学术活动
Webinar on stochastic analysis
Organizers: Rongchan Zhu, Xiangchan Zhu, Dejun Luo, Zhenfu Wang
Organization secretary: Zhengyan Wu
Past webinars's videos
Upcoming webinars:
New Semester
Date: 2022/06/22
Time: 10:00-11:00
Speaker: Fengyu Wang（王凤雨） （Tianjin University）
Title: Wasserstein Limit for Empirical Measures of Diffusion Processes
Abstract: PDF 提取码：1234
Slides: TBA 提取码：1234
Video
Summer School
Poster: TBA
Date: 2022/7/25, 27, 29
Time: 9:00-11:00
Speaker: Zhenqing Chen（陈振庆） （ University of Washington ）
Title: TBA
Abstract: TBA 提取码：1234
Notes: TBA 提取码：1234
Video 1
Video 2
Video 3
Date: 2022/7/26, 28, 30
Time: 9:00-11:00
Speaker: Sam Punshon-Smith （Institute for Advanced Study, Princeton, NJ）
Title: TBA
Abstract: TBA 提取码：1234
Notes: TBA 提取码：1234
Video 1
Video 2
Video 3
Date: 2022/7/25, 27, 29
Time: 15:00-17:00
Speaker: Roland Bauerschmidt （University of Cambridge）
Title: Stochastic dynamics and renormalisation
Abstract: TBA 提取码：1234
Slides: TBA 提取码：1234
Video 1
Video 2
Video 3
Date: 2022/7/26, 28, 30
Time: 15:00-17:00
Speaker: Jian Ding（丁剑）（ Peking University ）
Title: TBA
Abstract: TBA 提取码：1234
Slides: TBA 提取码：1234
Video 1
Video 2
Video 3
Past webinars:
Date: 2022/06/15
Time: 10:00-11:00
Speaker: Matias Gonzalo Delgadino （University of Texas）
Title: Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/06/08
Time: 16:00-17:00
Speaker: Chenmin Sun (孙晨旻) （Université Paris-Est-Créteil-Val-de-Marne）
Title: Weak universality for a class of nonlinear wave equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/06/01
Time: 16:00-17:00
Speaker: Fei Pu (蒲飞) （Beijing Normal University）
Title: Gaussian fluctuation for spatial average of super-Brownian motion
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/05/25
Time: 10:30-11:30
Speaker: Liping Li (李利平) （Chinese Academy of Sciences）
Title: Generalizing Dirichlet-to-Neumann operators
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/05/18
Time: 10:00-11:00
Speaker: Guohuan Zhao (赵国焕) （Chinese Academy of Sciences）
Title: On SDEs with critical drifts in Lebesgue space
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/05/11
Time: 10:00-11:00
Speaker: Shanjian Tang (汤善健) （Fudan University）
Title: Mean field games with mean-field-dependent volatility, and associated coupled quasilinear forward-backward parabolic equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/05/06
Time: 16:00-17:00
Speaker: Arnulf Jentzen （The Chinese University of Hong Kong, Shenzhen and University of Muenster）
Title: Overcoming the curse of dimensionality: from nonlinear Monte Carlo to deep learning
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/04/27
Time: 16:00-17:00
Speaker: Xuemei Li (李雪梅) （Imperial College London）
Title: A continuous spectrum of effective motions
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Video
Date: 2022/04/20
Time: 10:00-11:00
Speaker: Zechun Hu (胡泽春) （Sichuan University）
Title: Three favorite edges occurs infinitely often for one-dimensional simple random walk
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/04/13
Time: 16:00-17:00
Speaker: Huilin Zhang (张会林) （Shandong University）
Title: Rough paths with jumps and its application in homogenization
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/04/07
Time: 16:00-17:00
Speaker: Zhongmin Qian (钱忠民) （University of Oxford）
Title: The closure problem in random vortex methods and functional SDEs
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/03/31
Time: 16:00-17:00
Speaker: Peter Friz （TU Berlin）
Title: A theory of rough differential equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/03/23
Time: 10:00-11:00
Speaker: Renmin Song (宋仁明) （University of Illinois at Urbana-Champaign）
Title: Potential theory of Markov processes degenerate at the boundary
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/03/16
Time: 10:00-11:00
Speaker: Wei Liu (刘伟) （Wuhan University）
Title: Uniform Poincare inequalities and logarithmic Sobolev inequalities for mean field particle systems
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/03/09
Time: 16:00-17:00
Speaker: Jean-Christophe Mourrat （ENS Lyon）
Title: Quantitative homogenization of interacting particle systems
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/03/08
Time: 9:00-10:00
Speaker: Roland Bauerschmidt （University of Cambridge）
Title: Log-Sobolev inequality for \Phi^4_d measures
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2022/03/02
Time: 10:00-11:00
Speaker: Zenghu Li (李增沪) （Beijing Normal University）
Title: 分枝过程，随机树与随机过程
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/12/29
Time: 10:00-11:00
Speaker: Songzi Li (李宋子) （Renmin University of China）
Title: On the superdiffusion of periodic Lorentz gas
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/12/21
Time: 10:00-11:00
Speaker: Jianhai Bao (鲍建海) （Tianjing University）
Title: Existence of invariant probability measures for functional McKean-Vlasov SDEs
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/12/16
Time: 16:00-17:00
Speaker: Marco Romito （University of Pisa）
Title: The Gaussian structure of singular stochastic PDEs
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/12/08
Time: 10:00-11:00
Speaker: Mickey Salins （Boston University）
Title: Systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/12/02
Time: 10:00-11:00
Speaker: Rongfeng Sun（孙嵘枫） （National University of Singapore）
Title: The Critical 2d Stochastic Heat Flow
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/11/24
Time: 10:00-11:00
Speaker: Sam Punshon-Smith （Institute for Advanced Study, Princeton, NJ）
Title: Positive Lyapunov exponent for the GalerkinNavier-Stokes equations with stochastic forcing
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/11/17
Time: 10:00-11:00
Speaker: Qi Lv（吕琦） （Sichuan University）
Title: Linear Quadratic Optimal Control Problem for Stochastic Evolution Equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/11/10
Time: 10:00-11:00
Speaker: Juan Li（李娟） （Shandong University）
Title: Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/11/04
Time: 16:00-17:00
Speaker: Nikolay Barashkov （Bonn University）
Title: Elliptic stochastic quantization of Sinh-Gordon QFT
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/10/27
Time: 10:00-11:00
Speaker: Ruoyu Wu（吴若愚） （Lowa State University）
Title: Graphon mean field systems: large population and long-time asymptotics
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/10/20
Time: 16:00-17:00
Speaker: Jinghai Shao（邵井海） （Tianjin University）
Title: On conditional McKean-Vlasov equations in a common random environment
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/10/13
Time: 10:00-11:00
Speaker: Yu Deng（邓煜） （University of Southern California）
Title: Mathematical wave turbulence and propagation of chaos
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/10/08
Time: 16:00-17:00
Speaker: Nicolas Perkowski（Free University of Berlin)
Title: Weak and martingale solutions of singular diffusions
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/9/29
Time: 10:00-11:00
Speaker: Wei Liu（Jiangsu Normal University)
Title: Monotone versus Locally Monotone
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/9/22
Time: 10:00-11:00
Speaker: Pierre-Emmanuel Jabin（Penn State University)
Title: Mean-field limit for non-exchangeable multi-agent systems
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/9/16
Time: 16:00-17:00
Speaker: Liming Wu (吴黎明)（法国UCA大学，哈尔滨工业大学)
Title: 平均场粒子系统和McKean-Vlasov方程的W_1指数收敛性
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Summer School
Poster: PDF
Date: 2021/7/26, 28, 30
Time: 9:00-10:50
Speaker: Xicheng Zhang（张希承） （ Wuhan University ）
Title: 随机动理学方程
Abstract: PDF 提取码：1234
Notes: PDF 提取码：1234
Date: 2021/7/26, 28, 30
Time: 14:00-15:50
Speaker: Weijun Xu（许惟钧）（ Peking University ）
Title: Rough Paths and Regularity Structures
Abstract: PDF 提取码：1234
Date: 2021/7/27, 29, 31
Time: 9:00-10:50
Speaker: Yu Gu（谷雨）（ Carnegie Mellon University ）
Title: Appetizers in SHE/KPZ
Abstract: PDF 提取码：1234
Slides: PDF1, PDF2, PDF3 提取码：1234
Date: 2021/7/27, 29, 31
Time: 14:00-15:50
Speaker: Wei Wu（吴炜）（ NYU Shanghai ）
Title: Homogenization and Statistical Mechanics
Abstract: PDF 提取码：1234
Slides: PDF1, PDF2, PDF3 提取码：1234
Date: 2021/6/23
Time: 16:00-17:00
Speaker: Chunrong Feng (冯春蓉)（Durham University)
Title: Ergodicity on Sublinear Expectation and Capacity Spaces
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/6/16
Time: 10:00-11:00
Speaker: Haitian Yue(岳海天)（University of Southern California)
Title: Random tensors, propagation of randomness, and nonlinear Schrödinger equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/6/9
Time: 10:00-11:00
Speaker: Seiichiro Kusuoka（Kyoto University)
Title: Construction of a non-Gaussian and rotation-invariant \Phi^4-measure and associated flow on R^3 through stochastic quantization
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/6/2
Time: 10:00-11:00
Speaker: Jing Wu (巫静)（Sun Yat-sen University)
Title: On path-dependent stochastic variational inequalities
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/5/25
Time: 10:00-11:00
Speaker: Bo Wu (吴波)（Fudan University)
Title: Functional Inequalities on the Riemannian Path/Loop Spaces
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/5/19
Time: 10:00-11:00
Speaker: Ping Zhang (张平)（Chinese Academy of Sciences)
Title: Global well-posedness of 3-D anisotropic Navier-Stokes system with small unidirectional derivative
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/5/11
Time: 16:00-17:00
Speaker: Jacob Bedrossian（University of Maryland)
Title: Almost-sure exponential mixing and Batchelor spectrum in stochastic fluid dynamics
Abstract: PDF 提取码：1234
Slides: TBA 提取码：1234
Date: 2021/5/5
Time: 10:00-11:00
Speaker: Zhenfu Wang (王振富)（Peking University)
Title: Mean-Field Limit and Quantitative Estimates with Singular Attractive Kernels
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/4/28
Time: 16:00-17:00
Speaker: Kainan Xiang (向开南)（Xiangtan University)
Title: 双曲群上分枝随机游走的边界
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/4/21
Time: 16:00-17:00
Speaker: Huaizhong Zhao (赵怀忠) （Durham University)
Title: Ergodicity of Random Periodic Processes and Random Quasi-periodic Processes
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/4/14
Time: 16:00-17:00
Speaker: Giuseppe Cannizzaro （The University of Warwick)
Title: Logarithmic super-diffusivity for the 2-dimensional stationary Anisotropic KPZ
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/4/7
Time: 10:00-11:00
Speaker: Zhao Dong (董昭)（Chinese Academy of Sciences）
Title: Large time behavior of strong solutions for stochastic Burgers equation
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/3/31
Time: 10:00-11:00
Speaker: Scott Smith （University of Wisconsin-Madison）
Title: A priori bounds for quasi-linear SPDE in the full sub-critical regime.
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/3/24
Time: 10:00-11:00
Speaker: Chenjie Fan (范晨捷)（Chinese Academy of Sciences）
Title: On Well Posedness of Stochastic Nonlinear Schrodinger Equation
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/3/17
Time: 10:00-11:00
Speaker: Yimin Xiao (肖益民)（MichiganState University）
Title: Polarity and Multiple Points of Gaussian Random Fields and SPDEs
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/3/10
Time: 10:00-11:00
Speaker: Hao Shen （University of Wisconsin-Madison ）
Title: SPDE limit of a directed polymer in Poisson random walks
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/3/3
Time: 10:00-11:00
Speaker: Yaozhong Hu (胡耀忠)（University of Kansas）
Title: Asymptotics of the density of parabolic Anderson random fields
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/1/13
Time: 10:00-11:00
Speaker: Jian Song (宋健)（Shandong University）
Title: Some topics in stochastic heat and wave equations
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/1/6
Time: 10:00-11:00
Speaker: Lihu Xu (徐礼虎)（University of Macau）
Title: An overview of stable approximation
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2021/12/30
Time: 10:00-11:00
Speaker: Bin Xie (谢宾)（Shinshu University）
Title: Asymptoticity of a quasilinear PDE in random environment
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/12/23
Time: 10:00-11:00
Speaker: Xia Chen（陈夏）（University of Tennessee ）
Title: Parabolic Anderson models——Large scale asymptotics
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/12/17
Time: 16:00-17:00
Speaker: Longjie Xie（解龙杰）（Jiangsu Normal University ）
Title: Averaging principle and normal deviations for multiscale stochastic systems
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/12/11
Time: 10:00-11:00
Speaker: Le Chen（陈乐）（Emory University ）
Title: Comparison principles for stochastic heat equation
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/12/1
Time: 16:00-17:00
Speaker: Kai Du（杜凯）（Fudan University ）
Title: On regularity theory of linear SPDEs in domains
Abstract: PDF 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/11/26
Time: 16:00-17:00
Speaker: Franco Flandoli（Scuola Normale Superiore di Pisa(比萨高师) ）
Title: Turbulence, mixing and transport noise in SPDEs
Abstract: PDF 提取码：1234
Slides: TBA
Date: 2020/11/18
Time: 10:00-11:00
Speaker: Cheng Ouyang（欧阳诚）（University of Illinois at Chicago）
Title: Moment estimates for some renormalized parabolic Anderson models
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/11/10
Time: 16:00-17:00
Speaker: Deng Zhang（张登） （Shanghai Jiao Tong University）
Title: Stochastic nonlinear Schrodinger equations
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/11/4
Time: 10:00-11:00
Speaker: Jianliang Zhai（翟建梁）（University of Science and Technology of China）
Title: Well-posedness and large deviations for 2-D Stochastic Navier-Stokes Equations with jumps
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/10/28
Time: 10:00-11:00
Speaker: Xin Chen（陈昕） （Shanghai Jiao Tong University）
Title: Quenched Invariance Principle for a class of random conductance models with long-range jumps
Abstract: Poster 提取码：1234
Date: 2020/10/20
Time: 16:00-17:00
Speaker: Benjamin Gess（ Bielefeld University, Max-Planck-Institute ）
Title: Large deviations for conservative, stochastic PDE and non-equilibrium fluctuations
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/10/16
Time: 10:00-11:00
Speaker: Yu Gu（谷雨）（ Carnegie Mellon University ）
Title: Gaussian fluctuations from some nonlinear SPDE
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/10/7
Time: 16:00-17:00
Speaker: Jian Wang（王健）（Fujian Normal University）
Title: Time fractional Cauchy and Poisson equations
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/9/29
Time: 16:00-17:00
Speaker: Yuzhao Wang（王玉昭）（ University of Birmingham ）
Title: Invariant Gibbs dynamics for the hyperbolic sine-Gordon and Liouville models
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/9/24
Time: 16:00-17:00
Speaker: Tusheng Zhang（张土生）（ Manchester University）
Title: Reflected stochastic differential equations with singular coefficients
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/9/17
Time: 16:00-17:00
Speaker: Martina Hofmanova（ Bielefeld University ）
Title: Non-uniqueness in Law of Stochastic 3D Navier-Stokes Equation
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/9/10
Time: 16:00-17:00
Speaker: Michael Roeckner （ Bielefeld University ）
Title: Strong Dissipativity of Generalized Time-Fractional Derivatives and Quasi-Linear (Stochastic) Partial Differential Equations
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/9/4
Time: 16:00-17:00
Speaker: Xicheng Zhang（张希承） （ Wuhan University ）
Title: Singular HJB Equations With Applications to KPZ on The Real Line
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/8/17, 2020/8/18, 2020/8/19
Time: 16:00-17:35 (Beijing time)
Speaker: Hendrik Weber （UK Bath University）
Ajay Chandra （UK Imperial College London）
Trishen S. Gunaratnam （UK Bath University）
Title: Phase transition for /Phi^4_3 model
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Videos:
Date: 2020/8/4, 2020/8/6, 2020/8/8
Time: 9:00-10:50 (Beijing time)
Speaker: Yu Deng（邓煜） （University of Southern California）
Title: Random tensors and nonlinear dispersive equations
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Date: 2020/8/4, 2020/8/6, 2020/8/8
Time: 14:00-15:50 (Beijing time)
Speaker: Rongfeng Sun（孙嵘枫） （National University of Singapore）
Title: Recent progress in the scaling limits of disordered systems
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Videos:
Date: 2020/8/3, 2020/8/5, 2020/8/7
Time: 14:00-15:50 (Beijing time)
Speaker: Fengyu Wang（王凤雨） （Tianjin University）
Title: 分布依赖随机微分方程
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Videos:
Date: 2020/8/3, 2020/8/5, 2020/8/7
Time: 9:00-10:50 (Beijing time)
Speaker: Hao Shen （University of Wisconsin-Madison ）
Title: 量子场论和随机PDE
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234
Videos:
Date: 2020/7/29
Time: 10:00-11:00 (Beijing time)
Speaker: Tadahisa Funaki (The University of Tokyo, Waseda University )
Title: Derivation of coupled KPZ equation from multispecies zero-range processes
Abstract: Poster 提取码：1234
Slides: PDF 提取码：1234