Statistics and Probability Seminar Series

See also our calendar for a complete list of the Department of Mathematics and Statistics seminars and events.

Please email Guangqu ZHENG (gzheng90@bu.edu) if you would like to be added to the email list.

Fall 2026 Dates

(Time/location: Thursdays 4-5pm/CDS 365)

September 10: Youssef Hakiki (Purdue)

  • Title: On Itô-Stratonovich formula for rough sheets

  • Abstract: We explore a new strategy towards an Itô-Stratonovich type formula for rough sheets. Historically, planar integration for irregular paths has been notoriously cumbersome. The emergence of ”mixed differential” terms in 2D leads to overlapping iterated integrals, which previously required the construction of exhaustive combinatorial structures. As an example of this kind of structure, let us mention the massive 36-element planar signature introduced by K. Chouk and M. Gubinelli (Rough sheets. https://arxiv.org/pdf/1406.7748, 2014). In this work we propose a simplified setting for rough calculus in the plane, which relies on elementary Taylor expansions in a more fundamental way. We claim that this simple trick allows us to significantly streamline the complexity of planar algebraic integration. We illustrate this methodology for a specialized Rough-Young framework: we extend the classical planar change-of-variable formula to paths possessing an asymmetric Hölder regularity: \gamma_1 > 1/3 in the first direction and \gamma_2 > 1/2 in the second direction. Relying on a structured controlled path expansions, we rigorously minimize the set of iterated integrals needed in the signature, and express the resulting planar change-of-variable formula as the explicit limit of Riemann sums.

September 17: Richard Sowers (UIUC) [joint with Dynamical Systems Seminars]

  • Title: Side boundary conditions for a Kolmogorov Diffusion

  • Abstract: We consider a Kolmogorov-type PDE corresponding to a particle under white noise force.  We are interested in stopping the process at a fixed position, i.e., imposing Dirichlet conditions at a side boundary.  We construct a simple Gaussian heat kernel inside the domain, and investigate a boundary-layer kernel, connected to some work by McKean.  We show that this boundary layer heat kernel has a novel jump condition.  We outline a polynomial expansion of for the heat kernels, and then construct a Volterra equation for solving the original problem.  The novel jump leads to a periodic structure of the Volterra equation.

September 24: no talk, faculty meeting

October 1: Firas Rassoul-Agha (University of Utah) 

October 8: Zhengjiang Lin (MIT)

October 15: Roger Van Peski (Columbia University) 

October 22: Yang Feng (NYU)

October 29: Anna Vidotto (Sapienza University of Rome) 

November 5: Yaozhong Hu (University of Alberta) 

November 12: Tapabrata (Taps) Maiti (Michigan State University) 

November 19: Phuc Huu Lam (Brown University) 

December 3: D.M.

December 10: Adityanand Guntuboyina (UC Berkeley) 

Previous Speakers

Spring 2026

Mickey Salins (BU)

    Ryan Martin (North Carolina State)

      Debdeep Pati (University of Wisconsin-Madison)

        Roee Gutman (Brown University)

          Jinsu Kim (POSTECH)

            Xiaojing Wang (University of Connecticut)

              Junwei Lu (Harvard University)

                Domenico Marinucci (University of Rome Tor Vergata)

                  Corwin Zigler (Brown University)

                  Jérémy Zurcher (Georgia Tech)

                    Quan Zhou (Texas A&M)

                      Kyle Luh (CU Boulder)

                        Alex Dunlap (Duke)

                        Shivam Dhama (Boston U.)

                          Fall 2025

                          Lulu Kang (Umass Amherst)

                            Cheng Ouyang (University of Illinois at Chicago)

                              Nathan Ross (University of Melbourne)

                              Konstantin Riedl (University of Oxford)

                              Davar Khoshnevisan (University of Utah)

                              Ian Stevenson (University of Connecticut)

                              Qiyang Han (Rutgers University)

                              Yimin Xiao (Michigan State University)

                              Le Chen (Auburn University)

                              Igor Cialenco (Illinois Institute of Technology)

                              Oanh Nguyen (Brown University)

                              Spring 2025

                              Yuchen Wu (University of Pennsylvania)

                              Ye Tian (Columbia University)

                              Charles Margossian (Flatiron Institute)

                              Yuetian Luo (University of Chicago)

                              Kai Tan (Rutgers University)  

                              Anirban Chatterjee (University of Pennsylvania)

                              Georgia Papadogeorgou (University of Florida)

                              Murali Haran (Pennsylvania State University)

                              Yuguo Chen (University of Illinois at Urbana-Champaign)

                              Youssef Marzouk (MIT)

                              Yao Xie (Georgia Institute of Technology)

                              Andrea Rotnitzky (University of Washington)

                              Nabarun Deb (University of Chicago)

                              Jonathan Huggins (Boston University)

                              Fall 2024

                              Zhongyang Li (University of Connecticut)

                              Devavrat Shah (MIT)

                              Natesh Pillai (Harvard University)

                              Pamela Reinagel (UC San Diego)

                              Bodhisattva Sen (Columbia University)

                              Susan Murphy (Harvard University)

                              Luc Rey-Bellet (University of Massachusetts Amherst)

                              James Murphy (Tufts University)

                              Pragya Sur (Harvard University)

                              Spring 2024

                              Tracy Ke (Harvard University)

                              Feng Liu (Stevens Institute of Technology)

                              Rajarshi Mukherjee (Harvard University)

                              Guido Consonni (Università Cattolica del Sacro Cuore)

                              Fan Li (Duke University)

                              Kavita Ramanan (Brown University)

                              Fall 2023

                              Cynthia Rush (Columbia University)

                              James Maclaurin (New Jersey Institute of Technology)

                              Ruoyu Wu (Iowa State University)

                              Jonathan Pillow (Princeton University)

                              Subhabrata Sen (Harvard University)

                              Le Chen (Auburn University)

                              Raluca Balan (University of Ottawa)

                              Eric Tchetgen Tchetgen (University of Pennsylvania)

                              Tyler VanderWeele (Harvard University)

                              Jose Zubizarreta (Harvard University)