Welcome to SPA2015

SPA2015 Conference Programme (searchable pdf) 

SPA2015 Book of Abstracts (searchable pdf)

SPA2015 Photos (to access and download photos, please use the password: oxford2015)

The 38th Conference on Stochastic Processes and their Applications was held in Oxford (Monday 13th July to Friday 17th July 2015). This year's hosts were the Oxford-Man Institute of Quantitative Finance, the Mathematical Institute and the Department of Statistics, University of Oxford and the conference was organised under the auspices of the Bernoulli Society for Mathematical Statistics and Probability.

This year's conference welcomed over 400 speakers and delegates, from 39 countries and representing 198 institutions and organisations.

Martin Barlow (Chair, Scientific Committee) commented:

'Over the last four decades both the mathematical depth and the scope of the SPA has broadened greatly. Early meetings were concentrated on traditional applied probability, with much attention given to (mainly one dimensional) branching processes and queues.

The talks this year show how far the field has developed; we are able to study complicated stochastic systems, in high dimensions, and with many kinds of interactions.

The development of many new areas of application of probability and stochastic processes is well reflected. One example is the number of talks on mathematical finance.

The common theme of several of the sessions is the development of mathematical tools to model and understand the high dimensional data set which the computer revolution has created.'

Please find below slides from the named and plenary lectures:  

Plenary Speakers and Named Lectures

Alexei Borodin (Massachusetts Institute of Technology) - slides

Michael Cranston (UCI) Itô Prize Lecture - slides 

Bénédicte Haas (Université Paris-Dauphine) - slides 

Alan Hammond (U.C.Berkeley) - slides

Haya Kaspi (Technion - Israel Institute of Technology) - slides

Michel Ledoux (Université de Toulouse) Schramm Lecture - slides

Régine Marchand (Université de Lorraine) - slides

Grégory Miermont (École Normale Supérieure de Lyon) IMS Medallion Lecture

Jason Miller (Massachusetts Institute of Technology) - slides

Sandrine Péché (Université Paris Diderot) - slides

Christophe Sabot (University Lyon 1, Institut Camille Jordan)

Scott Sheffield (Massachusetts Institute of Technology) IMS Medallion Lecture - slides

Andrew Stuart (University of Warwick) - slides

Terence Tao (UCLA) Doob Lecture - slides

Augusto Teixeira (IMPA) - slides

Boris Tsirelson (Tel Aviv University) Lévy Lecture - slides

Previous SPAs

37th Buenos Aires, Argentina 2014 - 36th Boulder, Colorado 2013 - 35th Oaxaca, Mexico 2011 - Full list

Related Events

The Department of Statistics, University of Oxford held a Research School (5th-10th July 2015).

The European Meeting of Statisticians (EMS), sponsored by the European Regional Committee of the Bernoulli Society,

was held in Amsterdam (6th-12th July 2015).