This is Term 2 2023-24, so all the dates below correspond to the year 2024 Copyright disclaimer: The titles and abstracts of the talks are the property of the speakers and their colaborators. February 28th Comparing two functional principal component models by Sonia Dembowska Evolution of social decision-making by Anna Sigalou March 13th A short introduction to stochastic calculus by Yukun Cao Abstract: As we dive into the world of randomness, a precise way to integrate with respect to a stochastic process is needed. Read more...

This is Term 1 2023-24, so all the dates below correspond to the year 2023 Copyright disclaimer: The titles and abstracts of the talks are the property of the speakers and their colaborators. 18th October Euler-Maruyama scheme for SDEs with distributional drifts: linear and McKean-Vlasov Luis Mario Chaparro Jáquez We present an Euler scheme developed to solve SDEs with distributional drifts belonging to a Hölder-Zygmund space and unit diffusion driven by a standard Brownian motion. Read more...

This is Term 2 2022-23, so all the dates below correspond to the year 2023 Copyright disclaimer: The titles and abstracts of the talks are the property of the speakers and their colaborators. February 10th Regression Analysis for Directional Data Norah Almasoud In this project, the aim is to build a regression model to predict the effect of linear explanatory variables on a circular response variable. Circular regressions are classified into two groups based on the data type. Read more...

This is Term 1 2022-23, so all the dates below correspond to the year 2022. Copyright disclaimer: The titles and abstracts of the talks are the property of the speakers and their colaborators. October 14th An Euler-Maruyama scheme for SDEs with distributional drift Luis Mario Chaparro Jaquez The Euler-Maruyama scheme is a widely used numerical method to compute approximations of the solutions to SDEs. When the coefficients have sufficient regularity the strong convergence rate is known to be $1/2$. Read more...