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

 

RTG Seminar/ Berliner Kolloquium

 

biweekly, Wednesday, 5 pm and 6 pm

 


 

February 15, 2017,

Nina Gantert (TU München)

Large deviations for random projections of $\ell^p$ balls (Abstract)

 

Karl-Theodor Sturm (U Bonn)

Gradient flows, heat equation, and Brownian motion on time-dependent metric measure spaces (Abstract)

 

TU Berlin, MA 004

 

 

February 1, 2017,

Dan Crisan (Imperial College)

Particle representations for SPDEs with boundary conditions (Abstract)

 

Tuan Anh Nguyen (TU Berlin)

The excess decay in the descrete setting (Abstract)

 

 

TU Berlin, MA 004

 

 

January 18, 2017,

Marco Romito (U Pisa)

Densities for solutions of stochastic PDEs (Abstract)

 

TU Berlin, MA 004

 

 

January 4, 2017,

Moritz Voss

Linear quadratic stochastic control problems with singular stochastic terminal constraint (Abstract)

 

Bohdan Maslowski (U Prague)

PDEs with non-Markovian random noise (Abstract)

 

TU Berlin, MA 004

 

 

December 7, 2016,

Vitalii Senin (TU Berlin)

Pesin's formula for isotropic Brownian flows (Abstract)

 

Max von Renesse (U Leipzig)

Modified Arratia Flow and Wasserstein Diffussion (Abstract)

 

TU Berlin

 

 

November 23, 2016,

Martin Barlow (U British Columbia)

Stability of the elliptic Harnack Inequality (Abstract)

 

Zhen-Qing Chen (U Washington)

Harnack inequalities for symmetric non-local Dirichlet forms and their stability (Abstract)

 

TU Berlin, MA 004

 

 

November 9, 2016,

Alexandros Saplaouras (TU Berlin)

On the robustnes of Martingale representations and of BSDEs (Abstract)

 

Khalil Chouk (TU Berlin)

Singular elliptic Operator (Abstract)

 

TU Berlin, MA 004

 

 

October 26, 2016,

Jörg Martin (HU Berlin)

Discrete Approximations to singular SPDEs on the full space (Abstract)

 

Massimiliano Gubinelli (U Bonn)

Rough reflected RDEs (Abstract)

 

TU Berlin, MA 004

 

 

July 13, 2016,

Thibaut Lux (TU Berlin) 6 pm

Bounds on Value-at-Risk with Partial Dependence Information (Abstract)

 

Milton Jara (IMPA)

Vortrag entfällt !

 

HU Berlin, 1.115

 

 

June 29, 2016,

 

Giuseppe Cannizzaro (TU Berlin)

Malliavin Calculus for Regularity Structures: the case of gPAM (Abstract)

 

Terry Lyons (U Oxford)

Making high order methods effective (Abstract)

 

HU Berlin, 1.115

 

 

June 15, 2016,

 

Massimo Secci (TU Berlin)

Time Dependent Random Conductance Model and Heat Kernel Estimates (Abstract)

 

Archil Gulisashvili (Ohio University, Athens)

Gaussian and Self-Similar Stochastic Volatility Models (Abstract)

 

HU Berlin, 1.115

 

 

June 1, 2016,

 

Tuan Anh Nguyen (TU Berlin)

On a regularity estimate for random elliptic operators (Abstract)

 

Uta Freiberg (U Stuttgart)

Random Sierpinski gaskets. Geometric, analytic and stochastic properties (Abstract)

 

HU Berlin, 1.115

 

 

May 18, 2016,

 

No talk

 

 

 

April 27, 2016,

 

Martin Huesmann (Universität Bonn)

Minicourse "The Skorokhod embedding problem: old and new" (Abstract)

 

Ron Peled (Tel Aviv University)

Fluctuations of random surfaces (Abstract)

 

HU Berlin, 1.115

 

 

April 20, 2016,

 

Khalil Chouk (TU Berlin)

"Random operator with singular potential" (Abstract)

 

Michael Kupper (Universität Konstanz)

"A semigroup approach to nonlinear expectations" (Abstract)

 

HU Berlin, 1.115

 

 

February 3, 2016,

 

Jennifer Krüger (TU Berlin)

"Existence and Uniqueness of Mild Solutions to the Stochastic Neural Field Equation with Discontinuous Firing Rate" (Abstract)

 

Alessandra Bianchi (University of Padua)

"Limiting dynamics of the condensate in the reversible inclusion process on a finite set" (Abstract)

 

WIAS Berlin, Room ESH (ground floor)

 

 

January 20, 2016,

 

Matti Leimbach (TU Berlin)

"Noise-induced stability" (Abstract)

 

Alexandra Munteanu (TU Berlin)

"On the Membrane Potential in a Coupled Network of Integrate-and-Fire Neurons" (Abstract)

 

WIAS Berlin, Room ESH (ground floor)

 

 

January 6, 2016,

 

Mathias Reitzner

"Stochastic geometry and stochastic analysis: Poisson U-statistics" (Abstract)

 

WIAS Berlin, Room ESH (ground floor)

 

 

November 25, 2015,

 

Vitalii I. Senin (TU Berlin)

"On the approximate Hölder index for trajectories of stable processes" (Abstract)

 

Vlad Bally (Université de Marne-la-Vallée)

"Convergence and regularity of probability laws by using an interpolation method" (Abstract)

 

WIAS Berlin, Room ESH (ground floor)

 

 

November 18, 2015,

 

Roxana Dumitrescu (HU Berlin)

"A weak dynamic principle for combined optimal stopping/ stochastic control with nonlinear expectations" (Abstract)

 

Peter Mörters (University of Bath)

"Robustness of spatialpreferential-attachment networks" (Abstract)

 

WIAS Berlin, Room ESH (ground floor)

 

 

November 11, 2015,

 

Jordan Stoyanov

"Probability and Other Branches of Mathematics" (Abstract)

 

TU Berlin MA 041

 

 

October 14, 2015,

 

Martina Hofmanová (TU Berlin)

"Stochastic mean curvature flow" (Abstract)

 

Nicolas Perkowski (HU Berlin)

"Paracontrolled KPZ equation" (Abstract)

 

TU Berlin MA 041

 

 

 

 

July 15, 2015,

 

Jennifer Krüger/ Eva Lang (TU Berlin)

"A Multiscale Analysis of Traveling Waves in Stochastic Neural Fields" (Abstract)

 

Dirk Blömker (Universität Augsburg)

"Stochastic dynamics near a change of stability (Amplitude- and Modulation Equations)" (Abstract)

 

U Potsdam

 


 

July 1, 2015,

 

Alexandros Saplaouras (TU Berlin)

"Towards a robustness result for BSDEs with jumps" (Abstract)

 

Yuri Kifer (Hebrew University of Jerusalem)

"Further Advances in Nonconventional Limit Theorems" (Abstract)

 

TU Berlin MA 041

 

 

June 17, 2015,

 

Matti Leimbach (TU Berlin)

"Porous medium equation with proliferation" (Abstract)

 

Jan Swart (UTIA Prague)

"Rank-based Markov chains, self-organized criticality, and order book dynamics" (Abstract)

 

TU Berlin MA 041

 


 

June 3, 2015,

 

Alberto Chiarini (TU Berlin)

"Extremes of the supercritical Gaussian Free Field" (Abstract)

 

Sabine Jansen (Ruhr-Universität Bochum)

"Non-colliding Ornstein-Uhlenbeck bridges and symmetry breaking in a quantum 1D Coulomb system" (Abstract)

 

TU Berlin MA 041

 


 

May 22, 2015,

 

Euler-Lecture

U Potsdam

 


 

May 6, 2015,

 

Maite Wilke Berenguer (TU Berlin)

"Lipschitz Percolation" (Abstract)

 

Patrick Cattiaux (Université de Toulouse)

"Central Limit Theorem for additive functionals of some Markov processes: anomalous results" (Abstract)

 

TU Berlin MA 041
 

 

April 22, 2015,

 

Herbet Spohn (TU München)

"The KPZ (Kardar-Parisi-Zhang) equation and its universality class" (Abstract)

 

U Potsdam, Haus 8, Raum 0.58

 

 

 

 

February 4, 2015,

 

Dörte Kreher (HU Berlin)

"A weak law of large numbers for a limit order book model with fully state dependent order dynamics" (Abstract)

 

Shanjian Tang (Fudan University)

"Linear quadratic optimal control: from deterministic to stochastic" (Abstract)

 

 

January 21, 2015,

 

Thibaut Lux (TU Berlin)

"Dependence Uncertainty, Fréchet-Bounds and Robust Option Pricing" (Abstract)

 

 

January 7, 2015,

 

Moritz Voss (TU Berlin)

"On dynamic portfolio choice with price impact" (Abstract)

 

Alejandro Ramirez (Pontificia Universidad Católica de Chile)

"The non-zero velocity regime of a random walk in random environment at low disorder" (Abstract)

 


 

December 10, 2014,

 

Eugenio Buzzoni (TU Berlin)

"What the frequency spectrum in the infinite-sites model can teach us about the underlying coalescent" (Abstract)

 

Rene Schilling (TU Dresden)

Stable Processes: Absolute continuity and singularity under a purely discontinuous Girsanov transform" (Abstract)

 

 

November 26, 2014,

 

Peter Frentrup (HU Berlin)

"Optimal Liquidation in a Stochastic Market Impact Model" (Abstract)

 

 

November 12, 2014,

 

Christian Bender (Universität des Saarlandes)

"A primal-dual algorithm for backward SDEs" (Abstract)

 

John M. Noble (University of Warsaw)

"Time Homogeneous Processes with Given Marginal" (Abstract)

 

 

October 29, 2014,

 

Arnaud Debussche (ENS Rennes)

"Diffusive limits for stochastic kinetic equations" (Abstract)

 

Takashi Kumagai (Kyoto University)

"Anomalous random walks and their scaling limits: From fractals to random media" (Abstract)

 

 

 

July 9, 2014,

 

Giuseppe Cannizzaro (TU Berlin)

"The KPZ equation: universality and well-posedness" (Abstract)

 

Xiaoqin Guo (TU München)

"Einstein relation for random walks in random environment" (Abstract)

 

 

June 25, 2014,

 

Benedikt Rehle (TU Berlin)

"Disorder and Homogenization in the Parabolic Anderson Model" (Abstract)

 

Yuri Kifer (Hebrew University, Jerusalem)

"Poisson and Compound Poisson Asymptotics in Conventional And Nonconventional Setups" (Abstract)

 

 

June 11, 2014,

 

Matti Leimbach (TU Berlin)

"Noise-Induced Strong Stability" (Abstract)

 

François Delarue (Université Nice Sophia-Antipolis, CNRS)

"Master equation for mean-field games" (Abstract)

 

 

May 28, 2014,

 

Jakub Chorowski (HU Berlin)

"Spectral estimation of volatility coefficient of scalar diffusion" (Abstract)

 

Vassili Kolokoltsov (University of Warwick)

"Interacting particle systems, nonlinear Markov processes and SDEs driven by nonlinear Levy noise" (Abstract)

 

 

May 21, 2014,

 

Wojbor A. Woyczynski (Case Western Reserve University, USA) (5.30 pm)

"Interplay Between the Nonlinear and Nonlocal Components of Diffusions Driven by Levy Processes" (Abstract)

 

 

May 14, 2014, (at TU Berlin)

 

Adrian González Casanova (TU Berlin)

"A weak mutation - strong selection model for experimental evolution" (Abstract)

 

Sergej Foss (Heriot-Watt University Edinburgh)

"Overview on results and open problems related to heavy-tailed distributions" (Abstract)

 

 

April 30, 2014,

 

Sebastian Ferrando (Ryerson University, Toronto, Canada)

"Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals" (Abstract)

 

Vladimir Vatutin (Steklov Mathematical Institute RAS)

"Macroscpic and microscopic structures of the family tree for decomposable branching processes" (Abstract)

 


 

April 23, 2014,

 

3.00-5.00 pm: Minicourse (Anthony Reveillac)

 

5.00-7.00 pm: Wendelin Werner (ETH Zürich)

"Critical percolation in some random fractal gaskets"

 

 


 

April 16, 2014,

 

Khalil Chouk

"Regularization by noise for dispersive equations"

 

Beatrice Acciaio (LSE)

"Arbitrage of the first kind and Filtration Enlargements in Semimartingale Financial Models" (Abstract)

 

 

 

 

February 12, 2014,

 

Takuji Arai (Keio University, Japan)

"Local risk-minimization for Lévy markets" (Abstract)

 

Stefan Weber (University of Hannover)

"Distribution-based Risk Measures and their Implementation" (Abstract)

 

 

January 29, 2014,

 

Antoine Dahlqvist (TU Berlin)

"Planar Yang-Mills measure with high-dimensional structure group" (Abstract)

 

Samuel Drapeau (TU Berlin)

"Preference for Diversification: Different but Intricate Dimensions of Uncertainty Aversion" (Abstract)

 

 

January 15, 2014,

 

Alexandros Saplaouras (HU Berlin)

"Levy Processes under Sublinear Expectation Spaces" (Abstract)

 

Carole Bernard (University of Waterloo, Canada)

"A new approach to assess model risk in high dimensions" (Abstract)

 

 

December 18, 2013,

 

Marvin Müller (TU Berlin)

"A Stochastic Free Boundary Problem and Limit Order Book Model" (Abstract)

 

Michael Röckner (University of Bielefeld)

"Stochastic nonlinear Schrödinger equations with linear multiplicative noise: the rescaling approach" (Abstract)

 


 

December 4, 2013,

 

Alexander Fromm (HU Berlin)

"On regularizing properties of non-degenerate Brownian noise in coupled FBSDE" (Abstract)

 

Michail Loulakis (National Technical University Athens)

"Large Deviations and Subexponential Random Variables and application to a System of Interacting Particles" (Abstract)



 

November 20, 2013,

 

Paolo Di Tella (HU Berlin)

"The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales" (Abstract)

 

Jan Obloj (University of Oxford)

"On some recent advancements in embedding problems and their interactions with stochastic control, variational inequalities and optimal transportation" (Abstract)

 


October 23, 2013,

 

Lokman Abbas-Turki (TU Berlin)

"Toward a coherent Monte Carlo simulation of CVA" (Abstract)

 

Jean-Pierre Fouque (University of California, Santa Barbara)

"Mean Field Games and Systemic Risk" (Abstract)