Mon | Mar 06 | 15:30 | Ellen Powell | Brownian excursions, conformal loop ensembles and critical Liouville quantum gravity | |

Mon | Feb 27 | 15:30 | Peter Bank | Trading on a noisy signal: explicit solution to an infinite-dimensional stochastic optimal control problem | |

Mon | Feb 20 | 15:30 | Roland Bauerschmidt | Random forests and the OSp(1|2) nonlinear sigma model | |

Mon | Feb 13 | 15:30 | Nikolas Tapia | Stability of deep residual neural networks via discrete rough paths | |

Mon | Feb 06 | 15:30 | ZhongMin Qian | Monte-Carlo simulations for wall-bounded incompressible viscous fluid flows | |

Mon | Jan 30 | 15:30 | Luitgard Veraart | Systemic Risk in Markets with Multiple Central Counterparties | |

Mon | Jan 23 | 15:30 | Patrícia Gonçalves | Particle exchange models with several conservation laws | |

Mon | Jan 16 | 15:30 | Thomas Cass | Topologies and functions on unparameterised path space | |

Mon | Nov 28 | 15:30 | Christa Cuchiero | Universal approximation of path space functionals | |

Mon | Nov 21 | 15:30 | Darrick Lee | Mapping Space Signatures | |

Mon | Nov 14 | 15:30 | Johannes Ruf | Minimum curvature flow and martingale exit times | |

Mon | Nov 07 | 15:30 | Tadahiro Oh | Gibbs measures, canonical stochastic quantization and singular stochastic wave equations | |

Mon | Oct 31 | 15:30 | Laure Dumaz | Some aspects of the Anderson Hamiltonian with white noise | |

Mon | Oct 24 | 14:30 | Giuseppe Cannizzaro | Edwards-Wilkinson fluctuations for the Anisotropic KPZ in the weak coupling regime | |

Mon | Oct 17 | 14:30 | Konstantinos Dareiotis | Regularisation of differential equations by multiplicative fractional noise | |

Mon | Oct 10 | 14:30 | Eyal Neuman | The Effective Radius of Self Repelling Elastic Manifolds | |

Mon | Jun 13 | 14:30 | James Michael Leahy | Fluid dynamics on geometric rough paths and variational principles | |

Mon | May 23 | 14:30 | Mouhamadou Sy | Constructing global solutions to energy supercritical PDEs | |

Mon | May 16 | 14:30 | Thaleia Zariphopoulou | This seminar has been cancelled | |

Mon | May 09 | 14:30 | Lukasz Szpruch | Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models | |

Mon | Apr 25 | 14:30 | James Norris | Scaling limits for Hastings-Levitov aggregation with sub-critical parameters | |

Mon | Mar 07 | 15:30 | XueRong Mao | Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra model | |

Mon | Feb 28 | 15:30 | Dan Crisan | A general criterion for the existence and uniqueness of maximal solutions for a class of Stochastic Partial Differential Equations | |

Mon | Feb 21 | 15:30 | Gudmund Pammer | The Wasserstein space of stochastic processes & computational aspects | |

Mon | Feb 07 | 15:30 | Clement Mouhot | Quantitative Hydrodynamic Limits of Stochastic Lattice Systems | |

Mon | Jan 31 | 16:00 | Avi Mayorcas | Distribution dependent SDEs driven by additive continuous and fractional Brownian noise | |

Mon | Jan 17 | 16:00 | James Morrill | Neural rough differential equations | |

Mon | Nov 29 | 16:00 | Pierre-Francois Rodriguez | Critical exponents for a three-dimensional percolation model | |

Mon | Nov 22 | 16:00 | Hendrik Weber | Gibbs measures in infinite dimensions - new results on a classical topic | |

Mon | Nov 15 | 16:00 | Johannes Wiesel | Measuring association with Wasserstein distances | |

Mon | Nov 08 | 16:00 | David Proemel | Model-free portfolio theory: a rough path approach | |

Mon | Nov 01 | 16:00 | Yvain Bruned | Locality for singular stochastic PDEs | |

Mon | Oct 25 | 15:00 | Isao Sauzedde | Brownian windings | |

Mon | Oct 18 | 15:00 | Gregorios Pavliotis | On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions | |

Mon | Oct 11 | 15:00 | Samuel Cohen | Arbitrage-free market models via neural SDEs | |

Mon | Jun 21 | 15:00 | Jin Ma | Set-valued Backward SDEs and Set-valued Stochastic Analysis | |

Mon | Jun 14 | 15:00 | Jean-Pierre Fouque | Linear-Quadratic Stochastic Differential Games on Directed Chain Networks | |

Mon | Jun 07 | 15:00 | Yuchong Zhang | Risk-Taking Contest and its Mean Field Approximation | |

Mon | May 24 | 15:00 | Davar Khoshnevisan | Phase Analysis for a family of stochastic reaction-diffusion equations | |

Mon | May 17 | 15:00 | Fraydoun Rezakhanlou | Kinetic Theory for Hamilton-Jacobi PDEs | |

Mon | May 10 | 15:00 | Ilya Chevyrev | Superdiffusive limits for deterministic fast-slow dynamical systems | |

Mon | Apr 26 | 15:00 | Thaleia Zariphopoulou | Human-machine interaction models and robo-advising | |

Mon | Mar 15 | 16:00 | Bruno Bouchard | Ito formula for C1 functionals and path-dependent applications in mathematical finance | |

Mon | Mar 08 | 16:00 | Pierre Del Moral | A backward Ito-Ventzell formula with an application to stochastic interpolation | |

Mon | Mar 01 | 16:00 | Michael Röckner | Nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations | |

Mon | Feb 22 | 16:00 | Benjamin Fehrman | Non equilibrium fluctuations in interactive particle systems and conservative Stochastic PDEs | |

Mon | Feb 15 | 16:00 | Stefano Olla | Thermal boundaries for energy superdiffusion | |

Mon | Feb 08 | 16:00 | Martin Larsson | Finance and Statistics: Trading Analogies for Sequential Learning | |

Mon | Feb 01 | 16:00 | Titus Lupu | Extremal distance and conformal radius of a $CLE_4$ loop. | |

Mon | Jan 25 | 16:00 | Donghan Kim | Open Markets | |

Mon | Jan 18 | 16:00 | Mathieu Lauriere | Machine Learning for Mean Field Games | |

Mon | Dec 07 | 16:00 | Patrick Cheridito | Efficient approximation of high-dimensional functions with neural networks | |

Mon | Nov 30 | 16:00 | Beatrice Acciaio | Model-independence in a fixed-income market and weak optimal transport | |

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 | |