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CRM > English > Activities > Curs 2015-2016 > 3rd BCN Summer School Schedule
3rd BCN Summer School Schedule
SCHEDULE
 
 
Monday, June 27th
 
08:20 - 8:45​ ​Registration
​8:50 - 9:00 ​Welcome to participants
​9:00 - 11:00

Regularity Structures

Martin Hairer, University of Warwick

​11:00 - 11:30 ​Coffee break

​11:30 - 13:30

On Approximations of Stochastic PDEs

István Gyöngy, University of Edinburgh

​13:30 - 15:00 Lunch break

15:00 - 15:30

Explicit Milstein schemes of SEDs: the case of super-linear coefficients Kumar_Chaman.pdfAbstract

Chaman Kumar

15:30 - 16:00

Representation of solutions of SPDEs and approximations abstract.pdfAbstract

Máté Gerencsér, University of Warwick 

​16:00 - 16:15 ​Break
​16:15 - 16:45

An Efficient Derivative-Free Approximation Scheme for SPDEs Leonhard_Claudine.pdfAbstract

Claudine Leonhard, Universität su Lübeck

 
 
 
Tuesday, June 28th
 
​09:00 - 11:00 On Approximations of Stochastic PDEs
István Gyöngy, University of Edinburgh
​11:00 - 11:30 ​Coffe break
​11:30 - 13:30 Regularity Structures
Martin Hairer, University of Warwick
​13:30 - 15:00 ​Lunch break
​15:00 - 15:30

​Symmetrization of exterior parabolic problems and probabilistic interpretation symmetrization_abstract.pdfAbstract

Konstantinos Dareiotis, Uppsala Universitet

​15:30 - 16:00

Linear stochastic evolution equations with regular Volterra noise Čoupek_Barcelona_abstract.pdfAbstract

Petr Coupek, Charles University in Prague

16:00 - 16:15 ​Break
​16:15 - 16:45

A Multi-Dimensional Central Limit Bound Applied to the Euler Approximation of Lévy SDEs abstract_x.zhang.pdfAbstract

Xiling Zhang, The University of Edinburgh​

​16:45 - 17:15

Karhunen-Loeve expansions of Levy processes dhackmann_abstract.pdfAbstract

Daniel Hackmann, York University

​17:15 - 18:15 ​Poster session with presence of authors (*)
 
 (*) Posters should be displayed from Monday afternoon until Thursday afternoon
 
 
 
Wednesday, June 29th
 
09:00​ - 11:00
Regularity Structures
Martin Hairer, University of Warwick
​11:00 - 11:30 ​Coffee break
​11:30 - 13:30 On Approximations of Stochastic PDEs
István Gyöngy, University of Edinburgh
​13:30 - 15:00 ​Lunch break
​Afternoon: ​Cultural visit and Dinner
 
 
 
Thursday, June 30th
 
09:00 - 11:00​ On Approximations of Stochastic PDEs
István Gyöngy, University of Edinburgh
​11:00 - 11:30 ​Coffee break
​11:30 - 13:30 Regularity Structures
Martin Hairer, University of Warwick
​13:30 - 15:00 ​Lunch break
​15:00 - 15:30

​Filtering and control of time-homogeneous pure jump Markov processes with noise-free observation  2abstract.pdfAbstract

Alessandro Calvia, Università degli Studi di Milano-Bicocca

​15:30 - 16:00

​Stochastic optimal control in ferromagnetism ananta_abstract.pdfAbstract

Ananta  Kumar Majee, Universität Tübingen

16:00 - 16:15 ​Break
​16:15 - 16:45

Real Options Approach to Gas-Fired Power Plant Optimisation under Regime-Switching Lévy Models Nemat_Safarov.pdfAbstract 

Nemat Safarov, Imperial College Lonodon

​16:45 - 17:15

Adaptive Methods for Stochastic Differential Equations via Natural Embeddings and Rejection Sampling with Memory abstract_C-Rackauckas.pdfAbstract

Christopher Rackauckas, University of California at Irvine

 
 
 
Friday, July 1st
 
0​9:00 - 11:00 Regularity Structures
Martin Hairer, University of Warwick
​11:00 - 11:30 ​Coffee break
​11:30 - 13:30 On Approximations of Stochastic PDEs
István Gyöngy, University of Edinburgh
​13:30 ​Closing of the School and Lunch