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Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - RTG1845

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 Φmodel: 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