9th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

Program Details

The workshop will start Thursday, June 14, 2018, at 09:30 and end Saturday, June 16, 2018 at 13:00.


The conference dinner will take place at BRLO Brwhouse , Schöneberger Str. 16, 10963 Berlin, at 6:30 pm, on Friday 15, 2018.

Thursday, 14, 2018:

 09:30-10:00 Registration & Welcome
 10:00-10:30 Andris Gerasimovich (Imperial College London)
Rough PDEs with subcritical multiplicative noise
 10:30-11:00 Tal Orenshtein (HU and TU Berlin)
Critical wetting models in (1+1)-dimensions
 11:00-11:30 Coffee break
 11:30-12:00 Henri Elad Altman (UPMC)
Bessel-like SPDEs
 12:00-12:30 Benjamin Stemper (TU and WIAS Berlin)
Calibration of the rough Bergomi model via neural networks
 12:30-14:00 Lunch break
 14:00-14:30 Giuseppe Cannizzaro (Imperial College London)
A new Universality Class for interface models in (1+1)-dimensions
 14:30-15:00 Rémi Catellier (Université de Nice )
Mean-field RDEs
 15:00-15:30 Benjamin Fehrmann (MPI Leipzig)
Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
 15:30-16:00 Coffee break
 16:00-16:30 Carlo Bellingeri (Paris VI)
Rough Paths and Stochastic Heat Equation
 16:30-17:00 Youness Boutaib (TU Berlin and Potsdam)
Smoothness of a rough integration map
 17:00-17:30 Philipp Schoenbauer (Imperial College London)
Malliavin calculus for singular SPDEs

Friday, June 15, 2018:

 09:00-09:30 Alexey Korepanov (Exeter)
Strong approximation by Brownian motion in deterministic dynamical systems
 09:30-10:00 Vlad Margarint (Oxford)
Using techniques from SDEs in the study of Schramm-Loewner evolutions (SLE)
 10:00-10:30 Chong Liu (ETH Zürich)
Characterization of non-linear Besov spaces and its applications in rough path theory
 10:30-11:00 Coffee break
 11:00-11:30 Alexander Schmeding (TU Berlin)
SPDEs via infinite-dimensional manifolds
 11:30-12:00 Marco Furlan (Paris)
Weak universality for a class of 3d stochatic reaction-diffusion models
 12:00-12:30 Huanyu Yang (Chinese Academy of Science)
Conservative stochastic 2-dimensional Cahn-Hilliard equation
 12:30-14:00 Lunch break
 14:00-14:30 Willem von Zuijlen (HU and WIAS Berlin)
Anderson operator: spectral asymptotics & total mass of Cauchy problem
 14:30-15:00 Danyu Yang (Oxford)
Algebraic flow
 15:00-15:30 Rongchan Zhu (Bielefeld)
Stochastic heat equations with values in a Riemannian manifold
 15:30-16:00 Coffee break
 16:00-16:30 Carlos Améndola (TU München)
Varieties of Signatures Tensors
 16:30-17:15 Anna Seigal (UC Berkeley)
Learning Paths from Third Order Signatures
 From 18:30 Conference Dinner at BRLO Brwhouse close to U-Bahn Gleisdreieck

Saturday, June 16, 2018:

 09:00-09:30 Charles Curry (NTNU Trondheim)
Rough differential equations on homogeneous spaces
 09:30-10:00 Xiangchan Zhu (Bielefeld)
Stochastic Navier-Stokes equation
 10:00-10:30 Jasdeep Kalsi (Oxford)
Stefan Problems for Reflected SPDEs Driven by Space-Time White Noise
 10:30-11:00 Coffee break
 11:00-11:30 Imanol Perez (Oxford)
Labelling as an unsupervised learning problem
 11:30-12:00 Joscha Diehl (MPI Leipzig)
The area operator generates the signature
 12:00-12:30 Ivain Bruned (Warwick)
The geometric KPZ equation
 12:30 End of conference