Notes and Transparencies from Lectures

 

 

LMS/EPSRC Short Course on Stochastic Analysis, March 20-24, 2000

Lecture notes for Mathematics 735, Stochastic Differential Equations

Archives for Conference and Workshop on Stochastic Networks, June 19 Ė 30, 2000

Wilfrid Kendallís Lectures†† from the 2003 Intern Program

How to make Kendallís magic pdf presentations

Martingale problems and stochastic equations for Markov processes, Math 833, Fall 2004

Branching in Biology, May 22-26, 2005, Gothenburg.Branching-like properties in models of intracellular chemical reactions.

Imperial College, May 31, 2005.Particle representations and uniqueness for SPDEs

 

Math 832, Spring 2006

 

German Open Conference on Probability and Statisitics, March 14-17, 2006, Frankfurt

Stochastic models for chemical reactions

 

Martingale Problems, Particles, and Filters, Lecture Series, University of Illinois, May 15-18, 2006

 

Model reduction for chemical reaction networks, Stochastic Networks Conference, University of Illinois, June, 2006

 

Stochastic models for chemical reactions 17th SINAPE, Caxambu, Brazil

 

Math 831, Fall 2006

 

Particle representations for continuum models, 10th CLAPEM, Lima Peru

 

Multiscale analysis of stochastic reaction networks, SIAM Conference on Applications of Dynamical Systems, May, 2007

 

Poisson representations of measure-valued processes, International Symposium in Probability and Stochastic Processes, June, 2007

 

Hotelling Lectures, University of North Carolina, April 7-11, 2008

 

o   Stochastic models for chemical reactions

o   Identifying separated time scales in stochastic models of reaction networks

o   Averaging fast subsystems

 

Lectures, Peking University, October, 2008

 

o   Stochastic equations for counting processes

o   Stochastic models for chemical reactions

o   Identifying separated time scales in stochastic models of reaction networks

o   Averaging fast subsystems

 

Lectures, Beijing Normal University, October, 2008

 

o   Particle representations for continuum models

o   Exchangeable representations of measure-valued population processes I

o   Exchangeable representations of measure-valued population processes II

o   Poisson representations of measure-valued processes

 

Probability at Warwick Young Researchers Workshop

 

††††††††† Separation of time scales and averaging of fast subsystems for stochastic chemical reaction models

 

Diffusions and diffusion approximations revisited, University of Iowa, October, 2009

 

 

Eulalia Nualart Lectures on Malliavin calculus and its applications to finance, June 23-July 2, 2009

 

Lectures on large deviations, Bath University, May, 2010

 

Counting processes, stochastic equations, and asymptotics for stochastic models, Edinburgh, June, 2010

 

Time-change equations for diffusion processes, Chennai, December, 2012

 

Frankfurt Lectures, May-June 2013

 

2014 Wald Lectures

 

Imperial College 2015 Nelder Lectures

 

Barrett Lectures 2015 University of Tennessee