Probability & Statistics Seminar

Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations

Speaker: Fengyu Wang (Tianjin University)

Time: Jan 20, 2025, 15:00-16:00

Location: M1001, College of Science Building

Rough SDEs and Applications

Speaker: Peter Friz(Technische Universität Berlin)

Time: Jan 10, 2025, 14:00-15:00

Location: M1001, College of Science Building

On the pinning model in correlated Gaussian random environments

Speaker: Jian Song(Shandong University)

Time: Dec 27, 2024, 14:30-15:30

Location: Room M3009, College of Science Building

The Parabolic Anderson Model and Negative Curvature

Speaker: Hongyi CHEN(University of Illinois Chicago)

Time: Dec 17, 2024, 16:00-17:00

Location: Room M3009, College of Science Building

Sampling on manifolds using SDEs

Speaker: Michael Tretyakov(University of Nottingham)

Time: Dec 10, 2024, 16:00-17:00

Location: Zoom ID: 982 3064 1210,Password : 123456

Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes

Speaker: Shenglan Yuan(Great Bay University)

Time: Dec 9, 2024, 10:00-11:00

Location: Room M616, College of Science Building

Moments and asymptotics for a class of SPDEs with space-time white noise

Speaker: Yuhui Guo(Shandong University)

Time: Oct 17, 2024, 16:30-17:30

Location: M616, College of Science Building

Causal feedback strategies for controlled stochastic Volterra systems: a unified treatment

Speaker: Tianxiao Wang(Sichuan University)

Time: Sep 26, 2024, 14:00-15:00

Location: M1001, College of Science Building

Dual Representation of Unbounded Dynamic Concave Utilities

Speaker: Ying Hu (Université de Rennes 1)

Time: Sep 4, 2024, 16:00-17:00

Location: Room M4009, College of Science Building

On the Exponential Ergodicity and Large and Moderate Deviations of Stochastic Relaxation Damping Hamiltonian Systems

Speaker: Jifa Jiang(Shanghai Normal University)

Time: Aug 27, 2024, 16:00-17:00

Location: M1001, College of Science Building

Optimal Investment Strategy for α-Robust Utility Maximization Problem

Speaker: Zhou Yang(South China Normal University)

Time: Aug 22, 2024, 16:00-17:00

Location: M1001, College of Science Building

Convergence Rates of Robust Limit Theorems under Nonlinear Expectations: A Monotone Scheme Analysis

Speaker: Gechun Liang (The University of Warwick)

Time: Aug 22, 2024, 15:00-16:00

Location: M1001, College of Science Building

Limit theorems for critical and subcritical branching random walk

Speaker: Wenming Hong(Beijing Normal University)

Time: Aug 21, 2024, 16:00-17:00

Location: M1001, College of Science Building

Time fractional equations and anomalous sub-diffusions

Speaker: Zhen-Qing Chen(University of Washington)

Time: Aug 9, 2024, 10:30-11:30

Location: M1001, College of Science Building

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