Semester Theme: Stochastic Analysis

SpeCIAL guest lectures:

9/9:  David Herzog (Iowa State), Langevin Dynamics, Part I

9/16:  David Herzog (Iowa State), Langevin Dynamics, Part II

9/29: (THURSDAY) David Herzog (Iowa State), Langevin Dynamics, Part III

10/26: Nathan Glatt-Holtz (Tulane University): Intro to Metropolis-hastings type Monte-Carlo methods

Working seminar:

9/30: Victor Gardner: Intro to Malliavin calculus

10/12: Kyle Liss: Poincare inequalities, Lyapunov functions

11/2: Xingzi Xu: Introduction to stochastic control

11/16: Haotian Gu: Branching Brownian motion

11/30: Kyle Liss: Weak Poincare inequalities

Minicourses:

Nick Cook (Duke): “The universality phenomenon in random matrix theory (and beyond)”  10/31- 12/02 MWF 10:15.