Oxford Stochastic Analysis and Mathematical Finance Seminar

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analysis of PDEs probability

University of Oxford

Audience: Researchers in the topic
Seminar series time: Monday 15:00-16:00 in your time zone, UTC
Organizers: Rama Cont*, Terry Lyons
*contact for this listing

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:

calendar.google.com/calendar/embed?src=heqabu0gncg8vnurcpb23mfc1k%40group.calendar.google.com&ctz=Europe%2FLondon

Upcoming talks
Past talks
Your timeSpeakerTitle
MonOct 2515:00Isao SauzeddeBrownian windings
MonNov 0116:00Yvain BrunedLocality for singular stochastic PDEs
MonNov 0816:00David ProemelModel-free portfolio theory: a rough path approach
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Your timeSpeakerTitle
MonOct 1815:00Gregorios PavliotisOn the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
MonOct 1115:00Samuel CohenArbitrage-free market models via neural SDEs
MonJun 2115:00Jin MaSet-valued Backward SDEs and Set-valued Stochastic Analysis
MonJun 1415:00Jean-Pierre FouqueLinear-Quadratic Stochastic Differential Games on Directed Chain Networks
MonJun 0715:00Yuchong ZhangRisk-Taking Contest and its Mean Field Approximation
MonMay 2415:00Davar KhoshnevisanPhase Analysis for a family of stochastic reaction-diffusion equations
MonMay 1715:00Fraydoun RezakhanlouKinetic Theory for Hamilton-Jacobi PDEs
MonMay 1015:00Ilya ChevyrevSuperdiffusive limits for deterministic fast-slow dynamical systems
MonApr 2615:00Thaleia ZariphopoulouHuman-machine interaction models and robo-advising
MonMar 1516:00Bruno BouchardIto formula for C1 functionals and path-dependent applications in mathematical finance
MonMar 0816:00Pierre Del MoralA backward Ito-Ventzell formula with an application to stochastic interpolation
MonMar 0116:00‪Michael RöcknerNonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations
MonFeb 2216:00Benjamin FehrmanNon equilibrium fluctuations in interactive particle systems and conservative Stochastic PDEs
MonFeb 1516:00Stefano OllaThermal boundaries for energy superdiffusion
MonFeb 0816:00Martin LarssonFinance and Statistics: Trading Analogies for Sequential Learning
MonFeb 0116:00Titus LupuExtremal distance and conformal radius of a $CLE_4$ loop.
MonJan 2516:00Donghan KimOpen Markets
MonJan 1816:00Mathieu LauriereMachine Learning for Mean Field Games
MonDec 0716:00Patrick CheriditoEfficient approximation of high-dimensional functions with neural networks
MonNov 3016:00Beatrice AcciaioModel-independence in a fixed-income market and weak optimal transport
MonNov 2316:00RenYuan XuExcursion risk
MonNov 1616:00Massimiliano GubinelliElliptic stochastic quantisation and supersymmetry
MonNov 0916:00Diyora SalimovaSpace-time deep neural network approximations for high-dimensional partial differential equations
MonNov 0216:00Julien DubedatStochastic Ricci Flow on surfaces
MonOct 2616:00Steve ShreveDiffusion Limit of Poisson Limit-Order Book Models
MonOct 1915:00Christa CuchieroDeep neural networks, generic universal interpolation and controlled ODEs
MonOct 1215:00Ioannis KaratzasA trajectorial approach to the gradient flow properties of conservative diffusions and Markov chains
MonJun 2215:00Thomas KurtzControlled and constrained martingale problems
MonJun 1515:00Mykhaylo ShkolnikovLocal stochastic volatility and the inverse of the Markovian projection
MonJun 0815:00Christina GoldschmidtThe scaling limit of a critical random directed graph
MonJun 0115:00Frederi ViensA martingale approach for fractional Brownian motions and related path dependent PDEs
MonMay 2515:00Fabian HarangInfinitely regularising paths and regularisation by noise.
MonMay 1815:00Ivan NourdinThe functional Breuer-Major theorem
MonMay 1115:00Alexander SchiedWeierstrass bridges
MonMay 0415:00Xin GuoConnecting Generative adversarial networks with Mean Field Games
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