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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 Lévy systems of Lévy processes |

10.00-10.45 | **Nikola Sandric** (Zagreb/Dresden)
| Long-time behavior of Lévy-type processes: recurrence, transience and ergodicity |

| **Coffee break**
| |

11.15-12.00 | **Peter Scheffler** (Siegen)
| Governing equations of infinite mean Lévy Walks |

| **Lunch**
| |

14.00-14.30 | **Karol Szczypkowski** (Wroclaw)
| Gaussian Estimates for Schrödinger Perturbations |

14.30-15.00 | **Alexander Steinicke** (Innsbruck)
| Aspects of Malliavin differentiation of random functions in the Lévy setting |

15.00-15.45 | **Stefan Geiß** (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 Lévy-driven CARMA processes |

10.00-10.45 | **André Süß** (Barcelona)
| Survey Talk: Existence of densities for a class of stochastic processes |

| **Coffee break**
| |

11.15-12.00 | **Eva Löcherbach** (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 René Schilling

Location:

C207, Willersbau, Zellescher Weg 12-14, Dresden

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