Probability & Statistics Seminar

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

Gaussian deconvolution and the lace expansion

Speaker: Yucheng Liu(University of British Columbia)

Time: Jun 13, 2024, 15:00-16:00

Location: Room M4009, College of Science Building

On Atypical Behaviors of Martingale Limits and Level Sets in Branching Random Walks

Speaker: Heng Ma(Peking University)

Time: May 30, 2024, 15:30-16:30

Location: C1038, College of Science Building

Arm exponents for metric graph Gaussian free fields

Speaker: Zhenhao Cai(Peking University)

Time: May 30, 2024, 14:30-15:30

Location: C1038, College of Science Building

极小生成森林中树的数目

Speaker: Kainan Xiang(Xiangtan University)

Time: May 30, 2024, 10:30-11:30

Location: Room M4009, College of Science Building

Poisson's equation for Markov chains: bounds and monotonicity

Speaker: Yuanyuan Liu (Central South University)

Time: May 24, 2024, 16:00-17:00

Location: M1001, College of Science Building

Well-posedness and Asymptotics of Mckean-Vlasov SPDE

Speaker: Wei Liu(Jiangsu Normal University)

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

Location: Room M4009, College of Science Building

A Mean Field Game Approach to Equilibrium Consumption under External Habit Formation

Speaker: Lijun Bo(XIDIAN University)

Time: May 9, 2024, 15:00-16:00

Location: Tencent meeting ID: 164834147

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