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SPA OSAKA 2010 Schedule Table Last modified on September 12, 2010 SPA OSAKA 2010 Schedule Table On Monday, the conference office will open at 7:30 in the morning Monday, 6th Tuesday, 7th Wednesday, 8th Thursday, 9th Friday, 10th 9;56.:;11 8 Opening (Life Hall) :;11.:;56 :;11.:;56 :;11.:;56 :;11.:;56 :;11.:;56 Lawler Wilson Sturm Miermont Hino 9 (Doob Lecture) (Life Hall) (Life Hall) (Life Hall) (Life Hall) (Life Hall) coffee break :;66.21;51 :;66.21;51 :;66.21;51 :;66.21;51 Atar Kumagai 21;16.21;61 Biskup Tang 10 (Life Hall) (Life Hall) Lyons (IMS Medallion (Life Hall) (Life Hall) Lecture) (Life Hall) coffee break coffee break coffee break coffee break 21;61.22;26 22;16.22;61 22;16.23;41 Event of Bernoulli 22;16.22;61 22;16.22;61 Society (Life Hall) 11 Rogers SS04, SS06, SS13, Hairer Jacod (Life Hall) (Life Hall) (Life Hall) SS26, SS27, CS04, lunch CS07, CT06, CT11, CT16, CT18 23;11.23;56 (Parallel sessions) 23;11.23;56 23;11.23;56 Khoshnevisan Jeanblanc Landim 12 (Life Hall) (Life Hall) (Lévy Lecture) (Life Hall) lunch lunch 23;61. lunch lunch Excursion 25;21.26;46 14 25;31.26;56 SS09, SS12, SS14, 25;31.26;16 25;31.26;56 SS10, SS18, SS20, SS23, SS25, CS08, Taylor SS01, SS03, SS11, SS21, CS09, CS10, CS14, CT07, CT09, (Life Hall) SS15, SS16, CS03, CS12, CT02, CT03, CT12, CT19 CS05, CS11, CT04, CT10, CT15 (Parallel sessions) CT05, CT13, CT17, 26;26.27;11 15 (Parallel sessions) CT22 Seppäläinen (Parallel sessions) coffee break (Life Hall) coffee break PS I core time 27;11. 27;16.27;61 coffee break 27;26.29;21 PS II core time Closing (Life Hall) 16 Watanabe SS05, SS07, SS17, (Itô memorial lecture) 27;36.29;31 SS24, CS01, CS02, (Life Hall) SS02, SS08, SS19, CT20, CT23, CT25, SS22, CS06, CS13, CT26, CT27 28;11.28;56 CT01, CT08, CT14, (Parallel sessions) McKean CT21, CT24 17 (Itô memorial lecture) (Parallel sessions) (Life Hall) 18 29;41. Reception Party (Senri Room) 2:;11. SS: Invited Special Sessions Banquet CS: Organized Contributed Sessions 19 (Senri Room) CT: Open Contributed Sessions PS: Poster Sessions 2 Conference Schedule Monday, September 6th Tuesday, September 7th 8:45–9:00 9:00–9:45 Opening Nesting of loops in 2D loop models David Wilson Microsoft 9:00–9:45 Doob Lecture Geometric, fractal, and multifractal properties of the 9:55–10:40 Schramm-Loewner evolution (SLE) Convergence of symmetric Markov chains on Zd Gregory F. Lawler University of Chicago Takashi Kumagai Kyoto University 9:55–10:40 11:05–12:30 On the non-degenerate slowdown diffusion regime Special Sessions and Contributed Sessions Rami Atar Technion (Parallel sessions, see page 11) 11:05–11:50 14:10–15:35 Mathematical finance: the P&L Special Sessions and Contributed Sessions Chris Rogers University of Cambridge (Parallel sessions, see page 14) 12:00–12:45 16:05–16:50 On randomly-forced heat equations A review on the development of stochastic analysis Davar Khoshnevisan The University of Utah Shinzo Watanabe Kyoto University 14:20–15:45 17:00–17:45 Special Sessions and Contributed Sessions Reminiscence K. Ito.ˆ Some memories and some re- (Parallel sessions, see page 5) marks on his mathematical style Henry P. McKean Courant Institute of Mathematical 16:15–18:10 Sciences Special Sessions and Contributed Sessions (Parallel sessions, see page 8) 18:30– Reception Party 3 Wednesday, September 8th Thursday, September 9th 9:00–9:45 9:00–9:45 Optimal transportation, gradient flows and Wasser- Scaling limits of random planar maps stein diffusion Gregory´ Miermont Universite´ de Paris-Sud 11 Karl-Theodor Sturm University of Bonn 9:55–10:40 10:05–10:50 IMS Medallion Lecture Gradient models with non-convex interactions Rough paths Marek Biskup UCLA and University of South Bo- Terence John Lyons University of Oxford hemia 10:50–11:15 11:05–11:50 Event of Bernoulli Society Spatially rough stochastic PDEs ISI President-Elect Jae C. Lee and BS President- Martin Hairer University of Warwick Elect Edward Waymire World Statistics Day: The future of societies of 12:00–12:45 mathematical statistics & probability Construction and properties of a random time with a given Azema´ supermartingale 11:15–11:30 Monique Jeanblanc Evry University Announcement of SPA 2011 14:20–15:05 12:50–18:00 The integral geometry of random level sets Excursion Jonathan Taylor Stanford University 19:00– 15:15–16:00 Banquet Scaling exponents for 1+1-dimensional directed polymers Timo O. Seppal¨ ainen¨ University of Wisconsin- Madison 16:25–18:20 Special Sessions and Contributed Sessions (Parallel sessions, see page 17) 4 Friday, September 10th 9:00–9:45 Martingale dimensions for self-similar fractals Masanori Hino Kyoto University 9:55–10:40 On backward stochastic partial differential equa- tions Shanjian Tang Fudan University 11:05–11:50 Discretization of processes and applications to high- frequency Jean Jacod UPMC (Paris-6) 12:00–12:45 Levy´ Lecture Metastability of Markov processes Claudio Landim IMPA 14:20–15:45 Special Sessions and Contributed Sessions (Parallel sessions, see page 20) 16:00– Closing 5 Monday, September 6th 14:20–15:45 (Parallel sessions) Session title (Organizer) Room 802 SS10: Potential Theory on Jump Processes (Kim) Room 601 SS18: Random Structure in Asymptotic Representation Theory (Hora) Life Hall SS20: SLE and Related Topics (Lawler) Science Hall SS21: Spatial Random Networks (van der Hofstad) Room 604 CS09: Some Analysis Related to Exponential (Geometric) Processes (Shieh) Room 603 CS10: Stochastic Differential Equations and their Graphs Applications (Smii) Room 502 CS12: Stochastic Optimal Stopping (Ano) Room 503 CT02: Brownian Motion Room 602 CT03: BSDE and BSPDE Room 701 CT10: Mathematical Finance 1 Room 801 CT15: Mathematical Statistics 1 I SS: Invited Special Sessions I CS: Organized Contributed Sessions I CT: Open Contributed Sessions I In the Open Contributed Sessions, the last speaker chairs the first talk; after this, each speaker chairs the next talk by turns. SS10: Potential Theory on Jump Processes 14:50–15:15 Panki Kim (Seoul National University) Asymptotics of characters and large Young dia- grams Valentin Feray´ LaBRI, CNRS Universite´ Bor- 14:20–14:45 deaux 1 Heat and Weyl asymptotics for stable processes Rodrigo Banuelos˜ Purdue University 15:20–15:45 Real Wishart matrices and Haar-distributed orthog- onal matrices 14:50–15:15 Sho Matsumoto Nagoya University Dirichlet heat kernel estimates for fractional Lapla- cian perturbed by gradient operator Zhen-Qing Chen University of Washington SS20: SLE and Related Topics Gregory F. Lawler (University of Chicago) 15:20–15:45 Transition probability densities of Levy processes 14:20–14:45 Rene´ L. Schilling TU Dresden Connection probabilities and RSW-type bounds for the two-dimensional FK Ising model Pierre Nolin Courant Institute, New York University SS18: Random Structure in Asymptotic Rep- resentation Theory 14:50–15:15 Akihito Hora (Nagoya University) A rate of convergence for loop-erased random walk to SLE(2) Michael Kozdron University of Regina 14:20–14:45 Higher order freeness and asymptotic representa- 15:20–15:45 tions of unitary groups Gaussian free field and conformal field theory Benoˆıt VP Collins University of Ottawa Nam-Gyu Kang Seoul National University 6 SS21: Spatial Random Networks 14:50–15:15 Remco van der Hofstad (Eindhoven University of Shooting methods for numerical solution of linear Technology) and nonlinear stochastic boundary-value problems Armando Arciniega The University of Texas at San Antonio 14:20–14:45 Invariant random graphs with prescribed iid degrees 15:20–15:45 Maria Deijfen Stockholm University Maximum principle for controlled stochastic partial differential equation 14:50–15:15 AbdulRahman Soliman Al-Hussein Qassim Uni- Collective phenomena on random networks versity Cristian Giardina` Modena and Reggio Emilia Uni- versity CS12: Stochastic Optimal Stopping Katsunori Ano (Institute of Applied Mathematics) 15:20–15:45 Threshold networks with random weights and their 14:20–14:45 extension to spatial networks Pricing swing options by a dual approach Naoki Masuda University of Tokyo Yusuke Tashiro University of Tokyo 14:50–15:15 CS09: Some Analysis Related to Exponential Uncertain Markov decision processes with Bayesian (Geometric) Processes intervals Narn-Rueih Shieh (National Taiwan University) Masayuki Horiguchi Kanagawa University 14:20–14:45 15:20–15:45 Exponential (geometric) Levy´ process models in Odds theorem with multiple selection chances mathematical finance Katsunori Ano Institute of Applied Mathematics Yoshio Miyahara Nagoya City University CT02: Brownian Motion 14:50–15:15 14:20–14:45 Exponential of stationary processes textsfSkew products of one-dimensional diffusion pro- Muneya Matsui University of Tokyo cesses and a spherical Brownian motion Tomoko Takemura Kyoto University 15:20–15:45 Infinite products of exponential Levy-driven´ OU pro- 14:50–15:15 cesses On collisions of Brownian particles Narn-Rueih Shieh National Taiwan University Tomoyuki Ichiba University of California, Santa Barbara CS10: Stochastic Differential Equations and 15:20–15:45 their Graphs Applications A new chart to monitor process target and variability Boubaker Smii (King Fahd University of on dependent process steps Petroleum and Minerals) Su-Fen Yang National Chengchi University 14:20–14:45 CT03: BSDE and BSPDE Generalized Feynman graphs representation of stochastic differential equations driven by Levy´ 14:20–14:45 noise A BSDE approach to the sensitivity of the utility Boubaker Smii King Fahd University of Petroleum maximization problem and Minerals Markus Mocha Humboldt-Universitat¨ zu Berlin 7 14:50–15:15 Measure solutions of BSDEs and a Feynman-Kac formula Jianing Zhang Humboldt-Universitat¨ zu Berlin 15:20–15:45 On the Cauchy problem for degenerate backward stochastic partial differential equations in Sobolev spaces Kai Du Fudan University CT10: Mathematical Finance 1 14:20–14:45 A new approach to pricing European Union emis- sion allowance futures Anna Nazarova University of Duisburg-Essen 14:50–15:15 Market information and random fields Lane P.
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