Seminari de Probabilitats de Barcelona

 

UPCOMING SEMINARS  



14/12/16   Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


16:00 Dominique Bakry, Université Paul Sabatier, Toulouse III, France.

Representation of Markov kernels.


[Abstract]




25/01/17   Thematic Day on Stochastic Analysis, Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


Raluca Balan, University of Ottawa, Canada.

Parabolic Anderson Model with space-time homogeneous Gaussian noise and rough initial condition.


[Abstract]




25/01/17   Thematic Day on Stochastic Analysis, Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


Robert Dalang, École polytechnique fédérale de Lausanne, Switzerland.

Global solutions to reaction-diffusion equations with super-linear drift and multiplicative noise.


[Abstract]




25/01/17   Thematic Day on Stochastic Analysis, Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


Ciprian Tudor, Université de Lille I, France..

Connection between the number theory and Malliavin calculus.


[Abstract]




25/01/17   Thematic Day on Stochastic Analysis, Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


Lorenzo Zambotti, Université Pierre et Marie Curie, Paris, France.

The generalised KPZ equation.


[Abstract]




PREVIOUS SEMINARS  



21/09/16   Universitat de Barcelona, Facultat de Matemàtiques, Aula T1, 2º pis.


16:00 Constantinos Kardaras, London School of Economics, United Kingdom.

Viability and hedging in continuous-path markets with infinite number of assets.


[Abstract]



05/10/16   Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


16:00 Giulia Binotto, Universitat de Barcelona, España.

Weak symmetric integrals with respect to the fractional Brownian motion.


[Abstract]



19/10/16   Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


16:00 Yuri Kabanov, Université Franche-Comté, Besançon, France.

Clearing in financial networks.


[Abstract]



26/10/16   Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


16:00 Mathew Joseph, University of Sheffield, United kingdom.

A discrete approximation to the stochastic heat equation.


[Abstract]



16/11/16   Universitat de Barcelona, Facultat de Matemàtiques, Aula IMUB, 2º pis.


16:00 Annie Millet, Université Paris I, France.

On the Richardson acceleration of finite elements schemes for parabolic SPDEs.


[Abstract]



23/11/16   BGSMath Colloquium, Universitat de Barcelona, Facultat de Matemàtiques, Aula T1, 2º pis.


17:00 Michel Ledoux, Université Toulouse-III-Paul-Sabatier, Toulouse, France.

How does the heat equation explore geometric and functional inequalities?


[Abstract]

http://bgsmath.cat/bgsmath-colloquium-fall-2016/