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