| |
|
|
Winter Term 2011/12 (Dresden) |
|
| 13.10.2011 |
Martin
Sambarino (Universidad de la República, Montevideo, Urugay)
Accesibility and stable ergodicity |
| 20.10.2011 |
Martin
Magdziarz (U of Technology Wroclaw, TU Dresden)
Stochastic representation of anomalous diffusion
processes |
| 27.10.2011 |
Joachim
Naumann (HU Berlin)
On
Prandtl's (1945) turbulence model. Existence
of weak solutions to
the equations of stationary unidirectional pipe-flow |
Fr. 28.10.2011
11:10 |
Michael
Röckner (U Bielefeld)
Recent extinction results for stochastic porous
media equations and applications to self-organized criticality |
03.11.2011
14:00 |
Michael
Marcus (The City College of New York)
Gaussian
processes, permanental processes and
local times |
| 10.11.2011 |
Grigorios
Pavliotis (Imperial College London)
Long-time
asymptotics for open classical systems |
| 17.11.2011 |
Julian
Hollender (TU Dresden)
Fractal Dimensions in Random Geometry. KPZ-like Formula in a Multiplicative Cascade Set-Up |
| 08.12.2011 |
Vasso
Anagnostopoulou (TU Dresden)
Non-autonomous saddle-node bifurcations |
Mi. 14.12.2011
10:00 |
Vanja Wagner (U of Zagreb)
Mecke formula and the conditional Girsanov theorem for Poisson processes |
| 15.12.2011 |
Katrin
Gelfert (Universidad Federal do Rio de Janeiro)
Phase transitions in Porcupine-like horseshoes |
| 05.01.2012 |
René Schilling (TU Dresden)
Functional inequalities and subordination |
| 12.01.2012 |
Thomas Schmidt (Scuola Normale Superiore, Pisa)
Variational Integrals with Linear Growth |
Kolloquium DMS
Mi. 18.01.2011
17:00
WIL C 307 |
Alexander
Lindner (TU Braunschweig)
Verteilungseigenschaften der Randverteilung
stationärer
verallgemeinerter Ornstein-Uhlenbeck Prozesse / Properties of the
stationary distribution of generalized Ornstein-Uhlenbeck processes |
Mo. 16.01.2012
11:10
WIL A 124 |
Jörg Hörster (Frankfurt/Main)
Quo vadis Finanzmathematik in der Praxis? |
| 26.01.2012 |
Tomasz Grzywny (U of Technology Wroclaw, TU Dresden)
Heat kernel estimates for the fractional Laplacian
with Dirichlet conditions - 1 |
| 02.02.2012 |
Tomasz Grzywny (U of Technology Wroclaw, TU Dresden)
Heat kernel estimates for the fractional Laplacian
with Dirichlet conditions - 2 |
| 09.02.2012 |
Martin Zinner (TU Dresden)
Theoretical and practical aspects of the numerical
solution of stochastic differential equations |
|
Summer Term 2011 (Dresden) |
|
| 07.04.2011 |
José
Aliste-Prieto (U de Chile)
Rapid convergence to frequency for substitution
tilings of the plane |
|
14.04.2011
|
Nadine
Westphal (TU Dresden)
Quitting Games - Ein Beispiel |
Kolloquium DMS
Mi. 04.05.2011
17:00
WIL C 307 |
Gerhard
Keller (U Erlangen)
Die "Spectral gap"-Methode für
Markovketten und chaotische dynamische Systeme |
| 05.05.2011 |
Jonas
Tölle (TU Berlin)
Continuous dependence of the deterministic and stochastic p-Laplace flows on the parameter p in [1,2] |
| 12.05.2011 |
Alejandro
Kocsard (U Paris VI and U Federal Fluminense)
Invariant distributions in elliptic dynamics
|
19.05.2011
|
Michael Bildhauer (U des Saarlandes)
Variational problems with linear growth |
|
26.05.2011
14:50
und
15:50
|
Michael Růžička
(U Freiburg)
Analysis of non-Newtonian Fluid Flows
Daniel Lenz (U Jena)
Pure point diffraction and stochastic processes
|
23.06.2011
Cooperation with Institute for Numerical Mathematics |
Šárka
Nečasová (Czech Academy of Sciences)
Motion of viscous fluid around rotating rigid body and motion of several rigid bodies in viscous fluid |
| 07.07.2011 |
Britta
Bildt (TU Dresden)
Group ICA of multisubject fMRI data |
|
14.07.2011
14:50
und
15:50
|
Marcello
Lucia (CU New York)
Principal eigenvalue for linear operators
Zakhar Kabluchko (U Ulm)
Competition between branching random walks
|
| Winter Term 2010/11 (Dresden) |
|
| 26.10.2010 |
Björn Böttcher (TU Dresden) - René Schilling (TU Dresden)
Lévy Processes, Geometry and Duality |
| 02.11.2010 |
Jian Wang (U Fujian)
Coupling methods for Lévy processes |
| Mi. 03.11.2010 |
Aleksander Weron (TU Wroclaw)
When can anomalous diffusion be embedded in Brownian motion?
|
| 09.11.2010 |
Samuel
Littig (TU Dresden)
Eigenwertproblem des 1-Laplace-Operators |
| 16.11.2010 |
Eik
Fritzsche (TU Dresden)
Gaugeability and conditional gaugeability with
applications |
|
07.12.2010
|
Thorsten
Schmidt (TU Chemnitz)
Shot Noise Processes in Insurance and Credit Risk |
| 14.12.2010 |
Anja Richter (HU Berlin)
Explicit solutions to the utility maximization
problem in affine stochastic volatility models |
Mi. 15.12.2010
17:00
WIL C 307 |
Josef Teichmann (ETH Zurich)
Affine processes and their applications |
| 21.12.2010 |
Tobias
Oertel-Jäger (TU Dresden)
Parameter exclusion and strange non-chaotic
attractors |
| 11.01.2011 |
Alexander
Schnurr (TU Dortmund)
On the Construction of a Hunt Semimartigale Which
is Not an Itô Process |
| 18.01.2011 |
Ingo Roeder (TU Dresden, Medizinische Informatik & Biometrie)
Stem cell theories and models - reconciling facts and hypotheses |
| 25.01.2011 |
Eberhard
Mayerhofer (Vienna Institute of Finance)
A characterization of non-central Wishart
distributions |
|
Fr. 28.01.2011
11:10
und
12:00
|
Oleg Smolyanov (Lomonosov U, Moscow)
Feynman formulae and path integrals
Yana Butko (Bauman Moscow State Technical U)
Hamiltonian and Lagrangian Feynman formulae related to Feller semigroups
|
|
01.02.2011
14:50
und
15:50
|
Joachim Naumann (HU Berlin)
Mathematical problems in perfectly plastic fluid theory
Petra Friederichs (U Bonn)
Probabilistic forecast approaches for high-impact weather |
| Summer Term 2010 (Dresden) |
|
| 22.04.2010 |
Michael Schwarzenberger (TU Dresden)
Stochastic Hazard Rates |
| 29.04.2010 |
Tadeusz Kulczycki (TU Wroclaw)
The spectral theory of the Cauchy process |
| 20.05.2010 |
Yana Butko (Bauman Moscow State TU)
Feynman Formulae for Feller Semigroups
|
03.06.2010
|
Dr.-Ing. Elke Franz, Dipl. Medien-Inf. Thomas Gloe (TU Dresden)
Untersuchung des Rauschens in digitalen Bildern |
|
10.06.2010
|
Michael Hinz (U Jena)
Dirichlet Forms |
|
17.06.2010
14:50
und
15:50 |
Hans-Jörg Starkloff (U Zwickau)
Generalized polynomial chaos expansions and the solution of pdes with random parameters
Rupert Lasser (TU München)
On positive definite and stationary sequences in Hilbert spaces with respect to orthogonal polynomials
|
| 24.06.2010 |
Christel Geiß (U Jyväskylä)
Discrete time hedging in the Lévy model |
|
08.07.2010
14:50
und
15:40 |
Michael Adam (TU Dresden)
Zur analytischen Bestimmung von Preisen in Katastrophenmodellen
Mark Tillack (TU Dresden)
Barriereoptionen im Black-Scholes Modell
|
| 15.07.2010 |
Pawel Sztonyk (TU Wroclaw)
Asymptotics of Transition Densities of Jump Processes
|
|
22.07.2010
11:10
und
14:50 |
Niels Jacob (U Swansea)
Positive and Negative Definite Functions
Markov Chains and Fourier Analysis
|
|
23.07.2010
11:10
und
14:50 |
Niels Jacob (U Swansea)
Geometry and Lévy Processes
Topics on Pseudo-differential Operators and Markov Processes
|
| 26.-30.07.2010 |
6th international conference on Lévy processes (TU Dresden) |
| Winter Term 2009/10 (Dresden) |
|
| 22.10.2009 |
J. Wang (Peking Normal, z.Zt. TU Dresden)
Feller Continuity of Levy Type Operators |
| 29.10.2009 |
J. Wang (Peking Normal, z.Zt. TU Dresden)
Liouville Theorem of Levy Type Operators |
| 12.11.2009 |
Georg Berschneider (TU Dresden)
On Conditional Positive Definiteness
|
19.11.2009
|
Björn Böttcher (TU Dresden)
Markov chains on the half-line |
|
26.11.2009
|
Markus Schicks (TU Braunschweig)
Finite Variation of Levy Processes |
|
03.12.2009
|
Enea Parini (U Köln)
Der zweite Eigenwert des p-Laplace Operators fuer p gegen 1 |
New Time
Fri 08.01.2010 |
Matthias Heymann (Duke U)
Computation, Existence and Properties of Maximum Likelihood Transition Curves |
| 14.01.2010 |
Robert Stelzer (TU München)
On strong solutions of positive definite jump-diffusions
|
| 21.01.2010 |
Jan Kristensen (U Oxford)
On estimates in L^1 that involve gradients
|
| 28.01.2010 |
Eva Wollrab (U Saarbrücken)
Analysis of the mixture in the Miller-Urey experiment. |
| Summer Term 2009 (Dresden) |
|
Fr. 06.03.2009
C 129
9:00-10:00 |
Prof. Yuichi Shiozawa (Kyoto U)
Branching Brownian motions in random environment.
|
| 16.04.2009 |
Felix Lindner (TU Dresden)
Adaptive weak approximation of diffusions with jumps
|
| 23.04.2009 |
Dr. Jana Butko (Moskow, z.Zt. TU Dresden)
Feynman and Feynman-Kac formulae for evolutionary equations via the Chernoff theorem
|
| 30.04.2009 |
André Süß (TU Dresden)
Limit Theorems for CTRWs |
Mi. 06.05.2009
17:00
Kolloquium DMS |
Prof. A. Böttcher (TU Chemnitz)
Altes und Neues über Töplitz-Matrizen |
|
Mi. 20.05.2009
17:00
Kolloquium DMS
|
Prof. M. Röckner (U Bielefeld)
Stochastische Partielle Differentialgleichungen und invariante Maße |
|
28.05.2009Kolloquium
|
Prof. Dr. R. Viertl (Wien)
Ungewissheit und deren mathematische Beschreibung - Fuzzy Modelle und Stochastik |
| 04.06.2009 |
Dr. Maxim Derevyagin (U Lille)
Padé approximation and indefinite moment problems |
11.06.2009
|
Prof. Dr. Matthias Weber (HTW Dresen)
On Stochasticity of Solutions of Differential Equations with a Small Delay |
18.06.2009
|
Konrad Schubert (TU Dresden)
Statistik intrinsisch stationärer Prozesse |
Fr. 19.06.2009
11:10
Kolloquium |
Prof. D. Stoyan (TU Freiberg)
Das Kirschkern-Modell und seine wahrscheinlichkeitstheoretische Beschreibung |
Mi. 06.07.2009
15:00
C 124 |
Prof. R. Dodel; Dipl.-Math. J. Dams(U Marburg)
Markov-Modelle in der Gesundheitsökonomie |
| 25.06.2009 |
Dipl. Math. Claudia Hein (HU Berlin)
Power variation of stable SDEs and application to paleoclimatic time series
|
| 02.07.2009 |
Prof. Carsten Trunk (TU Ilmenau)
Spektraltheorie für Sturm-Liouville Operatoren mit indefinitem Gewicht |
Di. 14.07.2009
9:20 - 10:50
C 203 |
Prof. Y. Ishikawa (Ehime U, Matsuyama, Japan)
Jump-type stochastic calculus of variations - 1 |
Mi. 15.07.2009
9:20 - 10:50
C 203 |
Prof. Y. Ishikawa (Ehime U, Matsuyama, Japan)
Jump-type stochastic calculus of variations - 2 |
Do. 16.07.2009
9:20 - 10:50
C 203 |
Prof. Y. Ishikawa (Ehime U, Matsuyama, Japan)
Jump-type stochastic calculus of variations - 3 |
Di. 21.07.2009
9:20 - 10:50
C 203 |
Prof. Y. Ishikawa (Ehime U, Matsuyama, Japan)
Jump-type stochastic calculus of variations - 4 |
Mi. 22.07.2009
9:20 - 10:50
C 203 |
Prof. Y. Ishikawa (Ehime U, Matsuyama, Japan)
Jump-type stochastic calculus of variations - 5 |
Do. 23.07.2009
9:20 - 10:50
C 203 |
Prof. Y. Ishikawa (Ehime U, Matsuyama, Japan)
Jump-type stochastic calculus of variations - 6 |
| Winter Term 2008/09 (Dresden) |
|
| 23.10.2008 |
Panorama der Mathematik
|
| 30.10.2008 |
Sören Kretschmar (Dresden)
Affine processes and corresponding symbols (Diplomvorstellung) |
| 06.11.2008 |
Dr. Emilio Porcu (Castillón, Spain)
Completely monotone, Stieltjes, Bernstein classes and their connections to spatial correlation functions
|
| 13.11.2008 |
Prof. Toshihiro Uemura (Kobe, Japan)
Conservation property of symmetric jump processes
|
| 27.11.2008 |
Marco Barchmann (Dresden)
Portfoliotheorie mit Sprüngen (Diplomvorstellung) |
| 4.12.2008 |
Michael Strunk (MST Consult Limeshain)
Projekt "Virtuelle Börse" |
11.12.2008
16:30-18:00 |
Raum- und Zeitänderung: C 207
Reihe: "Practitioners View"
Steffen Pohl (Maravon London):
Use of Derivatives in Structured Equities |
| 8.1.2009 |
René Hempel (Dresden):
FDA-based differential operator estimation with applications in educational research |
15-17.1.2009
|
Workshop JUMPS 2009 |
| 22.1.2009 |
Alexander Schnurr (Dresden):
The Symbol of a Markov Semimartingale |
| 29.1.2009 |
H. Baldauf (Dresden):
Erstaustrittszeiten von Diffusionen und der Satz von Weierstrass (Diplomvorstellung)
Felix Lindner (Dresden):
Konkrete
(Gegen-)Beispiele verschiedener stochastischer Prozesse
|
| Summer Term 2008 (Dresden) |
|
03.09 - 10.10.2008
|
 |
| 17.04.2008 |
Felix Lindner (Dresden):
Approximation of SPDEs |
| 24.04.2008 |
Viktorya Knopova (Kiev / Dresden):
Transition density estimates for Levy processes. I |
| 08.05.2008 |
Viktorya Knopova (Kiev / Dresden):
Transition density estimates for Levy processes. II |
21.05.2008
11:30 C 207 |
Dirk Hundertmark (Urbana-Champaign)
Mathematical challenges from non-linear fiber optics |
| 22.05.2008 |
Achim Wübker (Göttingen):
L^2-spectral gap for Markov operators
|
| 12.06.2008 |
Helmut Abels (MPI Leipzig):
On localization of non-local operators related to jump processes. |
| 19.06.2008 |
Simon Wiesler (Marburg):
Characterization of local regularity by means of the continuous wavelet transform. |
| 26.06.2008 |
Walter Hoh (Bielefeld):
Calculus for pseudo-differential operators with negative definite symbols |
| 03.07.2008 |
Nguyen Van Thu (Ho-Chi-Minh City):
Strictly P_n-stationary Sequences Induced by Orthogonal Polynomials |
| 17.07.2008 |
14:30-15:20 Martin Schlather (Göttingen):
Processes between random fields and marked point processes
15:30-16:20 Wolfgang zu Castell (Helmholtz-Zentrum München):
Kernel-based learning using radial functions
16:30-17:20 Georg Berschneider (Helmholtz-Zentrum München):
Positive definite kernels on graphs |
| Summer Term 2007 (Marburg) |
|
25-30 June 2007
|
 |
|
|
| Winter Term 2006/07 (Marburg) |
|
Thu 26.10.
SR X, 3:15 |
Katharina Ise (Marburg)
p-Variation stochastischer Prozesse 1 |
Thu 2.11.
SR X, 3:15 |
Pawel Sztonyk (Wroclaw, z.Zt.: Marburg)
Estimates of stable densities and their derivatives 1
|
Thu 9.11.
SR X, 3:15 |
Katharina Ise (Marburg)
p-Variation stochastischer Prozesse 2 |
Thu 16.11.
SR X, 3:15 |
Pawel Sztonyk (Wroclaw, z.Zt.: Marburg)
Estimates of stable densities and their derivatives 2 |
Thu 23.11.
SR X, 3:15 |
Alexander Schnurr (Marburg)
Semimartingale und Feller-Prozesse |
Thu 7.12.
SR X, 3:15 |
Martin Möhle (Tübingen)
Nachkommen und Vorfahren - Fleming-Viot Prozesse und Coalescent-Prozesse |
Fri 8.12.
HS IV, 4:30 |
Katharina Habermann (Göttingen)
Die virtuelle Fachbibliothek Mathematik: ein Projekt zur Bereitstellung mathematischer Fachinformation |
Fri 15.12.
HS IV, 4:30 |
Wolfgang König (Leipzig)
The universality classes in the parabolic Anderson model |
Thu 11.1.
SR X, 3:15
|
Pia Zipfel (Jena)
Kleine Abweichung von subordinierten Prozessen auf kompakten Mengen |
Fri 26.1.
HS IV, 4:30
|
Karl-Theo Sturm (Bonn)
Optimaler Massentransport und Ricci-Krümmung |
Thu 8.2.
SR IX, 11:00
|
Markus Reiss (Heidelberg)
Stationarity of delay differential equations driven by Lévy processes |
Thu 8.2.
SR X, 2:15
|
Yasushi Ishikawa (Ehime / Matsuyama)
Malliavin calculus on the Wiener-Poisson space and its application to canonical SDEs with jumps |
Wed 21.2.
HS IV, 10:00
|
Makoto Maejima (Keio Univ, Tokyo)
Several classes of infinitely divisible distributions and examples |
Thu 22.3.
HS IV, 16:15
|
Peter Brockwell (Colorado State)
Inference for Lévy-driven continuous-time ARMA processes |
|
|
| Summer Term 2006 (Marburg) |
|
Thu 27.4.
SR X, 14:15 |
A. Schnurr (Marburg)
Lévy-Prozesse und Semimartingale 1 |
Thu 4.5.
SR X, 14:15 |
A. Schnurr (Marburg)
Lévy-Prozesse und Semimartingale 2 |
Fri 5.5.
Kolloquium
HS 4, 16:30 |
Prof. Dr. H. Heyer (Tübingen)
Polynomielle Faltungsstrukturen und Anwendungen in der
Wahrscheinlichkeitstheorie |
Thu 11.5.
SR X, 14:15 |
A. Schnurr (Marburg)
Lévy-Prozesse und Semimartingale 3 |
Fri 12.5.
Kolloquium
HS 4, 16:30 |
Prof. Dr. P. Imkeller (HU Berlin)
Stochastische Resonanz |
Fri 9.6.
SR X, 15:15 |
Clemens Prestele (Uni Ulm)
The Valuation of CDOs in an Elliptical Distributions Framework |
1-30 July 2006
|
 |
|
| Winter Term 2005/06 (Marburg) |
|
|
Colloquium Talk
Fri 4.11., 16:30
Lahnberge HS 4
|
Prof. Dr. A. Wakolbinger (Frankfurt)
Selektive Sweeps und neutrale Mitläufer |
Thu 17.11., 14 c.t.
Lahnberge SR X |
Dr. W. Stannat (Bielefeld)
Zur Stabilität optimaler Filter für nichtergodische Signale |
Thu 1.12., 14 c.t.
Lahnberge SR X |
Dr. J. Geiger (Kaiserslautern)
Verzweigungsprozesse in zufälliger Umgebung |
Thu 8.12., 14 c.t.
Lahnberge SR X |
Dr. W. Hoh (Bielefeld)
Pseudo-Differentialoperatoren assoziiert mit hyperbolischen Verteilungen
|
Thu 15.12., 14 c.t.
Lahnberge SR X |
Dr. B. Vedel (Jena)
Besov characteristic of a distribution |
Colloquium Talk
Fri 20.1., 16:30
Lahnberge HS 4 |
Prof. Dr. M. Zähle (Jena)
Funktionenräume und stochastische Prozesse auf Fraktalen |
Thu 9.2. , 16:30
Lahnberge HS 4 |
Dr. A. Lindner (TU München)
Zeitstetige GARCH-Prozesse höherer Ordnung |
| |
| Summer Term 2005 (Marburg) |
|
Thu 2.6., 14:00
Lahnberge SR X |
Dr. Thomas Simon (Université d'Evry, France)
Absolute continuity of Lévy-Processes with drift |
Fri 10.6., 16:00
Lahnberge HS 4 |
Prof. Dr. Volker Nollau (TU Dresden)
Abschätzungen für die Varianzen von konkaven und lokal
Lipschitz-stetigen Funktionen von Zufallsgrößen |
Fri 17.6., 18:00
Alte Aula |
René Schilling (Uni Marburg)
Random Thoughts und andere Gedankensprünge |
Thu 23.6., 14:00
Lahnberge SR X |
Dipl. Math. Melanie Schienle (Uni Mannheim)
Regularity of paths of Feller processes |
Thu 7.7., 14:00
Lahnberge SR X |
Dr. Moritz Kassmann (Uni Bonn)
Moment bounds for nonlocal Dirichlet forms |
Fri 8.7., 14:00
Lahnberge SR IV |
Prof. Dr. Jeanette Woerner (Uni Göttingen)
Power variation: a unifying approach to semimartingales and long-memory processes |
|
|
