Xiang
Yu
PolyU
Probability Colloquium  📅
Institute
Usual time
biweekly on Wednesdays from 16:00 to 18:00
Number of talks
136
July 2026
Stefano
Bonaccorsi
U Trento
June 2026
John
Armstrong
King’s College
Caroline
Hillairet
ENSAE Paris
May 2026
Yufei
Zhang
Imperial
Keefer
Rowan
EPFL
February 2026
Vitalii
Konarovskyi
U Hamburg
Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent
Abstract
January 2026
Andrew
Allen
U Durham
RĂĽdiger
Frey
WU Vienna
A Mean-Field Game Analysis of Systemic Risk under Capital Constraints
Abstract
December 2025
Felix
Höfer
U Princeton
Markov Perfect Equilibria in Discrete Finite-Player and Mean-Field Games
Abstract
Willem
van Zuijen
WIAS Berlin
The quenched Edwards–Wilkinson equation with Gaussian disorder
Abstract
Willem
van Zuijlen
WIAS Berlin
The quenched Edwards–Wilkinson equation with Gaussian disorder
Abstract
Kristoffer
Andersson
U Verona
Numerical approximation of stochastic differential games by deep FBSDE fictitious play
Abstract
November 2025
Sebastian
Andres
TU Braunschweig
Quenched invariance principle for random conductance models on Delaunay triangulations
Abstract
July 2025
Frank
Seifried
U Trier
June 2025
Chencheng
Ling
U of Augsburg
Chengcheng
Ling
U of Augsburg
Quantitative approximation of stochastic kinetic equations: from discrete to continuum
Abstract
Jonas
Tölle
Aalto University
Ergodicity and mixing for locally monotone stochastic evolution equations with LĂ©vy noise
Abstract
May 2025
Michela
Ottobre
Heriot Watt University
Interacting particle systems, McKean-Vlasov PDEs and S(P)DEs
Abstract
April 2025
Alexandre
Pannier
LPSM/U Paris Cité
A functional integration by parts formula for Volterra processes
Abstract
February 2025
Fred Espen
Benth
U of Oslo
January 2025
Mihály
Kovács
PPKE ITK Budapest
Higher order approximation for nonlinear SPDEs with additive space-time white noise
Abstract
December 2024
Pascal
Maillard
CNRS
Probing the transition from polynomial to exponential complexity in spin glasses via N -particle branching Brownian motions
Abstract
GĂĽnter
Last
KIT
The stationary marked random connection model: Uniqueness of the infinite cluster and sharp phase transition
Abstract
November 2024
Benjamin
Gess
TU Berlin
Large deviations of Landau-Lifschitz-Navier-Stokes and the Energy Equality
Abstract
David
Hobson
U of Warwick
Lifetime Investment and Consumption with Epstein-Zin Stochastic Differential Utility
Abstract
October 2024
Ioannis
Gasteratos
TU Berlin
Transportation-cost inequalities for non-linear Gaussian functionals
Abstract
July 2024
Jiniao
Qiu
U of Calgary
Interacting Particle Systems for Optimization: from Particle Swarm Optimization to Consensus-based Optimization
Abstract
June 2024
Benjamin
Jourdain
École des Ponts ParisTech
Central limit theorem for nonlinear functionals of empirical measures and fluctuations of mean-field interacting particle systems
Abstract
Noemi
Kurt
Goethe University Frankfurt
The ancestral selection graph for a Lambda-asymmetric Moran model
Abstract
May 2024
April 2024
Christa
Cuchiero
U of Vienna
Functional ItĂ´ formula and Taylor expansion for non-anticipative maps of rough paths
Abstract
February 2024
Peter
Imkeller
HU Berlin
Geometric properties of some rough curves via dynamical systems: SBR measure, local time and Rademacher chaos
Abstract
January 2024
December 2023
Anis
Matoussi
Le Mans University
Probabilistic representation of nonlinear SPDEs via Backward doubly stochastic differential equations
Abstract
November 2023
Pierre-François
Rodriguez
IC London
Percolation phase transition for the vacant set of random walk
Abstract
October 2023
David
Prömel
Mannheim
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
Abstract
July 2023
Goncalo
dos Reis
U Edinburgh
High order splitting methods for stochastic differential equations
Abstract
Anna
Aksamit
Sidney
Superhedging duality for multi-action options under model uncertainty with information delay
Abstract
Paul
Gassiat
Paris-Dauphine
Zero noise limit for singular ODE regularized by fractional noise
Abstract
June 2023
Yufei
Zhang
LSE London
Exploration-exploitation trade-off for continuous-time reinforcement learning
Abstract
Giorgia
Callegaro
Padova
A McKean-Vlasov game of commodity production, consumption and trading
Abstract
May 2023
April 2023
Martin
Herdegen
Warwick
Optimal Investment and Consumption with Epstein-Zin Stochastic Differential Utility and Proportional Transaction Costs
Abstract
February 2023
Ana
Djurdjevac
FU Berlin
Synchronisation for scalar conservation laws via Dirichlet boundary
Mathias
Trabs
KIT
Statistics for SPDEs based on discrete observations
January 2023
Lukas
Gonon
Imperial
Detecting asset price bubbles using deep learning
Avi
Mayorcas
TU Berlin
Blow-up criteria for an SPDE model of chemotaxis
Chiranjib
Mukherjee
WWU MĂĽnster
Subcritical Gaussian multiplicative chaos in the Wiener space
Jan
Palczewski
University of Leeds
Equilibria in non-Markovian zero-sum stopping games with asymmetric information
December 2022
Xiaolu
Tan
Chinese University of Hong Kong
A mean-field version of Bank–El Karoui’s representation of stochastic processes
Wei
Xu
HU Berlin
Functional limit theorems for quasi-stationary Hawkes processes
November 2022
Huyen
Pham
Paris
Learning in continuous time mean-field control problems
Dylan
PossamaĂŻ
ETH Zurich
Moral hazard for time-inconsistent agents and BSVIEs
Jochen
Blath
Goethe-Uni FFM
The effects of dormancy in population genetics, evolution and ecology
Hanno
Gottschalk
Wuppertal
Foundations and Applications of Generative Adversarial Learning
October 2022
Nils
Berglund
Orléans
Stochastic resonance in stochastic PDEs
Raul
Tempone
RWTH Aachen & KAUST
Multi-iteration Estimators for Stochastic Optimization
July 2022
Gianmario
Tessitore
Milano-Bicocca
Space regularity of Young evolution equations in Banach spaces
Ilya
Chevyrev
Edinburgh
The signature method in machine learning
Ludovic
Tangpi
Princeton
A probabilistic approach to the convergence of large population games to mean field games
June 2022
Guillaume
Baverez
HU Berlin
The Virasoro structure of Liouville conformal field theory and applications
Andreas
Eberle
U Bonn
Coupling approaches for Langevin dynamics and nonlinear stochastic differential equations
Jodi
Dianetti
U Bielefeld
Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
May 2022
Steffen
Dereich
WWU MĂĽnster
Traces left by random walk in the neighbourhood of a vertex
April 2022
Fausto
Gozzi
LUISS University Rome
On mean field control in infinite dimension
February 2022
Samuel
Cohen
Oxford
Identifiability in Inverse reinforcement learning
Peter
Pfaffelhuber
Freiburg
Some stochastic slow-fast systems from the life sciences
January 2022
Dirk
Erhard
Bahia
Weak coupling limit of the Anisotropic KPZ equation
Max
Nendel
Bielefeld
Markovian transition semigroups under model uncertainty
December 2021
Martin
Larsson
Carnegie Mellon
Stochastic portfolio theory and rank-based particle systems
Ilya
Chevyrev
Edinburgh
Stochastic quantisation of gauge fields
November 2021
Alekos
Cecchin
Ecole Polytechnique
Mean field games with Wright-Fisher common noise
Boualem
Djehiche
KTH Stockholm
Propagation of chaos for a class of mean-field reflected BSDEs with jumps
Sebastian
Andres
U Manchester
Heat kernel bounds for Liouville Brownian motion
Geoffrey
Grimmett
U Cambridge
Site percolation on hyperbolic planar graphs
Lisa
Hartung
U Mainz
Branching Brownian motion with self repulsion
October 2021
Christophe
Garban
U Lyon 1
Vortex fluctuations in continuous spin systems and lattice gauge theory
July 2021
Pierre-François
Rodriguez
Imperial
Universality classes for three-dimensional percolation models with long-range dependence
Chiranjib
Mukherjee
MĂĽnster
Gibbs Measures with Space-Time Singularities
June 2021
Sören
Christensen
Kiel
and
Lukas
Trottner
Mannheim
Learning to reflect: data-driven stochastic optimal control strategies for diffusions and LĂ©vy processes
Xin
Guo
Berkeley
Itô’s formula for semimartingales on flows of probability measures
Eduardo
Abi Jaber
Paris 1
Stochastic Volterra equations: theory, numerics and control
May 2021
SaĂŻd
Hamadene
Le Mans Université
Mean-field reflected backward stochastic differential equation
Mykhaylo
Shkolnikov
Princeton
A sharp interface limit in the Giacomin-Lebowitz model of phase segregation
Alexander
Drewitz
Köln
Critical exponents for a percolation model on transient graphs
Lukasz
Szpruch
U Edinburgh
Gradient Flows for Regularized Stochastic Control Problems
April 2021
MihaĂ®
Sirbu
U Texas Austin
The asymptotic value of discrete timing in zero-sum games with mixed strategies
February 2021
Nina
Holden
ETH Zurich
Integrability of Schramm-Loewner evolutions via conformal welding of random surfaces
Alessandra
Cipriani
Delft
The discrete membrane model on trees
Ronnie
Sircar
Princeton
Cryptocurrencies, Mining & Mean Field Games
Christa
Cuchiero
U Vienna
Universality of affine and polynomial processes
January 2021
Frank
den Hollander
Leiden
Spatial populations with seed-bank: equilibria and finite-systems scheme
Ludovic
Tangpi
Princeton
Backward propagation of chaos and large population games asymptotics
Emmanuel
Gobet
Ecole Polytechnique
Weak Approximations and VIX Option Prices Expansions in Rough Forward Variances Models
December 2020
Josef
Teichmann
ETH Zurich
Randomized Signatures and Reservoir Computing
November 2020
Hendrik
Weber
Bath
Bounds for RDEs with non-linear damping
June 2020
Dmitry
Belyaev
Oxford
Level sets of Gaussian fields
May 2020
Alison
Etheridge
Oxford
Branching Brownian motion, mean curvature flow and the motion of hybrid zones