11th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

Program Details

The workshop will start Thursday, May 23, 2019, at 09:30 and end Saturday, May 25, 2019 at 13:00.

The conference dinner will take place at SSAM Korean Barbeque , Kottbusser Damm 96, 10697 Berlin, at 7:00 pm, on Thursday 23, 2019.

Thursday, 23, 2019:

 09:30-10:00 Registration & Welcome
 10:00-10:30 Joscha Diehl (Universität Greifswald)
Discrete signature: Algebraic structure and applications
 10:30-11:00 Mate Gerencser (IST Austria)
Discrete approximation of SDEs with irregular drift
 11:00-11:30 Coffee break
 11:30-12:00 Yvain Bruned (University of Edinburgh)
Deformation of algebraic structures for SPDEs
 12:00-12:30 Tommaso Cornelis Rosati (HU Berlin)
A rough super-Brownian motion
 12:30-13:00 Paolo Pigato (WIAS Berlin)
Precise asymptotics of rough stochastic volatility models
 13:00-14:30 Lunch break
 14:30-15:00 Michele Coghi (WIAS Berlin)
Stochastic nonlinear Fokker-Planck equations
 15:00-15:30 Torstein Nilssen (TU Berlin )
Rough nonlinear Fokker-Planck equations
 15:30-16:00 Coffee break
 16:00-16:30 Weijun Xu (University of Oxford)
On moment bounds for general nonlinear functionals of Gaussian fields
 16:30-17:00 Tom Klose (TU Berlin)
Precise Laplace asymptotics for gPAM
 17:00-17:30 Pavel Zorin-Kranich (Universität Bonn)
Variational and jump estimates for martingale paraproducts
 From 19:00 Conference Dinner at SSAM Korean Barbeque close to U-Bahn Schönleinstrasse

Friday, May 24, 2019:

 9:30-10:00 Antoine Hoquet (TU Berlin)
Hybrid rough/stochastic differential equations: An overview
 10:00-10:30 Rico Weiske (TU Berlin)
A BDF2-Maruyama approximation of stochastic evolution equations with monotone drift
 10:30-11:00 Huanyu Yang (Universität Bielefeld)
Sharp interface limit of stochastic Cahn-Hilliard equations
 11:00-11:30 Coffee break
 11:30-12:00 Cristopher Salvi (University of Oxford)
Computing and learning with log-Signatures: The importance of sparsity
 12:00-12:30 Florian Bechtold (Université Sorbonne Paris)
Strong solutions of semilinear SPDEs with unbounded diffusion
 12:30-13:00 Carlo Bellingeri (UPMC)
Rough change of variable formulae on the stochastic heat equation
 13:00-14:30 Lunch break
 14:30-15:00 Oleg Butkovsky (TU Berlin)
Ergodicity for order-preserving dynamical systems
 15:00-15:30 James Foster (University of Oxford)
An optimal polynomial approximation of Brownian motion
 15:30-16:00 Coffee break
 16:00-16:30 Konstantinos Dareiotis (MPI Leipzig)
Porous media equations with multiplicative space-time white noise
 16:30-17:00 Fabian Harrang (University of Oslo)
On Volterra equations driven by rough noise
 17:00-17:30 Weixin Yang (University of Oxford)
Action recognition with landmark data

Saturday, May 25, 2019:

 09:00-09:30 James Morrill (University of Oxford)
Stress detection using path signatures
 09:30-10:00 Nikolas Tapia (TU und WIAS Berlin)
Signatures in shape analysis
 10:00-10:30 Khoa Le (Imperial College London)
Does noise regularize rough differential equations?
 10:30-11:00 Tal Orenshtein (HU und TU Berlin)
Additive functionals as rough paths
 11:00-11:30 Coffee break
 11:30-12:00 Sebastian Riedel (TU Berlin)
A dynamical systems approach to singular stochastic delay differential equations
 12:00-12:30 Jan Gairing (LMU München)
Mean field dynamics
 12:30-13:00 Alexander Shaposhnikov (Universität Bielefeld)
Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck equations
 13:00 End of conference