7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

Program Details

The workshop will start Thursday, May 18, 2017, at 09:00 and end Saturday, May 20, 2017 at 12:30.

A conference dinner will take place at Brasserie am Gendarmenmarkt, Taubenstraße 30, 10117 Berlin at 6 pm, on Friday, May 19, 2017.

Thursday, May 18, 2017:

 09:00-09:30 Registration & Welcome
 09:30-:10:00 Ilya Chevyrev (Oxford)
Renormalisation of singular SPDEs
 10:00-10:30 Benjamin Fehrman (MPI Leipzig)
Diffusion processes in random environment
 10:30-11:00 Coffee break
 11:00-11:30 Dario Trevisan (Pisa)
A rough calculus approach to level sets in the Heisenberg group
 11:30-12:00 Jeremy Reizenstein (Warwick)
Signatures as memory in recurrent neural networks
 12:00-12:30 Antoine Hocquet (TU Berlin)
The energy method for rough PDEs
 12:30-14:00 Lunch break
 14:00-14:30 Huilin Zhang (TU Berlin)
Integration and differential equations driven by regular/cadlag rough paths
 14:30-15:00 Rongchan Zhu (Bielefeld)
Stochastic heat equation on Riemannian maniford
 15:00-15:30 Dirk Erhard (Warwick)
Discretisation of regularity structures
 15:30-16:00 Coffee break
 16:00-16:30 Charles Curry (NTNU Trondheim)
Renormalization, Marcus canonical extension and the arborified Hoffman exponential
 16:30-17:00 Imanol Perez (Oxford)
Using a signature-based machine learning model to analyse a psychiatric stream of data
 17:00-17:30 Yvain Bruned (Warwick)
Opera(d) in SPDEs

Friday, May 19, 2017:

 09:00-09:30 David Prömel (ETH Zürich)
On Skorokhod Embeddings and Poisson Equations
 09:30-10:00 Alexander Schmeding (NTNU Trondheim)
Infinitedimensional Lie groups for regularity structures of SPDEs
 10:00-10:30 Masato Hoshino (Waseda University)
Global wellposedness of CGL equation with space-time white noise
 10:30-11:00 Coffee break
 11:00-11:30 Khalil Chouk (TU Berlin)
Path by path Regularization by noise for Burgers equation
 11:30-12:00 Martin Weidner (Imperial College London)
Global solutions of rough differential equations on manifolds
 12:00-12:30 Bellingeri Carlo (Paris VI)
Ito formula on branched rough paths and some interesting consequences
 12:30-14:00 Lunch break
 14:00-14:30 Aurelien Deya (Université Lorraine)
q-Brownian motion and rough paths
 14:30-15:00 Yue Wu (TU Berlin)
A randomized Milstein method for SDEs with non-differentiable drift coefficients
 15:00-15:30 Xiangchan Zhu (Bielefeld)
Dirichlet form associated with \Phi^4_3 model
 15:30-16:00 Coffee break
 16:00-16:30 Scott Andrew Smith (MPI Leipzig)
The Boltzmann equation with stochastic kinetic transport
 16:30-17:15 Hendrik Weber (Warwick)
The dynamic $\Phi^4_3$ model comes down from infinity
We prove an a priori bound for the dynamic $\Phi^4_3$ model on the torus which is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform control over solutions at large times, and thus allows to construct invariant measures via the Krylov-Bogoliubov method. It thereby provides a new dynamic construction of the Euclidean $\Phi^4_3$ field theory on finite volume.Our method is based on the local-in-time solution theory developed recently by Gubinelli, Imkeller, Perkowski and Catellier, Chouk. The argument relies entirely on deterministic PDE arguments (such as embeddings of Besov spaces and interpolation), which are combined to derive energy inequalities. This is joint work with J.-C. Mourrat (Lyon).
 From 18:00 Conference Dinner at Brasserie am Gendarmenmarkt (http://www.brasserieamgendarmenmarkt.de/)

Saturday, May 20, 2017:

 09:00-09:30 Paolo Pigato (WIAS Berlin)
Estimation of the parameters of a diffusion with discontinuous coefficients
 09:30-10:00 Martin Redmann (WIAS Berlin)
A regression method to solve parabolic rough PDEs
 10:00-10:30 Henri Elad Altman (UPMC Paris)
Bismut-Elworthy-Li formulae for Bessel processes
 10:30-11:00 Coffee break
 11:00-11:30 William Salkeld (Edinburgh)
Large Deviation Principles for McKean Vlasov SDE's under Holder Norms
 11:30-12:00 Pierre Clavier (Potsdam)
Branching processes and renormalization
 12:00-12:30 Nicolas Perkowski (HU Berlin)
A weak universality principle for the parabolic Anderson model
 12:30 End of conference