School of Mathematics

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Probability, Stochastic modelling and
Financial mathematics seminar

Our seminars normally take place on Thursday afternoons.

 

Forthcoming seminars

To be announced.

 

Past seminars
Thu 3rd May, 2012
2:00 PM

Matina Rassias (UCL)
Stochastic Differential Delay Equations and Applications
Tue 24th April, 2012
2:00 PM

Stephen Connor (York)
State-dependent Foster-Lyapunov criteria
Thu 19th April, 2012
2:00 PM

Jon Pitchford (York)
Can simple networks model complex ecological interactions?
Thu 9th February, 2012
3:00 PM

Jochen Voss (Leeds)
Maximum A Posteriori Estimators
Thu 26th January, 2012
3:00 PM

Robert S. McKay, FRS FInstP FIMA (University of Warwick)
Dobrushin metric
Thu 8th December, 2011
3:00 PM

Konstantinos Zygalakis (Oxford Centre for Collaborative Applied Mathematics)
Qualitative Behaviour of Numerical Methods for SDEs and Application to Homogenization
Thu 1st December, 2011
3:00 PM

Jordan Stoyanov (Newcastle University)
Moment Analysis of Distributions: Recent Developments
Thu 10th November, 2011
3:00 PM

Vassili Kolokoltsov (University of Warwick)
Nonlinear Markov processes and kinetic equations
Thu 27th October, 2011
3:00 PM

Mikhail Zhitlukhin (University of Manchester)
A Bayesian sequential testing problem of three hypotheses for Brownian motion
Thu 20th October, 2011
2:00 PM

Ostap Hryniv (University of Durham)
Some limiting properties of non-homogeneous random walks with non-integrable increments
Thu 29th September, 2011
2:00 PM

Daniel Gruhlke (University of Bonn, Germany)
A Multilevel method for MCMC
Thu 5th May, 2011
2:00 PM

Dr Dirk Zeindler (York)
Central limit theorem for multivariate associated class functions randomization with The cycle numbers with respect to the weighted probability measure
Tue 22nd March, 2011
10:00 AM

Prof Anatoly Zhigljavsky (Cardiff)
Probabilistic models in stochastic global optimisation
Wed 9th March, 2011
1:00 PM

Prof Ilya Goldscheid (Queen Mary, University of London)
On random walks in random environment in 1D
Fri 25th February, 2011
2:00 PM

Dr Alet Roux (University of York)
Pricing of American and Bermudan options under proportional transaction costs
Thu 10th February, 2011
2:00 PM

Jochen Voss (Leeds)
The Stationary Distribution of Discretised SPDEs
Thu 18th November, 2010
4:00 PM

Prof Vlad Anisimov (GlaxoSmithKline)
Innovative Statistical Techniques for Modelling Clinical Trials