Professur für Wahrscheinlichkeitstheorie

ERASMUS 2015

Summer School for PhD students

Tuesday 26th - Friday 29th of May 2015

Arrival Information for Dresden Second Part of the School @ Swansea



This Summer school is part of the EU-ERASMUS exchange programme between TU Dresden and Swansea University. The school is open to students and colleagues from other universities. The main aim of this school is to introduce PhD students to modern techniques and current research topics in probability and analysis. Moreover, young researchers will have the possibility to present their own research.

The School has two (basically independent) parts, one at TU Dresden May 26 - May 29, the second part at Swansea University June 1 - June 5. We are grateful for the additional support through TU Dresden's Graduate Academy "great!ipid4all" programme.

Registration:                                            Please send a short mail to  rene.schilling (at) tu-dresden.de

                                                                 There will be a small fee for tea & coffee during the breaks


Location:                                                  B 321, Willersbau, Zellescher Weg 12-14, Dresden

                                                                 A detailed description how to find us is given here.


 Zoom (4,7 MB)

Schedule:                                                

Tuesday, May 26th


09:30-10:30 Niels Jacob
(Swansea U, UK)
Symbol and Geometry in the Theory of Markov Processes (online material)
10:45-11:45 Alexei Kulik
(Kiev U, Ukraine)
The Parametrix Method, with  Probabilistic Interpretations and Applications (online material)

lunch break
14:00-14:45 Victoria Knopova
(NAS Ukraine, Kiev)
Lévy-type processes: Special sets and their Hausdorff dimension
14:45-15:15 Yanting Ji
(Swansea U)
Existence and uniqueness of SDEs of neutral type under weak minority condition
15:30-16:15 Tanja Kosenkova
(U Potsdam)
Convergence of sequence of Markov chains to Levy-type process:
uniqueness of the solution to the martingale problem and explicit bounds for
the convergence rate
16:15-17:00 Ilya Pavlyukevich
(U Jena)
Spectral Analysis for a Discrete Metastable System Driven by Levy
Flights (joint work with T. Burghoff)




Wednesday, May 27th

09:00-10:00 Kristian Evans
(Swansea U, UK)
Hoh’s Symbolic Calculus and Variable Order Subordination
10:15-11:15 Niels Jacob
(Swansea U, UK)
Symbol and Geometry in the Theory of Markov Processes (online material)
11:30-12:30 Alexei Kulik
(Kiev U, Ukraine)
The Parametrix Method, with  Probabilistic Interpretations and Applications (online material)

lunch break
14:00-18:00 open programme






Thursday, May 28th

09:30-10:30 Alexei Kulik
(Kiev U, Ukraine)
The Parametrix Method, with  Probabilistic Interpretations and Applications (online material)
10:45-11:45 Kristian Evans
(Swansea U, UK)
Hoh’s Symbolic Calculus and Variable Order Subordination

lunch break
14:00-15:00 Niels Jacob
(Swansea U, UK)
Symbol and Geometry in the Theory of Markov Processes (online material)
15:15-15:45 Lewis Bray
(Swansea U, UK)
Some properties of fundamental kernels of time inhomogeneous jump-type processes
15:45-16:30 Marvin Müller
(TU Dresden)
Stochastic Stefan-type problems and limit-order books




Friday, May 29th

09:30-10:30 Kristian Evans
(Swansea U, UK)
Hoh’s Symbolic Calculus and Variable Order Subordination
10:45-11:45 Alexei Kulik
(Kiev U, Ukraine)
The Parametrix Method, with  Probabilistic Interpretations and Applications (online material)






Organizers:

René Schilling (TUD)
Niels Jacob (Swansea U)





Stand:
Autor: René Schilling