Outline Programme

Meeting Programme

Monday 7^th September

• 13:00 Lunch
• 14:00 Welcome and Introduction to the Leverhulme International Network – Neville Ford
• 14:30 Invited Speaker: Uwe Küchler:

Statistical inference for discrete time samples from affine stochastic delay differential equations

• 15:30 Refreshment break
• 15:50 Contributed talk: Terry Lynch Asymptotic Consistency in the Large Fluctuations of Discretised Market Models with Markovian Switching
• 16:25 Invited Speaker: Michael Scheutzow:

Uniqueness of invariant measures for stochastic delay equations

• 17:25 Close

Tuesday 8th September

• 09:30 Talk :Invited Speaker: Xuerong Mao:

      Asymptotic Properties and Numerical Solutions of SDDEs

• 10:30 Contributed talk: Katja Krol:   SDDEs with Long Memory Driven by Standard Brownian Motion
• 11:05 Refreshment break
• 11:25 Contributed talk: John Daniels: Long Memory in stationary ARCH infinity processes
• 12:00 Lunch
• 13:40 Invited Speaker: Robert Schlicht:

      Delay stochastic processes as models in developmental biology

• 14:40 Contributed talk: Christophe Becker: State-dependent dependencies:

      A continuous-time dynamics for correlations

• 15:30 Reception – Beswick Foyer (CBE908)

Wednesday 9th September

• 09:30 Invited Speaker; John Appleby:

      Perron--Hartman--Wintner theorems for unstable stochastic functional

      differential equations

• 10:30 Contributed talk: Nairn McWilliams: Arithmetic Asian Options under Stochastic Delay Models
• 11:05 Refreshment break
• 11:25 Invited Speaker; Evelyn Buckwar:

      Linear stability analysis for stochastic Theta-methods applied to systems

      of SODEs

• 12:25 Lunch
• 13:00 Choice of social activity: excursion to Liverpool Waterfront or breakout groups to discuss potential new collaborations

Thursday 10^th September

• 09:30 Invited Speaker; Bernt Øksendal:

      Optimal control of stochastic delay equations by means of stochastic Volterra        equations

• 10:30 Contributed talk: Lucasz Spruch: Almost Sure Stability of Numerical Methods for Nonlinear Stochastic Differential Equations
• 11:05 Refreshment break
• 11:25 Contributed talk: Jason Roberts: Potential Collaborative Topics
• 12:00 Lunch
• 13:30 Main Speaker; Yubin Yan: Numerical approximations for the Cahn-Hilliard stochastic partial differential equations
• 14:05 Main Speaker; Pat Lumb: Our Journey with Forward-Backward Differential Equations: Destination Unknown!
• 14:40 Refreshment break

• 15:00 Invited Speaker; Michael Tretyakov:

      On geometric integration of SDEs

• 16:00 Contributed talk: Abdul Malique:  Numerical treatment of oscillatory functional differential equations
• 16:35 Plenary session including arrangements for further meetings: Neville Ford
• 16:45 Close

Close of Meeting