Event Schedule

The conference takes place on 10th-12th September 2016.

Saturday 10th September

Morning:
Time Speaker Title
09:30-09:45    T. Carbery Opening
09:45-10:15 A. S. M. Rodrigues Reference Dependence and Market Participation
10:15-10:45 H. Chotai An FBSDE approach to pricing in carbon markets
10:45-11:00 Coffee and biscuits    Coffee and biscuits
11:00-11:30 E. Hall Uncertainty quantification for generalized Langevin dynamics
11:30-12:00 C. Kumar Explicit Euler-type scheme of SDE with random coefficient driven by Levy noise: the case of super-linear diffusion coeff.

 

Sandwich lunch provided in JCMB level 3 (near lecture theatre C). 

Afternoon:
Time Speaker Title
14:00-14:30    M. Gerencser Boundary value problems via regularity structures                                                                                                                                        
14:30-15:00 K. Dareiotis Symmetrization of exterior parabolic problems and probabilistic interpretation
15:00-15:30 Coffee and biscuits    Coffee and biscuits
15:30-16:00 J.-M. Leahy On Degenerate Stochastic Integro-Differential Equations
16:00-17:30 Various Open problems session

Sunday 11th September

Morning: Free.

Afternoon:
Time Speaker Title
14:00-14:15 A. Gillespie Opening
14:15-15:00    N. V. Krylov SPDEs driven by the Poisson  process and basic Shauder and Sobolev-space estimates in the theory of parabolic equations
15:00-15:45 S. Davie CLT bounds in Vaserstein metrics
15:45-16:15 Coffee and biscuits    Coffee and biscuits
16:15-17:00 E. Pardoux Random evolution of a population in a changing environment

 

Evening: Dinner at 19:30 in St Leonard's Hall. This is part of University of Edinburgh's Pollock halls (entrance from Holyrood Park Rd). 

Monday 12th September

Morning:
Time Speaker Title
10:00-10:30    Coffee and biscuits    Coffee and biscuits
10:30-11:15 L. Gerencser Epileptic seizure detection
11:15-11:45 Coffee and biscuits Coffee and biscuits
11:45-12:30 A. Millet Soliton dynamics of the mKdV / gKdV equation subject to a random perturbation                                                                               

 

Sandwich lunch provided in JCMB level 3 (near lecture theatre C). 

Afternoon:
Time Speaker Title
14:00-14:45 M. Rockner Global solutions to random 3D vorticity equations for small initial data                                                                                                  
14:45-15:30 T. Lyons From Hopf algebras to machine learning via rough paths
15:30-16:00    Coffee and biscuits    Coffee and biscuits
16:00-16:45 J. Pintz Are Primes Randomly Distributed?
16:45-17:00 Closing Closing

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