Professur für Wahrscheinlichkeitstheorie

Workshop on Stochastic Analysis and related topics 2016

Monday 9th and Tuesday 10th of May 2016

Arrival Information

This is a workshop jointly organized by TU Dresden and our DAAD MaJKo partners in Japan Kansai University (Osaka, Japan) and Korea Seoul National University (Seoul, South Korea). The workshop is open to colleagues from other universities. Apart from the dissemination of state-of-the-art scientific results, it aims to train advanced students and to provide a platform for young researchers. After the workshop, from Wednesday - Friday there will be further talks and events within our Erasmus cooperation with Swansea U, UK.

Registration:   Please send a short mail to  rene.schilling (at) tu-dresden.de
                        There will be a small nominal fee for tea & coffee during the breaks.

Participants:    PDF

Organizer:        René SCHILLING, Martin KELLER-RESSEL (TU Dresden)

Location:         C207, Willersbau, Zellescher Weg 12-14, Dresden
                        A detailed description how to find us is given here.



 Zoom (4,7 MB)


Schedule:         List of abstracts


Monday, May 9th (Room: WIL C 207)


09:00–09:35 Toshihiro Uemura
(Kansai U, Osaka, Japan)
On an optimal stopping problem and a variational inequality
09:40–10:15 Tadeusz Kulczycki
(TU Wroclaw, Poland)
Gradient estimates of Dirichlet heat kernels for unimodal Lévy processes

Coffee break
10:45–11:20 Ilya Pavlyukevich
(U Jena, Germany)
Metastability of a periodic stable–like jump–diffusion
11:25–12:00 Martin Grothaus
(TU Kaiserslautern, Germany)
Mittag–Leffler Analysis: Construction and Applications

Lunch
14:00–14:35 Kamil Kaleta
(TU Wroclaw, Poland)
The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials
14:40–15:15 Andrew Neate
(Swansea U, UK)
Semiclassical stochastic mechanics for the Coulomb potential

Coffee break
15:45–16:20 Zbigniew Palmowski
(U Wroclaw, Poland)
Fluctuations of Omega–killed spectrally negative Lévy processes
16:25–17:00 Irmina Czarna
(U Wroclaw, Poland)
Parisian ruin for a refracted Lévy process
17:05–17:40 Gerald Trutnau
(Seoul National U, S. Korea)
A remark on the generator of a right–continuous Markov process
19:00– Dinner




Tuesday, May 10th (Room: WIL C 207)


09:00–09:35 Takashi Kumagai
(Kyoto RIMS, Japan)

Stability of heat kernel estimates and parabolic Harnack inequalities for jump processes on metric measure spaces
09:40–10:15 Kohei Suzuki
(Kyoto U, Japan)
Convergence of Brownian motions on RCD spaces

Coffee break
10:45–11:20 Kyung–Youn Kim
(TU Dresden, Germany)
Estimates of Dirichlet heat kernel for symmetric Markov processes
11:25–12:00 Tatiana Kosenkova
(U Potsdam, Germany)
Noise sensitivity of Lévy driven SDEs: estimates and applications

Lunch
14:00–14:35 Victoria Knopova
(Academy of Sciences, Kyiv, Ukraine)
Accuracy of discrete approximation for integral functionals
14:40–15:15 Franziska Kühn
(TU Dresden, Germany)
Transition probabilities for Feller processes: Parametrix construction

Coffee break
15:45–16:20 Robert Wardenga
(TU Dresden, Germany)
Affine processes with stochastic discontinuities
16:25–17:00 Chenggui Yuan
(Swansea U, UK)
Harnack inequality and exponential integrability for functional SDEs
17:05–17:40 Niels Jacob
(Swansea U, UK)
Transition densities of Lévy processes put into broader context



Further Activities within the EU Erasmus Exchange with Swansea University, UK



Wednesday, May 11th (Room: WIL C 203)


16:40–17:30 Andrew Neate
(Swansea U, UK)
Feynman-Kac Formulae 1
17:40–18:30 Kristian Evans
(Swansea U, UK)
Harmonic Anaylsis on Abelian Groups 1
18:35–19:00 James Harris
(Swansea U, UK)
Geometric interpretations of diagonal term densities of certain operator semigroups



Thursday, May 12th (Room: WIL C 203)


16:40–17:30 Andrew Neate
(Swansea U, UK)
Feynman-Kac Formulae 2
17:40–18:30 Kristian Evans
(Swansea U, UK)
Harmonic Anaylsis on Abelian Groups 2
18:35–19:00 Elian Rhind
(Swansea U, UK)
Hamiltonian and Lagrangian mechanics related to generators of Lévy processes.



Friday, May 13th (Room: WIL C 203)


16:40–17:30 Andrew Neate
(Swansea U, UK)
Feynman-Kac Formulae 3
17:40–18:30 Kristian Evans
(Swansea U, UK)
Harmonic Anaylsis on Abelian Groups 3



Stand:
Autor: René Schilling