2020 events programme
No upcoming events this year.
- Paths between Probability, PDEs, and Physics: Conference 2019
1-5 July 2019
We will have invited talks from speakers specializing in stochastic analysis, rough paths, statistical mechanics, random surfaces, quantum field theory, stochastic PDE/ODE, dispersive PDE, and stochastic homogenization.
- Workshop on Stochastic Analysis, Geometry and Statistics
21–22 June 2018
A workshop exploring the following topics: Geometry and Stochastic Analysis, Information Geometry, Variational Approach to Fokker-Planck.
- Workshop on Particle Methods and Data Assimilation
8 May–10 May 2018
An EPSRC Mathematics of Planet Earth CDT event aiming to cover aspects of particle methods and data assimilation.
- New Frontiers in Mathematics
15 January 2018
An Imperial and CNRS International Symposium to mark the inauguration of a joint research unit in the field of Mathematics ‘Abraham de Moivre’. Find out more about this event, including videos of some of the lectures by Professors Martin Hairer and Cedric Villani.
- Jim Gatheral's 60th Birthday Conference, Courant Institute, NYU, 13-15 October 2017
- International Workshop on BSDEs, SPDEs and their Applications, Edinburgh 3-7 July 2017
- LMS-EPSRC Durham Symposium on Stochastic Analysis, 10-20 July 2017
- Oberwolfach Workshop: Mathematics of Quantitative Finance, Oberwolfach, 26 February-4 March 2017
- Rough Volatility Meeting, London, 7-8 October 2016
- London-Paris Bachelier Workshop, Paris, 28-29 September 2016
- Workshop At the Frontiers of Quantitative Finance, ICMS, Edinburgh, 27-30 June 2016
Please check back
'Discrete-time sequential Monte Carlo methods for filtering and optimization'
Autumn Term Course (5 lectures)
2nd October - 11th December 2013
Speaker: Professor Joaquin Miguez (Universidad Carlos III de Madrid)
- Workshop on `Large deviations and asymptotic methods in finance'
Imperial College London, 9-11 April 2013
- AHOI Workshop on Ambit Stochastics and Applications
Imperial College London, 25-27 March 2013
- Graduate course on Stochastic Control
Professor Carsten Hartmann (Berlin), Imperial College, February/March 2013
- Beijing-London workshop on Stochastic Analysis
King`s College London, 5th October 2012
- Workshop on numerical methods for solving the filtering problem
Oxford, September 2012
- Internal Meeting on Finance and Mathematics
2nd May, 2pm-7pm
- Mathematics Colloquium "Random surfaces, random geometries"
Professor Wendelin Werner (Université Paris-Sud 11)
2006 - 2011
- Two workshops on numerical methods for solving the filtering problem and high order methods for solving nonlinear PDEs
September 2010 and September 2011
- The Stochastic Analysis Invited Session at the 7th ISAAC Congress organized at Imperial
- LMS-EPSRC funded Short Course on Stochastic Partial Differential Equations
- Meeting on advanced MCMC Methods