Probability and Stochastic Analysis Seminar

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Upcoming Seminars

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

Abstract: In this talk we shall present the construction of a stochastic process, which is related to the parabolic p-Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-)…

07-02-202507-02-2025

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

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Past Seminars

Large field problem for SPDEs by scaling

18-12-202418-12-2024

With: Ilya Chevyrev (TU Berlin and University of Edinburgh)
Place and room: CM 1 517
Category: Conferences – Seminars

Rough dynamics on smooth manifolds by Prof. Rama Cont (Oxford)

11-12-202411-12-2024

With: Prof. Rama Cont
Place and room: MA B2 485
Category: Conferences – Seminars

Kernel Approximation of Wasserstein and Fisher-Rao Gradient flows

27-11-202427-11-2024

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

Interacting particle systems and their mean field limit: phase transitions, control, and inference

20-11-202420-11-2024

With: Greg Pavliotis (Imperial College London)
Place and room: MA B2 485
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

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