Minicourses
WS 2016/17
- Giambattista Giacomin (Université Paris Diderot) : "On disorder and critical phenomena: lattice free field models at the depinning transition" (Abstract)
18.10.2016, 16.15-17.45, room MA748 (RTG Lounge) TU Berlin
19.10.2016, 17.15-18.45, room 1.115 HU Berlin
20.10.2016, 16.15-17.45, room MA748 (RTG Lounge) TU Berlin
SS 2016
- Ludger Rüschendorf (Universität Freiburg): "Dependence, Risk bounds, Optimal Allocations and Portfolios" (Abstract)
10.05.2016, 10.30-12.00, room MA748 (RTG Lounge) TU Berlin
11.05.2016, 16.15-17.45, room 1.115 HU Berlin
12.05.2016, 10.30-12.00, room MA748 (RTG Lounge) TU Berlin
- Martin Huesmann (Universität Bonn): "The Skorokhod embedding problem: old and new" (Abstract)
26.04.2016, 10.30-12.00, room MA748 (RTG Lounge) TU Berlin
27.04.2016, 16.15-17.45, room 1.115 HU Berlin
28.04.2016, 10.30-12.00, room MA748 (RTG Lounge) TU Berlin
WS 2015/16
- Ugo Boscain (École polytechnique, Paris): "Geodesics, Laplacians and random walks in sub-Riemannian geometry" (Abstract)
18.01.2016, 16.30-18.00, room MA748 (RTG Lounge) TU Berlin
20.01.2016, 09.30-11.00, room MA748 (RTG Lounge) TU Berlin
21.01.2016, 09.30-11.00, room MA748 (RTG Lounge) TU Berlin
22.01.2016, 09.30-11.00, room MA748 (RTG Lounge) TU Berlin
- Hendrik Weber (University of Warwick): "The Φ4 model: Renormalisation, particle approximations and global analysis" (Abstract)
10.11.2015, 11.15-12.45, room 1.023 (BMS Lounge) HU Berlin
11.11.2015, 16.15-17.45, room MA748 (RTG Lounge) TU Berlin
13.11.2015, 11.15-12.45, room 1.023 (BMS Lounge) HU Berlin
SS 2015
- Dirk Blömker (Universität Augsburg): "Modulation- and Amplitude-Equations" (Abstract)
14.07.2015, 16.00-17.30, room MA748 (RTG Lounge) TU Berlin
16.07.2015, 10.00-11.30, room MA748 (RTG Lounge) TU Berlin
- Carole Bernard (Grenoble Ecole de Management): "Dependence Modelling with Applications to Portfolio Choice and Risk Management" (Abstract) (Slides: Part 1, Part 2, Part 3)
11.05.2015, 10.30-12.00, room 0.61, Haus 8, U Potsdam, Am Neuen Palais
12.05.2015, 16.15-17.45, room MA748 (RTG Lounge) TU Berlin
13.05.2015, 15.15-16.45, room 1.115 HU Berlin
15.05.2015, 10.15-11.45, room MA748 (RTG Lounge) TU Berlin
WS 2014/15
- Anton Bovier (Universität Bonn): "Adaptive Dynamics" (Abstract)
30.03.2015, 16.00-18.00, room MA141 TU Berlin
31.03.2015, 16.00-18.00, room 1.023 (BMS Lounge) HU Berlin
01.04.2015, 16.00-18.00, room MA141 TU Berlin
- Pierre Vallois (Université de Lorraine, Nancy): "Modelisations of the tumor growth" (Abstract)
02.03.2015, 16.15-18.15, room 0.58, Haus 8, U Potsdam, Am Neuen Palais
04.03.2015, 10.00-12.00, room MA748 (RTG Lounge) TU Berlin
SS 2014
- Anthony Reveillac (Université Paris Dauphine): "Some new aspects of Backward Stochastic Differential Equations: theory and application to Finance" (Abstract)
22.04.2014, 15.00-17.00, room 1.023 (BMS Lounge) HU Berlin
23.04.2014, 15.00-17.00, room 406 WIAS Berlin
24.04.2014, 14.00-16.00, room MA748 (RTG Lounge) TU Berlin
25.04.2014, 14.00-16.00, room MA748 (RTG Lounge) TU Berlin
- Erik Baurdoux (LSE): "Lévy Processes and Optimal Stopping" (Abstract)
26.05.2014, 15.00-17.00, room 1.023 (BMS Lounge) HU Berlin
27.05.2014, 14.00-16.00, room MA748 (RTG Lounge) TU Berlin
28.05.2014, 15.00-17.00, room tba WIAS Berlin
30.05.2014, 14.00-16.00, room MA748 (RTG Lounge) TU Berlin
- Alexander Drewitz (Columbia University): "An Introduction to Random Interlacements" (Abstract)
24.06.2014, 16.15-17.45, room MA748 (RTG Lounge) TU Berlin
26.06.2014, 10.15-11.45, room 1.023 (BMS Lounge) HU Berlin
27.06.2014, 10.15-11.45, room MA748 (RTG Lounge) TU Berlin
WS 2013/14
- Jean-Pierre Fouque (University of California, Santa Barbara): "Stochastic Volatility Asymptotics" (Abstract)
21.10.2013, 16.00-18.00, room MA 313 TU Berlin
22.10.2013, 16.00-18.00, room 1.023 (BMS Lounge) HU Berlin
24.10.2013, 16.00-18.00, room 1.023 (BMS Lounge) HU Berlin
25.10.2013, 16.00-18.00, room MA 313 TU Berlin
SS 2013
- Prof. Alexey Kulik (NAS, Kiev): "Coupling method with applications to ergodicity, limit theorems, and spectral properties of Markov processes" (Topics)
05.03.2013, 10.00 -12.00, room MA 748 (RTG Lounge) TU Berlin
07.03.2013, 10.00 -12.00, room 1.023 (BMS Lounge) HU Berlin
08.03.2013, 10.00 -12.00, room 0.58, Haus 8, U Potsdam, Am Neuen Palais
- Dylan Possamai (Paris XI): "Second-order BSDEs, jump uncertainty and applications in finance" (Abstract)
16. 04. 2013, 16.15 -17.45, room MA 748 (RTG Lounge) TU Berlin
17. 04. 2013, 11.15 -12.45, room 1.023 (BMS Lounge) HU Berlin
18. 04. 2013, 16.15 -17.45, room MA 748 (RTG Lounge) TU Berlin
- Julien Berestycki (Paris): "Classical results and recent progresses about branching Brownian motion with or without absorption"
03. 06. 2013, 18.00, room MA 748 (RTG Lounge) TU Berlin
05. 06. 2013, 17.00, room 1.115 HU Berlin
07. 06. 2013, 10.15, room 206, Haus 9 am Neuen Palais, U Potsdam
- Prof. Franco Flandoli (Pisa): "Topics on regularization by noise"
08.07.2013, 10.00-12.00, room 1.023 HU Berlin (Lecture 1)
10.07.2013, 18.00-19.00, room 1.115 HU Berlin (Lecture 2)
12.07.2013, 10.00-12.00, room MA 748, TU Berlin (Lecture 3)
WS 2012/13
- Massimiliano Gubinelli (U Dauphine, Paris) : "Controlled distributions and applications" (Abstract)
04.12.2012, 13.00-15.00 , room 1.023 (BMS-Lounge) HU Berlin (lecture-first-day)
05.12.2012, 15.00-17.00 , room MA 748 (RTG-Lounge) TU Berlin
06.12.2012, 13.00-15.00 , room 1.023 (BMS-Lounge) HU Berlin
- Prof. Andriy Pylypenko (NAS, Kiev): "Diffusions with reflection" (Abstract)
10.12.2012, 16.00-18.00, room MA 749 TU Berlin (Topic I)
11.12.2012, 16.00-18.00, room MA 749 TU Berlin (Topic II)
14.12.2012, 10.00-12.00, room 1.27, Haus 22, U Potsdam, Am Neuen Palais (Topic III)
- Mathias Beiglböck (U Wien, Austria): "Optimal transport along martingales" (Abstract)
04.02.2013, 16.15-17.45 , room MA 748 (RTG-Lounge) TU Berlin
05.02.2013, 16.15-17.45 , room MA 748 (RTG-Lounge) TU Berlin
06.02.2013, 15.00-16.30 , room 406 WIAS