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 14:30-15:30 in your time zone, UTC
Organizers: Rama Cont*, Benjamin Fehrman, Massimiliano Gubinelli
*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:


Upcoming talks
Past talks
Your timeSpeakerTitle
MonMar 0615:30Ellen PowellBrownian excursions, conformal loop ensembles and critical Liouville quantum gravity
MonFeb 2715:30Peter BankTrading on a noisy signal: explicit solution to an infinite-dimensional stochastic optimal control problem
MonFeb 2015:30Roland BauerschmidtRandom forests and the OSp(1|2) nonlinear sigma model
MonFeb 1315:30Nikolas TapiaStability of deep residual neural networks via discrete rough paths
MonFeb 0615:30ZhongMin QianMonte-Carlo simulations for wall-bounded incompressible viscous fluid flows
MonJan 3015:30Luitgard VeraartSystemic Risk in Markets with Multiple Central Counterparties
MonJan 2315:30Patrícia GonçalvesParticle exchange models with several conservation laws
MonJan 1615:30Thomas CassTopologies and functions on unparameterised path space
MonNov 2815:30Christa CuchieroUniversal approximation of path space functionals
MonNov 2115:30Darrick LeeMapping Space Signatures
MonNov 1415:30Johannes RufMinimum curvature flow and martingale exit times
MonNov 0715:30Tadahiro OhGibbs measures, canonical stochastic quantization and singular stochastic wave equations
MonOct 3115:30Laure DumazSome aspects of the Anderson Hamiltonian with white noise
MonOct 2414:30Giuseppe CannizzaroEdwards-Wilkinson fluctuations for the Anisotropic KPZ in the weak coupling regime
MonOct 1714:30Konstantinos DareiotisRegularisation of differential equations by multiplicative fractional noise
MonOct 1014:30Eyal NeumanThe Effective Radius of Self Repelling Elastic Manifolds
MonJun 1314:30James Michael LeahyFluid dynamics on geometric rough paths and variational principles
MonMay 2314:30Mouhamadou SyConstructing global solutions to energy supercritical PDEs
MonMay 1614:30Thaleia ZariphopoulouThis seminar has been cancelled
MonMay 0914:30Lukasz SzpruchExploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models
MonApr 2514:30James NorrisScaling limits for Hastings-Levitov aggregation with sub-critical parameters
MonMar 0715:30XueRong MaoPositivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra model
MonFeb 2815:30Dan CrisanA general criterion for the existence and uniqueness of maximal solutions for a class of Stochastic Partial Differential Equations
MonFeb 2115:30Gudmund PammerThe Wasserstein space of stochastic processes & computational aspects
MonFeb 0715:30Clement MouhotQuantitative Hydrodynamic Limits of Stochastic Lattice Systems
MonJan 3116:00Avi MayorcasDistribution dependent SDEs driven by additive continuous and fractional Brownian noise
MonJan 1716:00James MorrillNeural rough differential equations
MonNov 2916:00Pierre-Francois RodriguezCritical exponents for a three-dimensional percolation model
MonNov 2216:00Hendrik WeberGibbs measures in infinite dimensions - new results on a classical topic
MonNov 1516:00Johannes WieselMeasuring association with Wasserstein distances
MonNov 0816:00David ProemelModel-free portfolio theory: a rough path approach
MonNov 0116:00Yvain BrunedLocality for singular stochastic PDEs
MonOct 2515:00Isao SauzeddeBrownian windings
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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