Dr. Anita Behme

START 2014 - Workshop on STochastic Analysis and Related Topics

    Monday 22nd and Tuesday 23rd of September 2014




    This workshop aims to bring together a range of researchers who work on stochastic analysis or related topics to present their work and exchange ideas.


    Schedule:


    Monday, September 22nd

    09.15-10.00

    Krzysztof Bogdan
    (Wroclaw)

    On LÚvy systems of LÚvy processes

    10.00-10.45

    Nikola Sandric
    (Zagreb/Dresden)

    Long-time behavior of LÚvy-type processes: recurrence, transience and ergodicity

    Coffee break

    11.15-12.00

    Peter Scheffler
    (Siegen)

    Governing equations of infinite mean LÚvy Walks

    Lunch

    14.00-14.30

    Karol Szczypkowski
    (Wroclaw)

    Gaussian Estimates for Schr÷dinger Perturbations

    14.30-15.00

    Alexander Steinicke
    (Innsbruck)

    Aspects of Malliavin differentiation of random functions in the LÚvy setting

    15.00-15.45

    Stefan Gei▀
    (Innsbruck)

    Decoupling on the Wiener space and applications to BSDEs

    Coffee break

    16.15-17.00

    Eulalia Nualart
    (Barcelona)

    Noise excitability of the stochastic heat equation

    17.00-17.45

    Martina Hofmanova
    (Leipzig MPI)

    A regularity result for quasilinear parabolic SPDEs

    19.00-???

    Dinner

    at Restaurant Budapest


    Tuesday, September 23rd

    09.15-10.00

    Peter Brockwell
    (Fort Collins)

    Prediction of LÚvy-driven CARMA processes

    10.00-10.45

    AndrÚ SŘ▀
    (Barcelona)

    Survey Talk: Existence of densities for a class of stochastic processes

    Coffee break

    11.15-12.00

    Eva L÷cherbach
    (Cergy)

    What makes neurons spike- the stochastic Hodgkin-Huxley model

    Lunch

    14.00-14.45

    Tadeusz Kulczycki
    (Wroclaw)

    On concavity of the expected value of the first exit time of the Cauchy process

    14.45-15.30

    Serge Cohen
    (Toulouse)

    What happens to a random walk of chained particles when the chain is very long?

    Coffee break

    16.00-16.30

    Nil Venet
    (Toulouse)

    There is no fractional Brownian fields indexed by the cylindre

    16.30-17.15

    Jan Kallsen
    (Kiel)

    On uniqueness of solutions to martingale problems



    The abstract booklet can be downloaded here.



    Organizers:

    Anita Behme and RenÚ Schilling


    Location:

    C207, Willersbau, Zellescher Weg 12-14, Dresden


    A detailed description how to find us is also given here.