Probability and Stochastic Analysis Seminar

This seminar is devoted to topics related to Probability and Stochastic Analysis, participated by several groups. To subscribe to the newsletter, please send an email to “[email protected]”.   Announcements could be sent to STOAN Memento, or to “[email protected]”.

Information for speakers:  you can select one of the two formats below. 

Option 1:  Lecture in one single act (classical format: 50 minutes)
 
Option 2. Lecture in two acts:  
Act 1 : suitable for non-experts
About 10 minutes break
Act 2 : of a more technical nature.
 
For option 2, the total duration of the two parts would be 50-60 minutes.

Upcoming Seminars

Kernel Approximation of Wasserstein and Fisher-Rao Gradient flows by Prof. Jia-Jie (JJ) Zhu (WIAS Berlin)

Abstract: Gradient flows have emerged as a powerful framework for analyzing machine learning and statistical inference algorithms. Motivated by several applications in statistical inference, generative models,…

27-11-202427-11-2024

With: Prof. JJ Zhu (WIAS Berlin)
Place and room: CM 1 517
Category: Conferences – Seminars

p–BROWNIAN MOTION AND THE p–LAPLACIAN by Prof. Michael Röckner (Bielefeld University)

07-02-202507-02-2025

With: Prof. Michael Röckner
Place and room: CM 1 4
Category: Conferences – Seminars

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Past Seminars

Stochastic quantization and large N

02-10-202402-10-2024

With: Hao Shen (Wisconsin Madison)
Place and room: CM 1 517
Category: Conferences – Seminars

Malliavin calculus and tightness of probability measures

25-09-202425-09-2024

With: Prof. David Nualart (University of Kansas)
Place and room: CM 1 517
Category: Conferences – Seminars

Backbone Exponent and Annulus Crossing Probability for 2d Percolation

18-09-202418-09-2024

With: Xin Sun (Peking University)
Place and room: Bernoulli (GA 334)
Category: Conferences – Seminars

Heat kernel estimates for Schrödinger operators

11-09-202411-09-2024

With: Xin Chen (Shanghai Jiao Tong University)
Place and room: CM 1 517
Category: Conferences – Seminars

Dynamical Properties of Stochastic Differential Equations with Shear

06-08-202406-08-2024

With: Dr Maximilian Engel (Freie Universität Berlin)
Place and room: Bernoulli center
Category: Conferences – Seminars

Particle Systems & Stochastic PDEs: analysis of models in fluctuating hydrodynamics and neuroscience

14-06-202414-06-2024

With: Andrea Clini (Oxford)
Place and room: Bernoulli center
Category: Conferences – Seminars

The 2d random heat equation and the 2d KPZ equation with a general Gaussian noise

14-06-202414-06-2024

With: Sotiris Kotitsas (Warwick)
Place and room: Bernoulli center
Category: Conferences – Seminars

Regularisation by fractional noise and the zero noise limit

14-06-202414-06-2024

With: Lukasz Madry (Paris-Dauphine)
Place and room: Bernoulli center
Category: Conferences – Seminars

Well-posedness of Hamilton-Jacobi equations with application in Large deviations theory

07-06-202407-06-2024

With: Serena Della Corte (TU Delft)
Place and room: Bernoulli center
Category: Conferences – Seminars

Langevin dynamics with fast perturbation driven by Stratonovich noise for enhancing probability measure sampling

15-05-202415-05-2024

With: Gilles Vilmart (Uni Geneva)
Place and room: Bernoulli center
Category: Conferences – Seminars

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