University of Edinburgh
School of Mathematics
Probability and Stochastic Analysis Group
Talks and Presentations
CONFERENCES and WORKSHOPS
- 2025
- [Invited]
MCM, Chicago (USA), 28 Jul -- 01 Aug, 2025
- [Invited (declined)]
10th Symposium of Backward Stochastic Differential Equations, Qingdao (CN), 26 Jun -- 01 Jul, 2025
-
53th Probability Summer School Saint-Flour, St-Flour (FR), June 30th - July 12th 2025
- [Invited]
Workshop “Milstein's method: 50 years on”, Nottingham (UK), 30 Jun - 03 Jul, 2025
- [Invited]
Stochastic Network in Stochastics, Liverpool (UK), 25 - 27 Jun, 2025
- [Invited]
Workshop Neural dynamical systems for time-series data, Vienna (AU), 23 - 25 April , 2025
- [Invited]
Vienna Seminar in Mathematical Finance and Probability, Vienna (AU), 10 April, 2025
- [Invited]
WU's StatMath Research Seminar, Vienna (AU), 09 April, 2025
-
Maxwell Institute Workshop on Stochastic Analysis, Edinburgh (UK), 21 Mar, 2025
-
2025 Huawei Future Deviece Technology Summit (Aurora Summit), Oulo (FI), 04 Feb, 2025
- [Invited]
LiBERA Kick off meeting, Bologna (IT), 23 - 24 Jan, 2025
- 2024
- [Invited]
York Stochastics Seminar, York (UK), 28 Oct, 2024
- [Invited]
TU-Berlin Stochastics Seminar, Berlin (DE), 17 Oct, 2024
- [Invited]
WIAS Stochastic Algorithms Seminar, Berlin (DE), 15 Oct, 2024
- [Invited]
Nova Math Industry Day 2024" (program), Caparica (PT), 02 Oct, 2024
- [Invited]
Probability in Mathematical Physics, Lisboa (PT), 01 Oct, 2024
- [Invited]
Workshop "Numerical Analysis and Applications of SDEs (NAASDE)", Bedlewo Conference Center (PL), 22-28 Sep, 2024
- [Invited]
Swansea-Tianjin stochastic analysis workshop", Swansea (UK), 27-28 June, 2024
- [Invited]
Kinetic equation, Mathematical Physics and Probability conference, BCAM center, Bilbao (ES), 17-21 June, 2024
- [Invited]
Klagenfurt-Berlin Workshop on Multiple Perspectives in Optimization, Klagenfurt (AT), 6-7 June, 2024
- [Invited]
Third Workshop on Energy, CLimate and Finance, Edinburgh (UK), 08-10 May, 2024
- [Invited]
workshop "Recent advances in stochastic control, machine learning and quantitative finance", Shanghai (CN), 14-20 Apr, 2024
- [Invited]
Nottingham probability and statistics seminar, Nottingham (UK), 27 Mar, 2024
- [Invited]
Workshop on Dynamics, Data and Deep Learning", Bristol (UK), 25-26 March, 2024
- [Invited]
Applied Mathematics seminar, Madrid (SP), 15 March, 2024
- 2023
-
SDEs with low-regularity coefficients:
theory and numerics, 21-22 Sep 2023 Torino (IT)
- [Invited]
Workshop on random matrix theory and high dimensional statistics for complex system, Luxemburgh (LU), 29 Aug - 01 Sep 2023
- [Invited]
Portuguese Mathematics around the world, Coimbra (PT), 26-28 Jul 2023
-
43rd Conference on Stochastic Processes and their Applications (SPA2023), Lisbon (PT), 24-28 Jul 2023
-
"Stochastic Analysis in Interaction" IRTG Seminar, Berlin (DE), 19 Jul 2023
-
International Conference on Monte Carlo Methods and Applications MCM2023, Paris (FR), (26) 26-30 Jun 2023
- [Invited]
Online One-World Stochastic Numerics and Inverse Problems seminar, online, 7 Jun 2023
-
Seminar of Numerical Analysis, University of Geneve, Geneve, (CH), 30 Jun 2023
-
UniBo Mathematics Department Seminar, Bologna University, Bologna, (IT), 23 Mar 2023
-
Probability and Statistics Seminar, Luxemburgh University, Belval, (LU), 23 Feb 2023
- [Invited]
workshop on Interfaces: Probabilistic methods, Signatures, Cubature and Geometry, York (UK), 09-11 Jan 2023
- 2022
- [Invited]
Dynamic preferences: theory, numerical computation and applications (ANR proj DREAMeS), Nantes (Fr), 17-19 Oct 2022
- [Invited]
DataFest Fringe 2022: Samples of Mathematics in Data, Edinburgh (UK), 10 Oct 2022
- [Invited]
Interacting Particle Systems and Applications , Trento (IT), 05-07 Sep 2022
- [Invited]
Many player games and applications, Berlin (DE), 29-31 Aug 2022
- [Special session]
BSDE 2022: 9th International Colloquium on BSDEs and Mean Field Systems, Annecy (FR), 26 Jun - 01 Jul 2022
- [Invited]
Festkolloquium in honor of Hans Follmer and Peter Imkeller, Berlin (DE), 08-11 Jun 2022
- [Invited]
Mathematics of random complex systems: theory, computation and applications, Bologna (IT), 06-09 Jun 2022
- [Invited]
Statistical and probabilistic methods for McKean-Vlasov stochastic differential equations, Luxemburg (LU), 10-11 Mar 2022
- [Invited]
MIRaW – Mathematical Interdisciplinary Research at Warwick, Coventry (UK), 07 Mar 2022
- 2021
-
Schrodinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances, Luminy (FR), 15-19 Nov 2021
-
9th Austrian Stochastics Days, Leoben (AT), 09-10 Sep 2021
- [Invited]
Explore: Science for Sustainability, Online Webinar, 30 Sep 2021
-
13th International Conference on Monte Carlo Methods and Applications, Mannheim (DE) Online, 16-20 Aug 2021
- [Invited/special session]
SIAM Annual Meeting (AN21) // OP21 Operations Research, Online, 19-23 Jul 2021
- [Invited/special session]
National metting of the SPM 2021, Online, 12-16 Jul 2021
- [Invited//cancelled]
Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, Banff Centre (CA), June 28 - July 3, 2020
-
10th General AMaMeF Conference, Padova (IT), Online, 22-25 Jun 2021
- 2020
- 2019
- [Invited]
Workshop on Probability, Uncertainty and Quantitative Risk, Weihai (CN), 11-14 July
- [Invited]
Nonlinear Processes and their Applications, Saint-Etienne (FR), 2-5 July
- [Invited]
39th Finnish Summer School on Probability and Statistics, Lammi (FI), 27-31 May 2019
-
Workshop in stochastic Analysis, Edinburgh (UK), 28 Jan 2019
2018
-
Stochastic Analysis, Financial and Insurance Mathematics (SAFIM) , Accra (Ghana), 20-24 August
-
Modeling and Computational Methods for Financial Applications, Vienna (Austria), 3-6 July 2018
-
Portuguese Meeting on Optimal Control 2018, Coimbra (Portugal), 18 June 2018
(pic here)
-
40th Stochastic Processes and their Applications International Conference - SPA2018, Gottenburg (Sweden), 11-15 June 2018
-
Stochastic Analysis and its Applications, Casa Matematica Oaxaca (CMO) (Mexico), May 13th to May 18th, 2018
-
Bielefeld - Edinburgh - Swansea Stochastic Spring Conference, March 26 - 28, 2018, Bielefeld, Germany
2017
2016
2015
2014
- Maxwell Institute Probability Day, December 2014, Edinburgh (Scotland/UK), 08 Dec 2014
- [Invited] International Conference on Advances in Interdisciplinary Statistics and Combinatorics, Greensboro (USA), 10-12 Oct 2014
-
2nd young researchers meeting on BSDEs, Numerics and Finance, Bordeaux
(FR), 7-9 July
- [Invited] 7th international
symposium on Backward Stochastic differential equations, Ji'Nan and
Weihai (China), 22-27 June
- [Invited] 11th International Conference on
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2014), Loeven (Belgium), 6-11 April
- 11th German Probability and
Statistics
Days, Ulm (Germany), 4-7 MarchApril
2013
- [Invited] Workshop on
Stochastics, Harmonic Analysis and PDEs, Jyväskylä 19-20
December
- [Invited] Berlin-Oxford meeting,
Berlin 11-13 December
- 2nd Austrian Stochastics Day, Innsbruck (Austria), 27
September
- 18th OMG Congress and Annual
DMV Meeting, Innsbruck (Austria), 23-26 September
- Joint International Meeting
of the AMS and the Romanian Mathematical Society , Alba Iulia (Romania),
27-30 June
- Frontiers in Financial
Mathematics 2013, Dublin (Ireland), 4-7 June
2012
2011
2010
2009
2008
2007
RESEARCH GROUPS and OTHERS
- 2023
- 2022
- 2020
- Applied Mathematics Seminar (Math Department), Uni of Warwick (UK), 19 Jun 2020
- Probability laboratory at Bath Seminar, Uni of Bath (UK), 27 Apr 2020
- Actuarial Mathematics and Statistics Seminars, Heriot-Watt Univ., Edinburgh (UK), 11 Mar 2020
- London Mathematical Finance Seminar Series, Imperial college (UK), 5 Mar 2020
- Analysis Seminar, Birmingham (UK), 3 Mar 2020
- Battery Research Seminar, Warwick Manufactoring Group, Warwick (UK), 31 Jan 2020
- Probability and Statistics Seminar, Uni of Milan ("Università degli Studi di Milano") (IT), 7 Jan 2020
- 2019
- 2018
-
- Finance and Insurance Seminar Joint TUM and LMU, Munich (DE), 05 Nov 2018
- Finance and Insurance Seminar (Liverpool University), Liverpool (UK), 13 Sep 2018 (on twitter)
- Mathematical and computational finance Seminar (Oxford University), Oxford (UK), 07 June 2018
- CREST Seminar in Mathematical Finance (ENSAE Paristech), Lozere (FR), 09 April 2018
- Stochastic Analysis Seminar (Leeds University), Leeds (UK), 01 March 2018
- Random Structures Seminar (University of Texas), Austin (USA), 07 February 2018
- Mathematical Finance Seminar (Columbia University), New York (USA), 30 January 2018
- 2015
- 2014
2013
- Stoch. Analysis and Stoch. Finance Seminar, (TU-Berlin), Berlin (DE), 25 April
- CEMAPRE Seminar (ISEG - Tecnical Univ. of Lisbon), Lisbon (PT), 19 April
- CMAF and GFM joint Seminar of Univ. of Lisbon, Lisbon (PT), 18 April
- CMA/FCT/UNL Ststistics and risk management Seminar (Faculty for Sciences and Technology), Lisbon (PT), 17 April
- WIAS Stochastic Algorithms and Nonparametric Statistics Seminar, Berlin (DE), 12 February
2012
2009
- Seminar of the IST Center for Mathematics and Applications (CEMAT), Lisbon (Portugal), 18 December
- I.S.T. Seminar at the Center for Mathematical analysis, Geometry and dynamical systems, Lisbon (Portugal), 16 October
- IRMAR seminar of the Stochastic processes research group, Rennes (France), 21 September
- Seminar of the UNL/CMA - Center for Mathematics and Applications, Lisbon (Portugal), 09 July
- Probability Seminar of the Mathematics Research Group at University Evry, Evry (France), 28 May
- Seminar at FiME - Joint lab. of Dauphine, CREST and EDF, Paris (France), 15 May
2008
- FAM @ TU - PRisMa Lab, Viena (Austria), 30 September
2007
- International Research Trainings Group Seminar at WIAS, Berlin (Germany), 16 May
- UBC Probability Seminars at the University of British Columbia (UBC), Vancouver (Canada), 21 March
Attendances
- 2018
- 2017
- 2015
- 2014
- 2013
- 2012
- 2011
- 2010
- 2009
- 2008
- 2007
Keeping track of other events
- 2019
- Particle Systems and PDE's VIII, Lisbon (PT), 2-6 Dec 2019
- Dynamics, Equations and Applications, Krakow (PL), 16-20 Sep 2019
- 12th European Summer School in Financial Mathematics, Padova (IT), 2-6 Sep 2019
- KAUST Summer School in Applied Mathematics, Kaust (KSA), 25/Aug-7/Sep 2019
- Phase Transitions and Particle Systems, Berlin (DE), 24-26 June 2019
- First Workshop on Machine Learning and Data Assimilation for Dynamical Systems MLDADS 2019, Faro, Algarve (PT), 12-14 June 2019
- Mean field games, Cetraro (IT), 10-14 Jun 2019
- SIAM Conference on Financial Mathematics & Engineering (FM19), Toronto (CA), 4-7 Jun 2019
- Mean-field games, energy systems and other applications, Edinburgh (UK), 2-6 April 2019
- Perturbation Techniques in Stochastic Analysis and Its Applications, Marseille (FR), 11-15 March 2019
-
Symposium on Machine Learning and Dynamical Systems, London (UK), 11-13 Feb 2019 (pic here)
- 2018
-
Wasserstein calculus and related topics, Edinburgh (UK), 19 - 23 November 2018
-
New Trends in Stochastic Analysis, Beijing (CN), 11 - 23 September 2018
-
BSDEs, Information and McKean-Vlasov equations, Leeds (UK), 10 - 12 September 2018
-
2018 Workshop on Finance, Insurance, Probability and Statistics (FIPS 2018) , London (UK), 10 - 11 September 2018
-
From Stochastic Geometric Mechanics to Mass Transportation Problems, Lisbon (PT), 3 - 6 September 2018
-
Robust Techniques in Quantitative Finance, Oxford (UK), 3 - 7 September 2018
-
IPAM Graduate Summer School: Mean Field Games and Applications, IPAM/UCLA (USA), 18 - 29 June 2018
-
9TH International Workshop on Applied Probability (IWAP 2018), Budapest (Hungary), 11-21 June 2018
-
METE - Mathematics and Economics: Trends and Explorations, ETH Zurich, 4-8 June 2018
-
The Fourth Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, April 23 - 27, 2018, Shanghai Jiao Tong University, Shanghai, China
-
Mean-field games, energy and environment, London (UK), 12 - 14 February 2018
- 2017
-
CEMRACS 2017, Marseille (FR), July 17 - August 25
-
International Workshop on BSDEs, SPDEs and their Applications, Edinburgh (UK), July 03 - July 07
-
Conference on Monte Carlo Methods and Applications (MCM), Montreal (CA), July 03 - July 07
-
6th Workshop on Stochastic Methods in Game Theory, Sicily (IT), 5 - 13 May
-
Spring School 2017: From Particle Dynamics to Gradient Flows, Kaiserslautern (DE), 27 Feb - 3 Mar
-
Bachelier Colloquium 2017, Metabief (FR), 16-21 Jan
2016
- Conference on Stochastic Analysis in Honor of Istvan Gyongy's 65th Birthday, Edinburgh, (UK), 10 - 12 Septembver 2016
- 9th European Summer School in Financial Mathematics, Pushkin, St. Petersburg, (RU), 29 August - 2 September 2016
- Stochastic processes - numerical methods and related topics, 22-25 Aug, Vietnam
- 3rd Young Researchers Meeting in Probability, Numerics and Finance, Le Mans, 29 June to 01 July
- Stochastic Analysis and Mathematical Finance - A Fruitful Partnership (16w5134), Maxico, 22 May to 27 May
- Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance", Vienna, 4 to 7 April
2015
2014
- 3rd Austrian Stochastics days, Leoben (Austria), 24-25 Sep
- 7th
european summer school in Financial Mathematics, Oxford (UK), 1-5 Sep
- SIAM-SMAI
Conference on Financial Mathematics: Advanced Modeling and Numerical Methods
, Paris (FR), 17-20 Jun
- 1st Berlin-Singapore workshop on Quantitative Finance and
Financial Risk, Berlin (DE), 21-24 Mai
- Winter School and
Mini-Workshop
on Malliavin Caluclus, Munique (DE), 31 Mar - 04 Apr
- Advances in Financial
Mathematics, Paris (FR), 07-10 Jan
2013
2012