Professur für Wahrscheinlichkeitstheorie

Workshop on Stochastic Analysis and related topics 2015

Thursday 5th and Friday 6th of November 2015

Arrival Information

This is a workshop jointly organized by TU Dresden and our DAAD PaJaKo 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.

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.


 Zoom (4,7 MB)

Schedule:         List of abstracts

Thursday, November 5th

09:00–09:35 Mateusz Kwasnicki
(TU Wroclaw, Poland)
Martin kernels for jump-type processes
09:40–10:15 Toshihiro Uemura
(Kansai U, Osaka, Japan)
A note on the Mosco convergence of symmetric Dirichlet forms

Coffee break
10:45–11:20 Daniel Lenz
(U Jena, Germany)
Short Time Asymptotics of Heat Semigroups
11:25–12:00 Marcel Schmidt
(U Jena, Germany)
Does diffusion determine the geometry?

Lunch
14:00–14:35 Joanna Tumilewicz
(U Wroclaw, Poland)
Insurance contracts based on drawdown and drawup events of spectrally
negative Lévy processes
14:40–15:15 Irmina Czarna
(U Wroclaw, Poland)
Exit problems for spectrally negative Lévy processes with Parisian
delay and a lower ultimate bankrupt barrier implementation

Coffee break
15:45–16:20 Niels Jacob
(Swansea U, UK)
Surprises and gaps in our understanding of transition functions
16:25–17:00 Kazutoshi Yamazaki
(Kansai U, Osaka, Japan)
Refracted-reflected spectrally negative Lévy processes
17:05–17:40 Stefano De Marco
(X - Ecole Polytechnique, France)
Robust super-hedging of options on the VIX volatility index and Martingale optimal transport
19.00– Dinner


 Friday, November 6th     --- Update ---

09:00–09:35 Gerald Trutnau
(Seoul National U, S. Korea)
Recurrence criteria for generalized Dirichlet forms
09:40–10:15 Panki Kim
(Seoul National U, S. Korea)  
Estimates of Dirichlet heat kernel for symmetric Markov processes

Coffee break
10:45–11:20 Matsuyo Tomisaki
(Nara Women's U, Japan)
From diffusion processes to bi-generalized diffusion processes
11:25–12:00 Victoria Knopova
(Academy of Sciences, Kyiv, Ukraine)
Chung-type law of the iterated logarithm for Lévy type processes

Lunch
14:00–14:35 Paolo Di Tella
(TU Dresden, Germany)
The Chaotic Representation Property of Compensated-Covariation Stable Families of Martingales
14:40–15:15 Bartolomiej Dyda
(TU Wroclaw)
Fractional calculus for power functions

Coffee break
15:45-16:20 Tomasz Grzywny
(TU Wroclaw, Poland)  
Kato classes for Levy processes
16:25–17:00 Kamil Kaleta
(TU Wroclaw, Poland)
Contractivity and ground state domination properties for non-local Schrödinger operators

Further Participants:
Apart from the speakers, the following colleagues will come to TU Dresden
Frank Balke
Krzysztof Bogdan (TU Wroclaw), 
Minjung Gim (Seoul National U), 
Tomasz Juszczyszyn (TU Wroclaw), 
Kyung-youn Kim (Seoul National U & TU Dresden), 
Jacek Mucha (TU Wroclaw), 
Mariusz Olszewski (TU Wroclaw), 
Artur Rutkowski (TU Wroclaw), 
Nikola Sandric (Zagreb U & TU Dresden), 
Takahiro Shindo (Kansai U),
Kohei Suzuki (Kyoto U, z.Zt. U Bonn), 
Zbigniew Palmowski (U Wroclaw),
Melchior Wirth (U Jena)


Organizers:
René SCHILLING (TU Dresden)
Gerald TRUTNAU (Seoul National University)
Kazutoshi YAMAZAKI (Kansai University)

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




Stand:
Autor: René Schilling