Institute of Mathematical Statistics and Actuarial Science

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.

50th Meeting: June 6th & 7th 2016

  • Gérard BEN AROUS (Courant Institute, NYU)
    Scaling limits for the ant in high-dimensional 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

49th Meeting: May 6th 2015

  • Johanna F.-ZIEGEL (University of Bern)
    Risk measures with the CxLS property
  • Xue-Mei LI (University of Warwick)
    Limits associated to stochastic homogenization
  • Daniel UELTSCHI (University of Warwick)
    Random loop models and quantum spin systems
  • Lluis QUER-SARDANYONS (Autonomous University of Barcelona)
    Stochastic pde's with fractional noise in space

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 max-stable 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 self-organization and pattern formation in plants

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

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 Navier-Stokes equations with noise
  • Camille MALE (ENS Lyon)
    Distribution of traffics of large random matrices and their free product

42nd Meeting: November 23th 2011

  • Jean-Christophe 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
  • Pierre-Loïc 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

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, Jouy-en-Josas) 
    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

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 fractional-colored noise
  • Pierre CALKA (University of Paris V)
    Limit theorems for radius-vector functions
  • Jiri CERNY (ETH Zurich)
    Non-Brownian limit theorem for random walk between random conductances

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
  • Jean-Yves 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 heavy-tailed 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 porous-media type equation, and related topics
  • Loïc CHAUMONT (LAREMA, University of Angers)
    Some pathwise constructions of bridges of self-similar Markov processes
  • Arvind SINGH (University of Zurich)
    Phase transition of a cookie random walk on a regular tree

34th Meeting: December 5th 2007

  • Jan OBLOJ (Imperial College, London)
    Are the Azema-Yor martingales truly remarkable?
  • Paul BOURGADE (ENST and University of Paris VI)
    A generalization of the Ewens sampling formula
  • Jean-François 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 Ornstein-Uhlenbeck processes.
  • Lluís QUER-SARDANYONS (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.

32nd Meeting: 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 (University of Franche-Comté, 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 non-stopping 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

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 non-life insurance
  • Jean-Dominique 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 Navier-Stokes equations

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

26th Meeting: 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 (University of Neuchâtel)
    Self-interacting diffusions
  • Ilya GOLDSHEID (Queen Mary and Westfield, London)
    Eigenfunctions of non-symmetric disordered Jacobi type matrices
  • Christian MAZZA (University of Geneva)
    Long time behavior of non-commutative 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 R3
  • Vlad BALLY (INRIA Rocquencourt and University of Maine)
    A quantization tree method for pricing and hedging American options

24th Meeting: November 27, 2002

  • Federico CAMIA (ETH Zurich)
    Zero-temperature 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 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: 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 one-dimensional 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

20th Meeting: November 29th 2000

  • Claude MARTINI (INRIA Rocquencourt)
    The simplest fully non-linear Hamilton-Jacobi-Bellman 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
  • Wolf-Dieter RICHTER (University of Rostock)
    Probabilities of correct classification; finite and asymptotic results

19th Meeting: May 24th 2000

  • Marta SANZ-SOLE (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

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

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 (Friedrich-Alexander University Erlangen-Nürnberg)
    Reconstruction of random functions

13th Meeting: January 21st 1998

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

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

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 non-linear integral equations
  • Andrew BARBOUR (University of Zurich)
    Thresholds and initial growth rates in a model of parasitic infection

6th Meeting: November 22nd 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: 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: 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

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 one-dimensional discrete polymer measure