Past locations

Locations, dates, principal organizers, and plenary speakers:

2023

University of Arizona, March 8, 2023 (Sunhi Choi, Ibrahim Fatkullin, Tom Kennedy, Sunder Sethuraman)

• Patricia Alonso Ruiz
• Gerard Ben Arous (Tutorial Lectures)
• Francois Delarue (Kai Lai Chung Lecture)
• Jian Ding (IMS Medallion Lecture)
• Patricia Gonçalves
• Philippe Sosoe

2022

Lehigh University in Bethlehem, March 16-19, 2022 (Daniel Conus, Robert Neel, Si Tang)

• Jennifer Chayes (Kai Lai Chung Lecturer)
• Gregory Lawler (Tutorial Lectures)
• Alexei Borodin (IMS Medallion Lecture)
• Tadahisa Funaki
• Sarah Penington
• Makiko Sasada

2020

Michigan State University, March 4-7, 2020 (Shlomo Levental, Lyudmila Sakhanenko, Jeffrey Schenker, Yimin Xiao)

• Martin Barlow (Kai Lai Chung Lecturer)
• Rene Carmona (Tutorial Lectures)
• Ioana Dumitriu
• Martina Hofmanova
• Firas Rassoul-Agha
• Samy Tindel

2019

University of Utah, March 13-16, 2019 (Tom Alberts, Chris Janjigian, Davar Khoshnevisan, Firas Rassoul-Agha)

• Jean Bertoin (Kai Lai Chung Lecturer)
• Marek Biskup (Tutorial Lectures)
• Dan Crisan
• Kay Kirkpatrick
• Sunder Sethuraman
• Amandine Veber

2018

Brown University, May 9-12, 2018 (Richard Kenyon, Kavita Ramanan and Boris Rozovsky)

• Alison Etheridge (Kai Lai Chung Lecturer)
• Gregory Miermont (Tutorial Lectures)
• Rami Atar
• Antonio Auffinger
• Fabrice Baudoin
• Mykhaylo Shkolnikov

2017

University of Virginia, March 8-11, 2017 (Christian Gromoll, Leonid Petrov and Tai Melcher)

• David Nualart (Kai Lai Chung Lecturer)
• Elchanan Mossel (Tutorial Lectures)
• Paul Dupuis
• Massimiliano Gubinelli
• Jason Schweinsberg
• Nike Sun

2016

University of Maryland, March 16-19, 2016 (Sandra Cerrai, Dmitry Dolgopyat, Mark Freidlin and Leonid Koralov)

• Claudio Landim (Kai Lai Chung Lecturer)
• Konstantin Khanin (Tutorial Lectures)
• Louigi Addario-Berry
• Yuri Bakhtin
• Yimin Xiao
• Thaleia Zariphopoulou

2015

University of Delaware, April 1-4, 2015 (Nayantara Bhatnagar, Mokshay Madiman, Petr Plechac and Douglas Rizzolo)

• Michel Ledoux (Kai Lai Chung Lecturer)
• Ivan Corwin (Tutorial Lectures)
• Maria Gordina
• Haya Kaspi
• Lionel Levine
• Brian Rider

2014

University of California, San Diego, March 26-29, 2014 (Patrick Fitzsimmons, Amber Puha, Jason Schweinsberg and Ruth Williams)

• Rodrigo Banuelos (Kai Lai Chung Lecturer)
• Sandra Cerrai
• Neil O'Connell
• Sebastien Roch
• Vladas Sidoravicius (Tutorial Lectures)
• Ramon van Handel

2013

Duke University and the University of North Carolina at Chapel Hill, March 14-16, 2013 (Amarjit Budhiraja and Jonathan Mattingly)

• Tom Kurtz (Kai Lai Chung Lecturer)
• Andrea Montanari (Tutorial Lectures)
• Marta Sanz-Sole
• Allan Sly
• Frederi Viens

2012

University of Kansas, Lawrence, March 22-24, 2012 (Jin Feng, Yaozhong Hu, David Nualart)

• Jean-Francois Le Gall (Kai Lai Chung Lecturer)
• Benedicte Haas
• Martin Hairer
  
• Soumik Pal
• Giovanni Peccati

2011

University of California, Irvine, March 24-26, 2011 (Michael Cranston)

• Pablo Ferrari (Universidad de Buenos Aires)
• Thomas Mountford (EPFL Lausanne)
• Lea Popovic (Concordia University)
• Timo Seppalainen (University of Wisconsin)
• S.R.Srinivasa Varadhan (New York University), Kai Lai Chung Lecturer

2010

University of Central Florida, March 11-13, 2010 (Piotr Mikusin'ski, Jason Swanson, Jiongmin Yong)

• Nathalie Eisenbaum (Université Paris VI)
• Steve Lalley (University of Chicago)
• Terry Lyons (Oxford)
• Jonathan Mattingly (Duke University)
• Benedek Valko (University of Wisconsin, Madison)

2009

Stanford University, March 26-28, 2009 (Amir Dembo, Persi Diaconis, Andrea Montanari)

• Omer Angel (University of Toronto)
• Maury Bramson (University of Minnesota)
• Sourav Chatterjee (University of California, Berkeley)
• Christina Goldschmidt (University of Oxford)
• Scott Sheffield (MIT)

2008

University of Delaware, April 3-5, 2008 (Wenbo Li, Anja Sturm)
With a session on April 4 commemorating the life and work of Frank Knight.

• Amarjit Budhiraja (University of North Carolina); Elliott-Kalton stochastic differential games associated with the infinity Laplacian
• Xia Chen (University of Tennessee): Intersections on lattices: large deviations
• Richard Kenyon (Brown University): Branched polymers
• Anita Winter (University of Erlangen-Nurnberg): Metric measure trees and martingale problems for a tree-valued diffusion
• Mark Yor (Universite Paris VI): A global approach to penalisations of Brownian paths

2007

Fields Institute, Toronto ON, March 15-17, 2007 (Jeremy Quastel, Tom Salisbury, Balint Virag) Abstracts

• Ted Cox (University of Syracuse): Survival and coexistence for a stochastic Lotka-Volterra model for interspecific competition
• Bob Griffiths (University of Oxford): Diffusion processes and coalescent trees
• Chuck Newman (Courant Institute): Percolation methods for spin glasses
• Kavita Ramanan (Carnegie Mellon): Measure-valued Process Limits of Some Stochastic Networks
• Balazs Szegedy (Toronto): Limits of Discrete Structures

2006

Princeton University, Princeton NJ, March 23-25, 2006 (Rene Carmona)
Preceded on March 22, 2006 Princeton by a Festschrift for Erhan Cinlar.

• Eulalia Nualart (Paris XIII): Potential theory for nonlinear SPDEs
• Walter Schachermayer (Wien): A super-replication theorem in Kabanov's model of transaction costs
• Amir Dembo (Stanford): Limiting dynamics for spherical models of spin glasses
• Frank den Hollander (Eurandom): Phase transitions for interacting diffusions
• Steve Evans (Berkeley): Death, ageing and other fun stuff: what does contemporary probability have to say about patterns of mortality and senescence?

2005

Cornell University, Ithaca NY, March 24-26, 2005 (Greg Lawler)

• Jeremy Quastel: Hydrodynamic limits for models of interacting random walks
• Alexander Holroyd: Extra heads and stable marriage
• Nina Gantert: Deviations of random walk in random scenery
• Ofer Zeitouni: Diffusive behavior for motion in random media
• Alison Etheridge: Genetic hitchhiking

2004

University of British Columbia, Vancouver BC, May 20-22, 2004 (Martin Barlow, Ander Holroyd, Vlada Limic, Ed Perkins) Abstracts

• Balint Virag: Zeros of i.i.d. Gaussian power series
• Rene Carmona: Pricing American Exercises
• Robert Dalang: Title: Recent results on the stochastic wave equation
• Yves Le Jan: Between coalescence and diffusion
• Alice Guionnet: Asymptotics of spherical integrals and matrix models

2003

University of Washington, Seattle WA, March 27-29, 2003 (Chris Burdzy, Zhen-Qing Chen) Abstracts

• Russ Lyons: Stationary Determinantal Processes (Fermionic Lattice Gases)
• Carl Mueller: Some Wave Equations with Noise
• Ioannis Karatzas: Some Stochastic Optimization Problems in Mathematical Finance
• Wenbo Li: Large Deviations for Intersection Local Times
• Balint Toth: Between Equilibrium Fluctuations and Eulerian Scaling

2002

Princeton University, Princeton NJ, March 21-23, 2002 (Erhan Cinlar) Abstracts
Pre-seminar talk by Hans Föllmer: Probabilistic aspects of financial risk.

• Jean Jacod: Rates for Euler schemes for equations driven by Levy processes
• Vlada Limic: Rigorous results for the NK model
• Davar Khoshnevisan: Additive Levy processes
• Zhen-Qing Chen: Censored stable processes
• Boris Tsirelson: Filtrations in the light of classification theory

2001

University of Florida, Gainesville, March 8-10, 2001 (Joe Glover and Irene Hueter) Abstracts

• Richard Bass: Some Uniqueness Results for Stochastic Differential Equations
• Maria Eulalia Vares: Some Aspects of the Long Time Behaviour of a Class of Markovian Systems Modelling Reaction-Diffusion
• Nicole El Karoui: Inverse Problems in Finance: Calibrating Implied Volatility Surfaces
• Oded Schramm: Percolation, Brownian Motion and SLE
• Persi Diaconis: Random Matrices: A Survey for Probabilists

2000

University of Utah, Salt Lake City, March 16-18, 2000 (Davar Khoshnevisan)

• G. Ben Arous: Anomalously Slow Diffusion and Homogenisation on Infinitely Many Scales Abstract (PDF)
• N.V. Krylov: L_Q(L_P)-Theory of SPDE's in Bounded Domains. Abstract (PDF)
• L. Saloff-Coste: Random Walks on Groups, 40 Years after Harry Kesten's Thesis: Classical and Exotic Behaviors. Abstract (PDF)
• R.-M. Song: Boundary Harnack Principle for Symmetric Stable Processes. Abstract (PDF)
• S.R.S. Varadhan: On Large Deviations of Simple Exclusion Processes. Abstract (PDF)

1999

Fields Institute, Toronto, March 18-20, 1999 (Tom Salisbury) Abstracts

• Leonid Mytnik: A duality approach to proving uniqueness
• Hans Föllmer: Some probabilistic aspects of insider trading
• Wendelin Werner: Intersection exponents
• David Aldous: From random walks on discrete tree space to diffusions on continuous tree space
• Bruce Driver: On path integral formulas on manifolds

1998

MSRI, Berkeley (joint with workshop on Geometric stochastic analysis and fine properties of stochastic processes),
March 23-27, 1998 (Steve Evans and Ruth Williams)

1997

Princeton University, Princeton NJ, March 20-22, 1997 (Erhan Cinlar)

• Donald Burkholder: Some extremal problems in martingale theory
• Philip Protter: Numerical methods for stochastic differential equations
• John Walsh: Some remarks on the numerical solution of SPDEs
• Sylvie Meleard: Probabilistic interpretation of Boltzmann equations
• Daniel Stroock: Applications of stochastic analysis to the study of the heat kernel on a Riemannian manifold
• Patrick Fitzsimmons: A quasi-sure ration ergodic theorem

1996

Duke University, Durham NC, March 14-16, 1996 (Greg Lawler)

• Jay Rosen: Markov additive functionals, intersection local times, and Gaussian chaos
• Jean-Francois Le Gall: Path properties of the Brownian snake
• Harry Kesten: Distinguishing sceneries by observing them along a path
• Yuval Peres: The percolation approach to capacity
• Priscilla E. Greenwood: Partially specified experiments and incomplete markets

1995

University of Florida, Gainesville, March 9-11, 1995 (Joe Glover, Zoran Pop-Stojanovic, Murali Rao)

• Burgess Davis: Random walk with partial reflection at records
• Ellen Toby: Windings of reflecting Brownian motion
• Olav Kallenberg: Local time and Palm measure duality
• Jean Bertoin: Some applications of Levy processes
• Richard Sowers: Homogenization and large deviations with applications to wavefront propagation

1994

Texas A&M University, College Station, March 17-19, 1994 (Ellen Toby)

• Krzysztof Burdzy: Iterated law of iterated logarithm
• Tom Kurtz: Particle representations for superprocesses and quasispecies
• Claudia Neuhauser: Coexistence for a catalytic surface reaction model
• Etienne Pardoux: Backward stochastic differential equations and applications
• John Walsh:

1993

University of Indiana, Bloomington, March 19-20, 1993
[as the Informal Session on Markov Processes, held in conjunction with the 2nd IMS International Symposium on Probability and its Applications, Bloomington, March 18-21] (Erhan Cinlar and Mike Sharpe)

1992

University of Washington, Seattle, March 26-28, 1992 (Rich Bass and Chris Burdzy)
Progr. Prob. 33

• Robert Adler: Particle pictures for superprocess local times
• Ruth J. Williams: Reflected Brownian motions: quasimartingales and strong Caccioppoli sets
• Rodrigo Banuelos: Recent results on conditioned Brownian motion and intrinsic ultracontractivity in Euclidean domains
• Jim Pitman: Random partitions and local times
• S. James Taylor: Using fractal measures to determine points at which a set is regular