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

Summer School

 

Summer School 2016

 
The summer school will be held at Hejnice, Czech Republic, from August 21, to August 26, 2016. It will be coorganized with colleagues from Prague, in particular Bohdan Maslowski.
 
sumschool-fp.text.image1
 
 
 
speakers:
 
Marek Biskup (UCLA, USA)
"Extreme values of two-dimensional discrete Gaussian Free Field" (Abstract)
 
 
Szymon Peszat (IMPAN, Krakow)
"Stochastic Partial Differential Equations with Lévy Noise (A Few Aspects)" (Abstract)
 
 
 

Summer School 2015

 
The summer school was held at Levico Terme, Italy, from September 28, to October 3, 2015. It will be coorganized with the colleagues of the University of Padova Alessandra Bianchi, David Barbato, Paolo Dai Pra and Markus Fischer.
 
Foto Levico
 
 
Here are the outlines and abstracts of the two courses:

 

Francesco Caravenna, University of Milano-Bicocca
"Polynomial Chaos and Scaling Limits of Disordered Systems" (Outline, Abstract)
 
 
Massimiliano Gubinelli, Universität Bonn
"Applications of paracontrolled distributions" (Outline, Abstract)
 
 
Details on the location and some further information can be found here.

 

 

Summer School 2014

 

The summer school took place in Bedlewo from October 5 to October 10, 2014, in cooperation with IMPAN, Warsaw.

 

Foto Bedlewo

 

Here are a few additional photos taken at the summer school.

 

Program 

 

Here are the outlines and abstracts of the two courses:

 

Frank den Hollander, Universiteit Leiden

"Metastability of interacting particle systems at low temperature" (Abstract)

 

 
 
Jan Obloj, University of Oxford
"On aspects of the Skorokhod embedding problem and its applications"
 
 

Outline:

1) Classical vs Robust Modelling Framework in Mathematical Finance

2) Time-changing toolbox

2.1 Stopping times and their properties, small stopping times

2.2 Changes of time

2.3 Elements of potential theory, first-hitting times

3) On some solutions to the Skorokhod embedding problem and their properties

4) Root's solution, links with PDEs and time-reversal

5) On some n-marginal problems and resulting martingale inequalities

 
 
 
The two courses will mostly take place in the morning with a lecture of 60 to 90 minutes each. Several afternoons are reserved for presentations by the students to present their projects and their work to date.

 

 

Summer School 2013

 

The summer school took place in Zürich from September 2 to September 6, 2013, in cooperation with ETH Zürich.

 

Program

 

Here are outlines and abstracts of the two courses:

 

Nizar Touzi, Ecole Polytechnique Paris

"Martingale Optimal Transport and Robust Hedging"  (Abstract)

 

Outline:

1) Standard Optimal Transport

2) One-Period Martingale Transport

3) Pathwise Martingale Inequalities

4) Martingale Optimal Transport and Skorohod Embedding

5) Martingale Optimal Transport and Peacocks

 

 

Martin Hairer, University of Warwick

"Renormalisation of stochastic PDEs"  (Abstract)

 

 

The lectures and presentations take place in the building called CAB, which you find on the map.

The floorplan of the CAB lecture hall can be found here.