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Outline Programme
Meeting Programme
Monday 7th September
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13:00 Lunch
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14:00 Welcome and Introduction to the
Leverhulme International Network – Neville
Ford
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14:30 Invited Speaker: Uwe Küchler:
Statistical inference for discrete time
samples from affine stochastic delay
differential equations
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15:30 Refreshment break
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15:50 Contributed talk: Terry Lynch
Asymptotic Consistency in the Large
Fluctuations of Discretised Market Models
with Markovian Switching
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16:25 Invited Speaker: Michael Scheutzow:
Uniqueness of invariant measures for
stochastic delay equations
Tuesday 8th September
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09:30 Talk :Invited Speaker: Xuerong Mao:
Asymptotic Properties and Numerical
Solutions of SDDEs
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10:30 Contributed talk: Katja Krol: SDDEs
with Long Memory Driven by Standard Brownian
Motion
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11:05 Refreshment break
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11:25 Contributed talk: John Daniels:
Long Memory in stationary ARCH infinity
processes
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12:00 Lunch
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13:40 Invited Speaker: Robert Schlicht:
Delay stochastic processes as models in
developmental biology
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14:40 Contributed talk: Christophe Becker:
State-dependent dependencies:
A continuous-time dynamics for
correlations
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15:30 Reception – Beswick Foyer (CBE908)
Wednesday 9th September
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09:30 Invited Speaker; John Appleby:
Perron--Hartman--Wintner theorems for
unstable stochastic functional
differential equations
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10:30 Contributed talk: Nairn McWilliams:
Arithmetic Asian Options under Stochastic
Delay Models
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11:05 Refreshment break
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11:25 Invited Speaker; Evelyn Buckwar:
Linear stability analysis for
stochastic Theta-methods applied to systems
of SODEs
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12:25 Lunch
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13:00 Choice of social activity: excursion
to Liverpool Waterfront or breakout groups
to discuss potential new collaborations
Thursday 10th September
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09:30 Invited Speaker; Bernt Øksendal:
Optimal control of stochastic delay
equations by means of stochastic Volterra
equations
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10:30 Contributed talk: Lucasz Spruch:
Almost Sure Stability of Numerical Methods
for Nonlinear Stochastic Differential
Equations
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11:05 Refreshment break
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11:25 Contributed talk: Jason Roberts:
Potential Collaborative Topics
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12:00 Lunch
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13:30 Main Speaker; Yubin Yan: Numerical
approximations for the Cahn-Hilliard
stochastic partial differential equations
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14:05 Main Speaker; Pat Lumb: Our Journey
with Forward-Backward Differential
Equations: Destination Unknown!
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14:40 Refreshment break
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15:00 Invited Speaker; Michael Tretyakov:
On geometric integration of SDEs
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16:00 Contributed talk: Abdul Malique:
Numerical treatment of oscillatory
functional differential equations
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16:35 Plenary session including arrangements
for further meetings: Neville Ford
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16:45 Close
 Close
of Meeting
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