This meeting gathered local and external experts in stochastic analysis and their applications for an afternoon of scientific discussion on some recent trends in the field. The organizers would like to acknowledge the generous support of the Glasgow Mathematical Journal Trust Learning and Research Support Fund.
Workshop
Stochastic analysis 2019
28 - 28 Jan 2019
ICMS, Bayes Centre, 47 Potterrow Edinburgh
Organiser
About
Programme
Meet the speakers
Anthony Réveillac
INSA de Toulouse
On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion
William Salkeld
University of Edinburgh
Malliavin differentiability of SDEs with drifts of superlinear growth
Bekzhan Kerimkulov
University of Edinburgh
Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions
Mario Maurelli
University of York
McKean-Vlasov SDEs with irregular drift: large deviations for particle approximation.
Ankush Agarwal
University of Glasgow
Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements.
Goncalo dos Reis
University of Edinburgh
Importance sampling for McKean-Vlasov SDEs
