	A trajectorial approach to the gradient flow properties of conservative diffusions and Markov chains
Mon	Jun 22	15:00	Thomas Kurtz	Controlled and constrained martingale problems
Mon	Jun 15	15:00	Mykhaylo Shkolnikov	Local stochastic volatility and the inverse of the Markovian projection
Mon	Jun 08	15:00	Christina Goldschmidt	The scaling limit of a critical random directed graph
Mon	Jun 01	15:00	Frederi Viens	A martingale approach for fractional Brownian motions and related path dependent PDEs
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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