Swiss Probability Seminars
The Swiss Probability Seminar was founded in 1994. The fiftieth edition in 2016 was a special celebration for probability theory which took place at the University of Zurich, Switzerland. More details on the event's web page.
2016
50th Meeting: June 6th & 7th 2016
 Gérard BEN AROUS (Courant Institute, NYU)
Scaling limits for the ant in highdimensional labyrinths  David NUALART (University of Kansas)
Stochastic heat equation with rough multiplicative noise  Nalini ANANTHARAMAN (Université de Strasbourg)
Quantum ergodicity for the Anderson model on large regular graphs  Ivan CORWIN (Columbia University)
Fluctuations at the leading edge and Pfaffian processes  Alexei BORODIN (MIT)
The six vertex model and randomly growing interfaces in (1+1)dimensions  Hans FÖLLMER (Humboldt Universität zu Berlin)
Local vs. global risk assessment in large financial networks  Alice GUIONNET (ENS Lyon and MIT)
Delocalization for heavy tails matrices  Van VU (Yale University)
Random functions  Bertrand DUPLANTIER (CEA, France)
Liouville quantum multifractality  Martin HAIRER (University of Warwick)
When algebra meets analysis
2015
49th Meeting: May 6th 2015
 Johanna F.ZIEGEL (University of Bern)
Risk measures with the CxLS property  XueMei LI (University of Warwick)
Limits associated to stochastic homogenization  Daniel UELTSCHI (University of Warwick)
Random loop models and quantum spin systems  Lluis QUERSARDANYONS (Autonomous University of Barcelona)
Stochastic pde's with fractional noise in space
2014
48th Meeting: November 26th 2014

Nikolay LEONENKO (Cardiff University)
Limit theorems for multifractal products of geometric stationary processes 
Jevgenijs IVANOVS (University of Lausanne)
A Levy process on the real line seen from its supremum and maxstable processes 
Igor KORTCHEMSKI (University of Zurich)
Looptrees 
Samy TINDEL (University of Lorraine)
Some estimates for the parabolic Anderson model
47th Meeting: May 7th 2014

Matthias REITZNER (University of Osnabrück)
Old and new results for random polytopes 
Patrik FERRARI (University of Bonn)
Anomalous shock fluctuations in TASEP and last passage percolation models 
Hugo DUMINIL (University of Geneva)
Continuity of the phase transition for the 3d Ising model 
Christian MAZZA (University of Fribourg)
Probability models for selforganization and pattern formation in plants
2013
46th Meeting: December 4th 2013

Christoph THÄLE (Ruhr University Bochum)
Probabilistic approximation of functionals of Poisson random measures 
Rostyslav KOZHAN (KTH, Stockholm)
Truncations of unitary random matrices and zeros of orthogonal polynomials 
Bradley RODGERS (University of Zurich)
The strong Szegő theorem in random matrix theory and number theory 
Robert DALANG (EPF Lausanne)
Multiple points of the Brownian sheet in critical dimensions
45th Meeting: 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 (EPF Lausanne)
Doubly spectral analysis of stationary functional processes
2012
44th Meeting: November 28th 2012

Zakhar KABLUCHKO (Ulm University)
Universality for random analytic functions 
Marco DOZZI (University of Lorraine, Nancy)
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 (University of Zurich)
Poisson Approximations and the Wiener Algebra
43rd Meeting: May 9th 2012

Fausto GOZZI (Luiss University, Rome)
Optimal investment/consumption in illiquid markets: random trading times and partial observation. 
Gille PAGÈS (University of Paris VI)
Critical dimension for the functional quantification of processes (Dimension critique pour la quantification fonctionnelle de processus) 
Marco ROMITO (University of Pisa)
The 3D NavierStokes equations with noise 
Camille MALE (ENS Lyon)
Distribution of traffics of large random matrices and their free product
2011
42nd Meeting: November 23th 2011

JeanChristophe MOURRAT (EPF Lausanne)
Quantitative homogenization of random environments 
Charles BORDENAVE (University of Toulouse)
How does a typical Markov chain/process behave? 
Rama CONT (University of Paris VI)
Functional Ito calculus, martingale representation and functional PDEs 
PierreLoïc MÉLIOT (University of Zurich)
Central limit theorems for random partitions and characters of the symmetric groups
41st Meeting: May 4th 2011

Albert SHIRYAEV (Steklov Mathematical Institute)
Overview of Kolmogorov's complexity and related fields 
Francesco RUSSO (ENSTA ParisTech)
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
2010
40th Meeting: November 24th 2010

Sandrine PECHE (University of Grenoble)
Limiting distributions for TASEP, Last Passage Percolation and a few words on universality in KPZ 
Zdzislaw BRZEZNIAK (University of York)
Weak solutions to stochastic geometric wave equations 
Jean BERTOIN (University of Paris VI)
Burning cars in a parking lot 
Christine JACOB (National Agricultural Research Institute, JouyenJosas)
Asymptotic behavior of a general class of multitype branching processes with age, memory and population dependence
39th Meeting: May 5th 2010

Daniel HUG (Karlsruhe Institute of Technology)
Large typical faces in random mosaics 
Samy TINDEL (University of Lorraine, Nancy)
Resolution of rough evolution equations 
Ben HAMBLY (University of Oxford)
Spectral problems for random trees 
Leonid BOGACHEV (University of Leeds)
On bounded solutions of a balanced pantograph equation
2009
38th Meeting: Nov 25th 2009

Stanislav SMIRNOV (University of Geneva)
Percolation and black noise 
Amaury LAMBERT (University of Paris VI)
Splitting trees and applications to population genetics 
Hansjoerg ALBRECHER (University of Lausanne)
Exit problems for a class of refracted stochastic processes 
Mikhail MENSHIKOV (Durham University)
Random walk in random environment with asymptotically zero perturbation
37th Meeting: May 6th 2009

Mark PODOLSKIJ (ETH Zurich)
Limit theorems for semimartingales 
Ciprian TUDOR (University of Paris I)
On stochastic heat equation driven by a fractionalcolored noise 
Pierre CALKA (University of Paris V)
Limit theorems for radiusvector functions 
Jiri CERNY (ETH Zurich)
NonBrownian limit theorem for random walk between random conductances
2008
36th Meeting: November 26th 2008

Vincent BEFFARA (ENS Lyon)
Statistical mechanics, embeddings and discrete harmonic analysis 
Johanna NESLEHOVA (ETH Zurich)
Asymptotics of joint maxima for discontinuous random variables 
JeanYves AUDIBERT (Ecole des Ponts)
Aggregation to compete with the best prediction function in a fixed set 
Peter MOERTERS (University of Bath)
The parabolic Anderson model with heavytailed potential
35th Meeting: May 7th 2008

Vincent BANSAYE (University of Paris VI)
Branching model for cell division with parasite infection 
Francesco RUSSO (University of Paris XIII)
Probabilistic interpretation of an irregular porousmedia type equation, and related topics 
Loïc CHAUMONT (LAREMA, University of Angers)
Some pathwise constructions of bridges of selfsimilar Markov processes 
Arvind SINGH (University of Zurich)
Phase transition of a cookie random walk on a regular tree
2007
34th Meeting: December 5th 2007

Jan OBLOJ (Imperial College, London)
Are the AzemaYor martingales truly remarkable? 
Paul BOURGADE (ENST and University of Paris VI)
A generalization of the Ewens sampling formula 
JeanFrançois RENAUD (Radon Institute, Linz)
Spectrally negative Lévy risk processes with tax and dividends 
Andreas KYPRIANOU (University of Bath)
Scale functions for spectrally negative Lévy processes
33rd Meeting: June 6th 2007

Pierre PATIE (University of Bern)
Explicit characterization of harmonic functions for some generalized OrnsteinUhlenbeck processes. 
Lluís QUERSARDANYONS (Autonomous University of Barcelona)
Existence and smoothness of the density for spatially homogeneous SPDEs. 
Ludger RÜSCHENDORF (University of Freiburg)
On stochastic recursive equations and recursive processes. 
Ron DONEY (University of Manchester)
The reflected process of a random walk or Levy process.
2006
32nd Meeting: November 29th 2006

Pierre PATIE (University of Bern)
Probabilistic Properties of solutions of some integrodifferential equations 
Chris HUGHES (University of York)
Limit Theorems in Number Theory and Random Matrix Theory 
Youri KABANOV (University of FrancheComté, Besançon)
Replication of contingent claims under transaction costs 
Philippe BIANE (ENS Paris)
Brownian motion in Weyl chambers and Pitman theorem
31st Meeting: June 7th 2006

Goran PESKIR (University of Manchester)
Optimal stopping games and Nash equilibrium 
Ashkan NIKEGHBALI (ETH Zurich)
A survey on nonstopping times and their applications 
Beatrice de TILIERE (University of Zurich)
Gaussian distributions in the dimer model 
Wilfrid KENDALL (University of Warwick)
Exotic couplings of Brownian motion
2005
30th Meeting: November 23rd 2005

Leandro PIMENTEL (EPF Lausanne)
Competition interfaces and second class particles 
Christian MAZZA (University of Geneva)
Dynamics of spherical spin glasses at high temperature 
Mario WUETRICH (ETH Zurich)
Valuation portfolio and solvency in nonlife insurance 
JeanDominique DEUSCHEL (TU Berlin)
Scaling limits of equilibrium wetting models in (1+1)dimension
29th Meeting: June 8th 2005

Tomasz SCHREIBER (NCU Toruń)
Phase separation phenomenon and Wulff construction
for polygonal Markov fields in the plane 
Davar KHOSHNEVISAN (University of 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 (University of Warwick)
Ergodic properties of the 2D NavierStokes equations
2004
28th Meeting: November 24th 2004

Pierre BREMAUD (EPF Lausanne and ENS)
Power spectral measures of point processes and related processes 
Enkelejd HASHORVA (University of Bern)
Boundary crossings of Brownian motion and related processes 
Glauco VALLE da SILVA (EPF Lausanne)
Hydrodynamics for interacting particle systems with moving boundaries 
Yiannis KONTOYIANNIS (Brown University)
Poisson approximation and Poisson concentration via entropy
27th Meeting: June 9th 2004

Ron DONEY (University of Manchester)
Small time behaviour of Levy processes 
Sasha GNEDIN (University of Utrecht)
Composition structures derived from multiplicative subordinators: characterisation and asymptotics 
Ben HAMBLY (University of Oxford)
Some last passage directed percolation problems 
Sid RESNICK (Cornell University)
The extremal dependence measure, hidden regular variation and asymptotic independence
2003
26th Meeting: November 26th 2003

Sergei FOSS (HeriottWatt University, Edinburgh)
Asymptotics for the maximum of a random walk with heavytailed increments, with queueing applications 
Michel BENAIM (University of Neuchâtel)
Selfinteracting diffusions 
Ilya GOLDSHEID (Queen Mary and Westfield, London)
Eigenfunctions of nonsymmetric disordered Jacobi type matrices 
Christian MAZZA (University of Geneva)
Long time behavior of noncommutative processes given by a linear differential equation
25th Meeting: June 4th 2003

Ilya MOLCHANOV (University of 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 R^{3} 
Vlad BALLY (INRIA Rocquencourt and University of Maine)
A quantization tree method for pricing and hedging American options
2002
24th Meeting: November 27, 2002

Federico CAMIA (ETH Zurich)
Zerotemperature dynamics and critical percolation scaling limits 
David NUALART (University of Barcelona)
Stochastic integration with respect to fractional Brownian motion 
Fabio TONINELLI (University of Zurich)
Recent rigorous results in mean field spin glass models 
Mathew PENROSE (University of Durham)
Random particle deposition and aggregation
23rd Meeting: June 5th 2002

Martin BARLOW (University of British Columbia)
Random walk on supercritical percolation clusters 
Hervé GUIOL (visiting EPF Lausanne)
Shocks for the kstep 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
2001
22nd Meeting: November 28th 2001

Hermann THORISSON (University of Iceland)
Coupling 
Véronique GAYRARD (EPF Lausanne)
Aging in the random energy model 
Günther LAST (University of Karlsruhe)
Contact distributions of inhomogeneous Boolean models 
Tom MOUNTFORD (EPF Lausanne)
Blocking measures for the onedimensional exclusion process
21st Meeting: May 30th 2001

Nicole BÄUERLE (Ulm University)
Optimal control of stochastic processes in insurance 
Massimiliano GUBINELLI (University of 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
2000
20th Meeting: November 29th 2000

Claude MARTINI (INRIA Rocquencourt)
The simplest fully nonlinear HamiltonJacobiBellman equation 
David SVENSSON (University of Zurich)
A class of renewal processes in random environments 
David BRYDGES (University of Virginia)
Combinatorics and integration with Grassman variables 
WolfDieter RICHTER (University of Rostock)
Probabilities of correct classification; finite and asymptotic results
19th Meeting: May 24th 2000

Marta SANZSOLE (University of Barcelona)
Stochastic differential equations with delay: Density estimates 
Ernst EBERLEIN (University of Freiburg)
Lévy motions as a basic tool in finance 
Wolfgang STUMMER (Ulm University)
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
1999
18th Meeting: November 24th 1999

Yvan VELENIK (University of Zurich/ETH Zurich)
Some aspects of the wetting transition in equilibrium statistical mechanics 
Nobuyuki IKEDA (Osaka University)
Brownian motion on the hyperbolic plane and the Selberg trace formula 
Uwe SCHMOCK (RiskLab, ETH Zurich)
Valuation of exotic options under shortselling constraints 
Volker SCHMIDT (Ulm University)
Stochastic modelling of communication systems
17th Meeting: May 26th 1999

Alejandro RAMIREZ (EPF Lausanne)
Survival probability in the random saturation process 
Anton WAKOLBINGER (Goethe University Frankfurt)
Migrating populations in a random genetic drift field 
Yehuda VARDI (Rutgers University)
Maximum likelihood methods in positive linear inverse problems 
Srinivasa Raghu S. VARADHAN (Courant Institute of Mathematical Sciences)
Large deviations for interacting particle systems
1998
16th Meeting: November 25th 1998

Freddy DELBAEN (ETH Zurich)
A measure theoretic problem related to the description of coherent risk 
Goetz KERSTING (Goethe University 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: June 10th 1998

Torgny LINDVALL (University of Gothenburg)
On stochastic domination 
Michel DEKKING (TU Delft)
Martingales in random search trees
14th Meeting: 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 (FriedrichAlexander University ErlangenNürnberg)
Reconstruction of random functions
13th Meeting: January 21st 1998

JeanFrançois LE GALL (ENS Paris)
Some connections between branching processes and interacting particle systems 
Gerard BEN AROUS (EPF Lausanne)
Spectra of random matrices
1997
12th Meeting: 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: June 18th 1997

Rüdiger FREY (ETH Zurich)
Incomplete market aspects of stochastic volatility models 
Larry SHEPP (AT&T Bell)
Some recent applications of probability to finance
10th Meeting: 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
1996
9th Meeting: 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: April 24th 1996

Giambattista GIACOMIN (University of Zurich)
Large scale dynamics for particle systems with long range potentials 
Robert DALANG (EPF Lausanne)
Points of increase of a Brownian sheet
7th Meeting: January 31st 1996

Robert AEBI (University of Bern)
A problem of nonlinear integral equations 
Andrew BARBOUR (University of Zurich)
Thresholds and initial growth rates in a model of parasitic infection
1995
6th Meeting: November 22nd 1995

Laurent SALOFFCOSTE (University of Toulouse)
Convergence in finite Markov chains 
Tom MOUNTFORD (UC Los Angeles)
Ergodicity and onedimensional interacting particle systems
5th Meeting: May 3rd 1995

Søren ASMUSSEN (Aalborg University)
Large deviations results in the presence of heavy tails 
John EINMAHL (University of Eindhoven)
The main BahadurKiefer theorem; a short and elementary proof
4th Meeting: February 1st 1995

Daniel NEUENSCHWANDER (University of Bern and Ingenieurschule Biel)
Infinitely divisible processes on groups 
Masao NAGASAWA (University of Zurich)
On the locality of quantum mechanics
1994
3rd Meeting: December 7th 1994

Hans FÖLLMER (Humboldt University of Berlin)
A new look at Itô's formula 
Hermann ROST (Heidelberg University)
Random permutations and stochastic hydrodynamics
2nd Meeting: November 2nd 1994

Holger ROOTZEN (Chalmers University of Technology, Gothenburg)
What is the probability that a Gaussian path is flat? 
Amir DEMBO (Stanford University)
Applications of large deviations
1st Meeting: June 1st 1994

Jean JACOD (University of Paris VI)
Statistical estimation for discretized diffusion processes 
Wolfgang KÖNIG (University of Zurich)
Asymptotics for a onedimensional discrete polymer measure