# Past locations

Locations, dates, principal organizers, and plenary speakers:

### 2024

Rice University, Houston, TX, March 13-16, 2024 (Kathy Ensor, Marek Kimmel, Gordon Pang, Frederi Viens, Robert Azencott)

- Tom Hutchcroft
- Etienne Pardoux (SSP Founders Lecture)
- Sebastien Roch (IMS Medallion Lecture)
- Perla Sousi (Tutorial Lectures)
- Ludovic Tangpi
- Yilin Wang

### 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 GonÃ§alves
- 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) AbstractsPre-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