# Difference between revisions of "Probability Seminar"

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== Thursday, September 12, Tom Kurtz, UW-Madison == | == Thursday, September 12, Tom Kurtz, UW-Madison == | ||

− | Title: Particle representations for SPDEs with boundary conditions | + | Title: <b> Particle representations for SPDEs with boundary conditions </b> |

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Abstract: Stochastic partial differential equations frequently arise as limits of finite systems of weighted interacting particles. For a variety of purposes, it is useful to keep the particles in the limit obtaining an infinite exchangeable system of stochastic differential equations for the particle locations and weights. The corresponding de Finetti measure then gives the solution of the SPDE. These representations frequently simplify existence, uniqueness and convergence results. Following some discussion of general approaches to SPDEs, the talk will focus on situations where the particle locations are given by an iid family of diffusion processes, and the weights are chosen to obtain a nonlinear driving term and to match given boundary conditions for the SPDE. (Recent results are joint work with Dan Crisan.) | Abstract: Stochastic partial differential equations frequently arise as limits of finite systems of weighted interacting particles. For a variety of purposes, it is useful to keep the particles in the limit obtaining an infinite exchangeable system of stochastic differential equations for the particle locations and weights. The corresponding de Finetti measure then gives the solution of the SPDE. These representations frequently simplify existence, uniqueness and convergence results. Following some discussion of general approaches to SPDEs, the talk will focus on situations where the particle locations are given by an iid family of diffusion processes, and the weights are chosen to obtain a nonlinear driving term and to match given boundary conditions for the SPDE. (Recent results are joint work with Dan Crisan.) |

## Revision as of 14:10, 4 September 2013

## Fall 2013

Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted. If you would like to receive announcements about upcoming seminars, please visit this page to sign up for the email list.

## Thursday, September 12, Tom Kurtz, UW-Madison

Title: ** Particle representations for SPDEs with boundary conditions **

Abstract: Stochastic partial differential equations frequently arise as limits of finite systems of weighted interacting particles. For a variety of purposes, it is useful to keep the particles in the limit obtaining an infinite exchangeable system of stochastic differential equations for the particle locations and weights. The corresponding de Finetti measure then gives the solution of the SPDE. These representations frequently simplify existence, uniqueness and convergence results. Following some discussion of general approaches to SPDEs, the talk will focus on situations where the particle locations are given by an iid family of diffusion processes, and the weights are chosen to obtain a nonlinear driving term and to match given boundary conditions for the SPDE. (Recent results are joint work with Dan Crisan.)

## Thursday, September 26, David F. Anderson, UW-Madison

Title: TBA

Abstract:

## Thursday, October 3, Lam Ho, UW-Madison CS/Stats

Title: TBA

Abstract:

## Thursday, October 10, NO SEMINAR

Midwest Probability Colloquium

## Wednesday October 16, 2:30pm, A. Borodin

Title: TBA

Please note the non-standard time and day.

Abstract:

## Tuesday, October 22 , Anton Wakolbinger, Goethe Universität Frankfurt

Please note the non-standard time and day.

Title: TBA

Abstract:

## Thursday, October 24, Ke Wang, IMA

Title: TBA

Abstract:

## Thursday, October 31, TBA

Title: TBA

Abstract:

## Thursday, November 7, TBA

Title: TBA

Abstract:

## Thursday, November 14, Miklos Racz, UC Berkeley

Title: TBA

Abstract:

## Thursday, November 21, Amarjit Budhiraja, UNC-Chapel Hill

Title: TBA

Abstract: