Probability at King's

Probability Seminar at King's

The Probability Seminar at King's is dedicated to presenting the latest advances in Pure and Applied Probability. If only a room number is given for a talk, then it is taking place in King's College London, Strand Campus.

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Forthcoming Past

February 2019

25/02/2019 - Eugene Bogomolny
High-excited wave functions and multifractality in spin chains and quantum billiards
15:00-15:00 S4.36
In the talk I will discuss the construction of high-excited wave functions in spin-chains models, chaotic and pseudo-integrable quantum billiards. Special attention is given to the calculation of fractal properties of their wave functions.

March 2019

04/03/2019 - Christian Andrés Fonseca-Mora (University of Costa Rica)
Semimartingales in spaces of distributions
15:00-16:00 S4.36
The objective of this talk is the study of semimartingales and cylindrical semimartingales in infinite dimensional spaces. Our main motivation is the introduction of a theory of stochastic integration on duals of nuclear spaces, in particular on spaces of distributions. We start by considering conditions for a cylindrical semimartingale in the strong dual E' of a nuclear space E to have a E'-valued semimartingale version whose paths are right-continuous with left limits. Results of similar nature but for more specific classes of cylindrical semimartingales and examples will be provided. Later, we will show that under some general conditions every E'-valued semimartingale has a canonical decomposition. In the last part of our talk we explain how our aforementioned results on duals of nuclear spaces can be used to establish sufficient conditions for a cylindrical semimartingale in a Hilbert space H to have a H-valued semimartingale version whose paths are right-continuous with left limits. As an application of our result we will obtain the theorem of radonification by a single Hilbert-Schmidt operator for cylindrical semimartingales in H.
18/03/2019 - Diane Holcomb
15:00-16:00 S4.36
25/03/2019 - Bruno Bouchard (Université Paris Dauphine)
15:00-16:00 S4.36

April 2019

01/04/2019 - Robert Dalang (Lausanne)
15:00-16:00 S4.36