Venue

University of Bern
Institut für Exakte Wissenschaften
Sidlerstrasse 5
3012 Bern

46th Meeting: Wednesday, December 4th 2013

45th Meeting: Wednesday, May 8th 2013

• Kenneth MAPLES (University of Zurich)
  Random wave models for quantum ergodicity
• Vitali WACHTEL  (University of Munich)
  Random walks in cones
• Vincent BEFFARA (ENS-Lyon)
  Exclusion in percolation
• Victor PANARETOS (EPFL)
  Doubly spectral analysis of stationary functional processes

44th Meeting: Wednesday, November 28th 2012

• Zakhar KABLUCHKO (Ulm University)
  Universality for random analytic functions
• Marco DOZZI (Université de Lorraine)
  On the local time of multifractional Gaussian and stable processes
• Marion HESSE (University of Bath)
  Survival near criticality of Branching Brownian motion in a strip
• Reda CHHAIBI (Universität Zürich)
  Poisson Approximations and the Wiener Algebra

43rd Meeting: Wednesday, May 9th 2012

• Fausto GOZZI (Luiss University, Rome)
  Optimal investment/consumption in illiquid markets: random trading times and partial observation.
• Gille PAGÈS (Université Paris 6)
  Critical dimension for the functional quantification of processes (Dimension critique pour la quantification fonctionnelle de processus)
• Marco ROMITO (Università da Pisa)
  The 3D Navier-Stokes equations with noise
• Camille MALE (ENS Lyon)
  Distribution of traffics of large random matrices and their free product

42nd Meeting: Wednesday, November 23th 2011

• Jean-Christophe MOURRAT (EPFL) 
  Quantitative homogenization of random environments
• Charles BORDENAVE (Toulouse)
  How does a typical Markov chain/process behave?
• Rama CONT (Paris 6)
  Functional Ito calculus, martingale representation and functional PDEs
• Pierre-Loïc MÉLIOT (University of Zurich)
  Central limit theorems for random partitions and characters of the symmetric groups

41st Meeting: Wednesday, May 4th 2011

• Albert SHIRYAEV (Steklov Mathematical Institute)
  Overview of Kolmogorov's complexity and related fields
• Francesco RUSSO (Ecole Nationale Supérieure des Techniques Avancées, France)
  Stochastic integration via regularization in Banach spaces and applications
• Yuri KONDRATIEV (University of Bielefeld)
  Markov dynamics for continuous point systems and kinetic equations
• Jordan STOYANOV (Newcastle University, UK)
  Moment (in)determinacy of probability distributions

40th Meeting: Wednesday, November 24th 2010

• Sandrine PECHE (Grenoble)
  Limiting distributions for TASEP, Last Passage Percolation and a few words on universality in KPZ
• Zdzislaw BRZEZNIAK (York)
  Weak solutions to stochastic geometric wave equations
• Jean BERTOIN (Paris 6)
  Burning cars in a parking lot
• Christine JACOB (National Agricultural Research Institute, Jouy-en-Josas) 
  Asymptotic behavior of a general class of multitype branching processes with age, memory and population dependence

39th Meeting: Wednesday, May 5th 2010

• Daniel HUG (Karlsruhe)
  Large typical faces in random mosaics
• Samy TINDEL (Nancy)
  Resolution of rough evolution equations
• Ben HAMBLY (Oxford)
  Spectral problems for random trees
• Leonid BOGACHEV (Leeds)
  On bounded solutions of a balanced pantograph equation

38th Meeting: Wednesday, Nov 25th 2009

• Stanislav SMIRNOV (Geneve)
• Amaury LAMBERT (Paris VI)
  Splitting trees and applications to population genetics
• Hansjoerg ALBRECHER (Uni Lausanne)
  Exit problems for a class of refracted stochastic processes
• Mikhail MENSHIKOV (Durham)
  Random walk in random environment with asymptotically zero perturbation

37th Meeting: Wednesday, May 6th 2009

• Mark PODOLSKIJ (ETH Zürich)
  Limit theorems for semimartingales
• Ciprian TUDOR (Paris I)
  On stochastic heat equation driven by a fractional-colored noise
• Pierre CALKA (Paris V)
  Limit theorems for radius-vector functions
• Jiri CERNY (ETH Zürich)
  Non-Brownian limit theorem for random walk between random conductances

36th Meeting: Wednesday, November 26th 2008

• Vincent BEFFARA (ENS Lyon)
  Statistical mechanics, embeddings and discrete harmonic analysis
• Johanna NESLEHOVA (ETH Zürich)
  Asymptotics of joint maxima for discontinuous random variables
• Jean-Yves AUDIBERT (Ecole des Ponts)
  Aggregation to compete with the best prediction function in a fixed set
• Peter MOERTERS (Bath)
  The parabolic Anderson model with heavy-tailed potential

35th Meeting: Wednesday, May 7th 2008

• Vincent BANSAYE (Université Paris 6)
  Branching model for cell division with parasite infection
• Francesco RUSSO (Université Paris 13)
  Probabilistic interpretation of an irregular porous-media type equation, and related topics
• Loïc CHAUMONT (LAREMA, Université d’Angers)
  Some pathwise constructions of bridges of self-similar Markov processes
• Arvind SINGH (Universität Zürich)
  Phase transition of a cookie random walk on a regular tree

34th Meeting: Wednesday, December 5th 2007

• Jan OBLOJ (Imperial College, London)
  Are the Azema-Yor martingales truly remarkable?
• Paul BOURGADE (ENST and Uni Paris 6)
  A generalization of the Ewens sampling formula
• Jean-François RENAUD (Radon Institute, Linz)
  Spectrally negative Lévy risk processes with tax and dividends
• Andreas KYPRIANOU (Uni Bath)
  Scale functions for spectrally negative Lévy processes

33rd Meeting: Wednesday, June 6th 2007

• Pierre PATIE (University of Bern)
  Explicit characterization of harmonic functions for some generalized Ornstein-Uhlenbeck processes.
• Lluís QUER-SARDANYONS (Uni Autonoma de Barcelona)
  Existence and smoothness of the density for spatially homogeneous SPDEs.
• Ludger RÜSCHENDORF (Universität Freiburg i. Br.)
  On stochastic recursive equations and recursive processes.
• Ron DONEY (Uni Manchester)
  The reflected process of a random walk or Levy process.

32nd Meeting: Wednesday, November 29th 2006

• Pierre PATIE (University of Bern)
  Probabilistic Properties of solutions of some integro-differential equations
• Chris HUGHES (University of York)
  Limit Theorems in Number Theory and Random Matrix Theory
• Youri KABANOV (Université de Franche-Comté, Besançon)
  Replication of contingent claims under transaction costs
• Philippe BIANE (ENS Paris)
  Brownian motion in Weyl chambers and Pitman theorem

31st Meeting: Wednesday, June 7th 2006

• Goran PESKIR (University of Manchester)
  Optimal stopping games and Nash equilibrium
• Ashkan NIKEGHBALI (ETH Zürich)
  A survey on non-stopping times and their applications
• Beatrice de TILIERE (Univ. of Zürich)
  Gaussian distributions in the dimer model
• Wilfrid KENDALL (University of Warwick)
  Exotic couplings of Brownian motion

30th Meeting: Wednesday, November 23rd 2005

• Leandro PIMENTEL (EPF Lausanne)
  Competition interfaces and second class particles
• Christian MAZZA (Uni Genève)
  Dynamics of spherical spin glasses at high temperature
• Mario WUETRICH (ETH Zürich)
  Valuation portfolio and solvency in non-life insurance
• Jean-Dominique DEUSCHEL (TU Berlin)
  Scaling limits of equilibrium wetting models in (1+1)-dimension

29th Meeting: Wednesday, June 8th 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

28th Meeting: Wednesday, November 24th 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

27th Meeting: Wednesday, June 9th 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 26th 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 4th 2003

• Ilya MOLCHANOV (Universität Bern)
  Coverage problems in the whole space
• John BIGGINS (University of Sheffield)
  Measure change and martingale convergence in multitype branching
• Michiel VAN DEN BERG (University of Bristol)
  On the expected volume of intersection of three independent Wiener sausages in R³
• Vlad BALLY (INRIA Rocquencourt and Université du Maine)
  A quantization tree method for pricing and hedging American options

24th Meeting: Wednesday, November 27, 2002

• Federico CAMIA (ETH Zürich)
  Zero-temperature dynamics and critical percolation scaling limits
• David NUALART (Universitat de Barcelona)
  Stochastic integration with respect to fractional Brownian motion
• Fabio TONINELLI (Universität Zürich)
  Recent rigorous results in mean field spin glass models
• Mathew PENROSE (University of Durham)
  Random particle deposition and aggregation

23rd Meeting: Wednesday, June 5th 2002

• Martin BARLOW (University of British Columbia)
  Random walk on supercritical percolation clusters
• Hervé GUIOL (visiting EPF Lausanne)
  Shocks for the k-step exclusion process
• Martin SCHLATHER (University of Bayreuth)
  Connections between Gaussian and extreme value distributions
• Albert N. SHIRYAEV (Russian Academy of Science)
  On stochastic integral representation for stopping times and partial maxima of a Brownian motion

22nd Meeting: Wednesday, November 28th 2001

• Hermann THORISSON (University of Iceland)
  Coupling
• Véronique GAYRARD (EPF Lausanne)
  Aging in the random energy model
• Günther LAST (Universität Karlsruhe)
  Contact distributions of inhomogeneous Boolean models
• Tom MOUNTFORD (EPF Lausanne)
  Blocking measures for the one-dimensional exclusion process

21st Meeting: Wednesday, May 30th 2001

• Nicole BÄUERLE (Universität Ulm)
  Optimal control of stochastic processes in insurance
• Massimiliano GUBINELLI (Università di Pisa)
  Stochastic models of vortex filaments
• Davar KHOSHNEVISAN (University of Utah)
  Estimates for laws of functionals of a Brownian sheet
• Chuck NEWMAN (Courant Institute of Mathematical Sciences)
  Stochastic Ising models at zero temperature: results and open problems

20th Meeting: Wednesday, November 29th 2000

• Claude MARTINI (INRIA Rocquencourt)
  The simplest fully non-linear Hamilton-Jacobi-Bellman equation
• David SVENSSON (Universität Zürich)
  A class of renewal processes in random environments
• David BRYDGES (University of Virginia)
  Combinatorics and integration with Grassman variables
• Wolf-Dieter RICHTER (Universität Rostock)
  Probabilities of correct classification; finite and asymptotic results

19th Meeting: Wednesday, May 24th 2000

• Marta SANZ-SOLE (Barcelona)
  Stochastic differential equations with delay: Density estimates
• Ernst EBERLEIN (Freiburg i. B.)
  Lévy motions as a basic tool in finance
• Wolfgang STUMMER (Universität Ulm)
  On exponentials of Markov processes, with applications to mathematical finance and statistical informations
• Gesine REINERT (King's College, Cambridge)
  The stationary distribution in the antivoter model: Exact sampling and approximations

18th Meeting: Wednesday, November 24th 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 26th 1999

• Alejandro RAMIREZ (EPF Lausanne)
  Survival probability in the random saturation process
• Anton WAKOLBINGER (Universität Frankfurt)
  Migrating populations in a random genetic drift field
• Yehuda VARDI (Rutgers)
  Maximum likelihood methods in positive linear inverse problems
• Srinivasa Raghu S. VARADHAN (Courant Institute)
  Large deviations for interacting particle systems

16th Meeting: Wednesday, November 25th 1998

• Freddy DELBAEN (ETH Zürich)
  A measure theoretic problem related to the description of coherent risk
• Goetz KERSTING (Universität Frankfurt)
  Branching trees in a random environment - a probabilistic approach
• Chris ROGERS (University of Bath)
  Fastest coupling of random walks
• Tom MOUNTFORD (UC Los Angeles)
  Convergence for critical reversible nearest particle systems

15th Meeting: Wednesday, June 10th 1998

• Torgny LINDVALL (Univ. Göteborg)
  On stochastic domination
• Michel DEKKING (TU Delft)
  Martingales in random search trees

14th Meeting: Wednesday, April 29th 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 21st 1998

• Jean-François LE GALL (Ecole Normale Supérieure, Paris)
  Some connections between branching processes and interacting particle systems
• Gerard BEN AROUS (EPF Lausanne)
  Spectra of random matrices

12th Meeting: Wednesday, November 19th 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 18th 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 29th 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 29th 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 24th 1996

• Giambattista GIACOMIN (Universität Zürich)
  Large scale dynamics for particle systems with long range potentials
• Robert DALANG (EPF Lausanne)
  Points of increase of a Brownian sheet

7th Meeting: Wednesday, January 31st 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 (UC Los Angeles)
  Ergodicity and one-dimensional interacting particle systems

5th Meeting: Wednesday, May 3rd 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 1st 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 7th 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 2nd 1994

• Holger ROOTZEN (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 1st 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