Swiss Probability Seminar
Location: B6, Sidlerstrasse 5, Exakte Wissenschaften, Universität Bern,
CH-3012 Bern
Current
organizers: Andrew Barbour, Ilya Molchanov, Robert C. Dalang
- Current schedule:
- From 14.10 refreshments in Room 228 (Sidlerstrasse 5, Exakte Wissenschaften)
- 14.40 - 15.20 First talk
- 15.25 - 16.05 Second talk
- Coffee break
- 16.35 - 17.15 Third talk
- 17.20 - 18.00 Fourth talk
Dinner in the city with the speakers
38th Meeting: Wednesday, Nov 25th 2009
Location: A6 (ExWi), Sidlerstrasse 5, Exakte Wissenschaften, Universität Bern,
CH-3012 Bern
- From 14.10, Refreshments in Room 228 (Sidlerstrasse 5, Exakte Wissenschaften)
- A6 (ExWi): 14.40--15.20 Stanislav SMIRNOV (Geneve):
Percolation and black noise
- 15.25--16.05 Amaury LAMBERT (Paris VI):
Splitting trees and applications to population genetics
- A6 (ExWi): 16.35--17.15 Hansjoerg ALBRECHER (Uni Lausanne):
Exit problems for a class of refracted stochastic processes
- 17.20--18.00 Mikhail MENSHIKOV (Durham):
Random walk in random environment with asymptotically zero perturbation
Dinner together in the city
Next meeting: May 5th, 2010.
37th Meeting: Wednesday, May 6th 2009
Location: Kuppelraum, Sidlerstrasse 5, Exakte Wissenschaften, Universität Bern,
CH-3012 Bern
- From 14.10, Refreshments in Room 228 (Sidlerstrasse 5, Exakte Wissenschaften)
- Kuppelraum: 14.40--15.20 Mark PODOLSKIJ (ETHZ):
Limit theorems for semimartingales
- 15.25--16.05 Ciprian TUDOR (Paris I):
On stochastic heat equation driven by a fractional-colored noise
- Kuppelraum: 16.35--17.15 Pierre CALKA (Paris V):
Limit theorems for radius-vector functions
- 17.20--18.00 Jiri CERNY (ETHZ):
Non-Brownian limit theorem for random walk between random conductances
Dinner together in the city
Next meeting: Nov 25th, 2009.
36th Meeting: Wednesday, November 26th 2008
Location: 099, Sidlerstrasse 5, Exakte Wissenschaften, Universität Bern,
CH-3012 Bern
- From 14.10, Refreshments in Room 228 (Sidlerstrasse 5, Exakte Wissenschaften)
- 099: 14.40--15.20 Vincent BEFFARA (ENS Lyon):
Statistical mechanics, embeddings and discrete harmonic analysis
- 15.25--16.05 Johanna NESLEHOVA (ETHZ):
Asymptotics of joint maxima for discontinuous random variables
- 099: 16.35--17.15 Jean-Yves AUDIBERT (Ecole des Ponts):
Aggregation to compete with the best prediction function in a fixed set
- 17.20--18.00 Peter MOERTERS (Bath):
The parabolic Anderson model with heavy-tailed potential
Dinner together in the city
Next meeting: May 6th, 2009.
34th Meeting: Wednesday, December 5th 2007
Location: Kuppelraum, Hochschulstrasse 4, Universität Bern,
CH-3012 Bern
- From 14.10, Refreshments in Room 228 (Sidlerstrasse 5, Exakte Wissenschaften)
- Kuppelraum: 14.40--15.20 Jan OBLOJ (Imperial College, London):
Are the Azema-Yor martingales truly remarkable?
- 15.25--16.05 Paul BOURGADE (ENST and Uni Paris 6):
A generalization of the Ewens sampling formula
Dinner together in the city
Next meeting: May 7th, 2008.
33rd Meeting: Wednesday, June 6th 2007
Location: Raum 114, Hochschulstrasse 4, Universität Bern,
CH-3012 Bern
- B1: 14.30--15.10 Pierre Patie (University Bern):
Explicit characterization of harmonic functions for some generalized Ornstein-Uhlenbeck processes.
- B1: 15.15--15.55 Lluís QUER-SARDANYONS (Uni Autonoma de Barcelona):
Existence and smoothness of the density for spatially homogeneous SPDEs.
Dinner together in the city
Next meeting: November 28th, 2007.
32th
Meeting: Wednesday, November 29, 2006
Location: Raum 304, Hochschulstrasse 4, Universität Bern,
CH-3012 Bern
- B1: 14.30--15.10 Pierre Patie (University Bern):
Probabilistic Properties of solutions of some integro-differential equations
Dinner together in the city
Next meeting: June 6th, 2007.
31th
Meeting: Wednesday, June 7, 2006
Location: Hörsaal 099, Exakte Wissenschaften,
Sidlerstr. 5, Universität Bern,
CH-3012 Bern
- HS 099: 14.30--15.10 Goran Peskir (University of Manchester):
Optimal stopping games and Nash equilibrium
- HS 099: 15.15--15.55 Ashkan NIKEGHBALI (ETHZ):
A survey on non-stopping times and their applications
- HS 099: 16.25--17.05 Beatrice de TILIERE (UZH):
Gaussian distributions in the dimer model
- HS 099: 17.10--17.50 Wilfrid KENDALL (University of Warwick):
Exotic couplings of Brownian motion
Dinner together in the city
Next meeting: November 29th, 2006.
30th
Meeting: Wednesday, November 23, 2005
Location: Raum B1/B5, Exakte Wissenschaften,
Sidlerstr. 5, Universität Bern,
CH-3012 Bern
- Raum B1: Leandro PIMENTEL (EPFL):
Competition interfaces and second class particles
- Raum B1: Christian MAZZA (Uni Genève):
Dynamics of spherical spin glasses at high temperature
- Raum B5: Mario WUETRICH (ETHZ):
Valuation portfolio and solvency in non-life insurance
- Raum B5: Jean-Dominique DEUSCHEL (TU Berlin):
Scaling limits of equilibrium wetting models in (1+1)-dimension
Next meeting: June 7th, 2006.
29th
Meeting: Wednesday, June 8, 2005
- Tomasz SCHREIBER (Torun):
Phase separation phenomenon and Wulff construction
for polygonal Markov fields in the plane
- Davar KHOSHNEVISAN (Utah):
Harmonic Analysis of Additive Lévy Processes
and a Conjecture of Bertoin.
- Remco van der HOFSTAD (TU Eindhoven):
Random graph models for complex networks
- Martin Hairer (Warwick):
Ergodic properties of the 2D Navier-Stokes equations
Next meeting: November 23th, 2005
29th
Meeting: Wednesday, June 8, 2005
- Tomasz SCHREIBER (Torun):
Phase separation phenomenon and Wulff construction
for polygonal Markov fields in the plane
- Davar KHOSHNEVISAN (Utah):
Harmonic Analysis of Additive Lévy Processes
and a Conjecture of Bertoin.
- Remco van der HOFSTAD (TU Eindhoven):
Random graph models for complex networks
- Martin Hairer (Warwick):
Ergodic properties of the 2D Navier-Stokes equations
Next meeting: November 23th, 2005
28th
Meeting: Wednesday, November 24, 2004
- Pierre BREMAUD (EPFL and
ENS)
Power spectral measures of point processes and related processes
- Enkelejd HASHORVA (Bern)
Boundary crossings of Brownian motion and related processes
- Glauco VALLE da SILVA
(EPFL)
Hydrodynamics for interacting particle systems with moving boundaries
- Yiannis KONTOYIANNIS
(Brown Univ)
Poisson approximation and Poisson concentration via entropy
Next meeting: June 8th, 2005
27th
Meeting: Wednesday, June 9, 2004
- Ron Doney (Manchester)
Small time behaviour of Levy processes
- Sasha Gnedin (Utrecht)
Composition structures derived from multiplicative subordinators:
characterisation and asymptotics
- Ben Hambly (Oxford)
Some last passage directed percolation problems
- Sid Resnick (Cornell)
The extremal dependence measure, hidden regular variation and
asymptotic independence
26th
Meeting: Wednesday, November 26, 2003
- Sergei
Foss (Heriott-Watt University, Edinburgh)
Asymptotics for the maximum of a random walk with heavy-tailed
increments, with queueing applications
- Michel Benaim (Universit
de Neuchâtel)
Self-interacting diffusions
- Ilya Goldsheid (Queen Mary and Westfield, London)
Eigenfunctions of non-symmetric disordered Jacobi type matrices
- Christian Mazza (Universit
de Genève)
Long time behavior of non-commutative processes given by a linear
differential equation
25th
Meeting: Wednesday, June 4, 2003
24th
Meeting: Wednesday, November 27, 2002
23rd
Meeting: Wednesday, June 5, 2002
22nd
Meeting: Wednesday, November 28, 2001
21st
Meeting: Wednesday, May 30, 2001
20th
Meeting: Wednesday, November 29, 2000
19th
Meeting: Wednesday, May 24, 2000
18th
Meeting: Wednesday, November 24, 1999
- Yvan Velenik (Zürich)
Some aspects of the wetting transition in equilibrium statistical
mechanics
- Nobuyuki Ikeda (Osaka)
Brownian motion on the hyperbolic plane and the Selberg trace formula
- Uwe Schmock
(RiskLab, ETH Zürich)
Valuation of exotic options under shortselling constraints
- Volker
Schmidt (Universität
Ulm)
Stochastic modelling of communication systems
17th
Meeting: Wednesday, May 26, 1999
16th
Meeting: Wednesday, November 25, 1998
Former Schedule:
- 15.45 - 16.30 Refreshments in Room B 13
- 16.30 - 17.15 First Talk
- 17.45 - 18.30 Second Talk
- Dinner with the Speakers
15th
Meeting: Wednesday, June 10, 1998
14th
Meeting: Wednesday, April 29, 1998
- Terry Lyons (Imperial College, London)
Extensions to a theorem of Wong and Zakai: differential equations
driven by some "new" rough paths
- Klaus
Ritter (Erlangen)
Reconstruction of random functions
13th
Meeting: Wednesday, January 21, 1998
12th
Meeting: Wednesday, November 19, 1997
- Roman Kotecky (University of Prague)
Phase transitions for continuous systems
- Allan Gut (Uppsala University)
Limit theorems for stopped functionals of Markov renewal processes
11th
Meeting: Wednesday, June 18, 1997
- Rüdiger
Frey (ETH Zürich)
Incomplete market aspects of stochastic volatility models
- Larry Shepp (AT&T Bell)
Some recent applications of probability to finance
10th
Meeting: Wednesday, January 29, 1997
- René Carmona (Princeton University)
Renormalization theories for transport by incompressible Gaussian
fields
- John Walsh (University of British Columbia)
Numerical solutions of stochastic partial differential equations
9th
Meeting: Wednesday, May 29, 1996
- Michiel van den Berg (Bristol University)
Heat equation for a planar region with a fractal polygonal boundary
- Albert Shiryaev (Steklov Institute)
Local martingales and complete nonarbitrage markets in discrete time
8th
Meeting: Wednesday, April 24, 1996
- Giambattista Giacomin (Universität
Zürich)
Large scale dynamics for particle systems with long range potentials
- Robert Dalang (Ecole Polytechnique
Fédérale de Lausanne)
Points of increase of a Brownian sheet
7th
Meeting: Wednesday, January 31, 1996
- Robert Aebi (Universität Bern)
A problem of non-linear integral equations
- Andrew Barbour (Universität Zürich)
Thresholds and initial growth rates in a model of parasitic infection
6th
Meeting: Wednesday, November 22, 1995
- Laurent Saloff-Coste (University of Toulouse)
Convergence in finite Markov chains
- Tom Mountford (University of California, Los
Angeles)
Ergodicity and one-dimensional interacting particle systems
5th
Meeting: Wednesday, May 3, 1995
- Søren Asmussen (Aalborg University)
Large deviations results in the presence of heavy tails
- John Einmahl (University of Eindhoven)
The main Bahadur-Kiefer theorem; a short and elementary proof
4th
Meeting: Wednesday, February 1, 1995
- Daniel Neuenschwander (IMSV Bern and
Ingenieurschule Biel)
Infinitely divisible processes on groups
- Masao Nagasawa (Universität Zürich)
On the locality of quantum mechanics
3rd
Meeting: Wednesday, December 7, 1994
- Hans Föllmer (Humboldt Universität,
Berlin)
A new look at Itô's formula
- Hermann Rost (Universität Heidelberg)
Random permutations and stochastic hydrodynamics
2nd
Meeting: Wednesday, November 2, 1994
- Holger Rootzén (Chalmers University,
Göteborg)
What is the probability that a Gaussian path is flat?
- Amir Dembo (Stanford University)
Applications of large deviations
1st
Meeting: Wednesday, June 1, 1994
- Jean Jacod (Université de Paris VI)
Statistical estimation for discretized diffusion processes
- Wolfgang König (Universität
Zürich)
Asymptotics for a one-dimensional discrete polymer measure
Please send comments and suggestions to Christoph Czichowsky, e-mail: finance_update@math.ethz.ch