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workshop & topical week on

Stochastic Analysis and Related Topics

June 2007 Philipps University Marburg


       

 

Guests

Local People

Activities

Talks

Talks online

Getting there

Campus map

Contact

Organiser

 

 

From June 25 (Mon)- June 30 (Sat) the stochastics group at the Mathematics Department hosts a topical week on stochastic processes and related topics.

Next to a variety of informal activities there will be three short lecture series (Mon-Thu, three lectures each) aimed at graduate and PhD students as well as postdocs and early-stage researchers on

  • Markov Processes and Pseudo Differential Operators
    (N. Jacob, University of Swansea Wales)
  • Stochastic Partial Differential Equations with jumps
    (E. Hausenblas, Universität Salzburg)
  • Stochastic Modelling by Jump Processes
    (I. Pavlyukevich, HU Berlin)

Click here to access the online version of many talks and lecture series

If you are interested to join, please contact us. There are no fees; unfortunately, we cannot offer financial support either.

So far, the following colleagues have agreed to come:

 

Visitors
Name Arrival Departure
S. Cohen (Toulouse) June 28 July 3
K. Evans (Swansea, UK) June 25 July 1
W. Farkas (ETH Zürich) June 29 July 1
M. Hammer (Mainz)

June 25
June 30

June 28
July 1
E. Hausenblas (Salzburg, A) June 26 June 28
C. Hein (HU Berlin) June 24 June 28
N. Hilber (ETH Zürich) June 24 June 30
W. Hoh (Bielefeld) June 26 June 26
R. Husseini (Bonn) June 28 June 30
N. Jacob (Swansea, UK) June 21 July 2
F. Oertel (Cork, Ir) June 24 July 1
I. Pavlyukevich (HU Berlin) June 25 July 1
N. Reich (ETH Zürich) June 24 June 29
A. Richter (HU Berlin) June 24 June 28
H.-P. Scheffler (Siegen) June 29 June 30
T. Simon (Evry) June 29 July 1
J. Wang (Beijing Normal) June 24 June 30
Y. Wang (Swansea, UK) June 25 July 1
C. Winter (ETH Zürich) June 24 June 28
C. Yuan (Swansea, UK) June 25 July 1

 

Local People
Name e-mail
  add "uni-marburg.de" behind the "." below
B. Böttcher boettcher@mathematik.
A. Lindner lindner@mathematik.
R. Schilling schilling@mathematik.
A. Schnurr schnurr@mathematik.
P. Sztonyk sztonyk@mathematik.

 

Activities
Date Venue Event
Mon
25/6

SR IX
10:15-12:00

15:15-17:00


Jacob Lectures 1+2

Jacob Lectures 3+4

Tue
26/6

SR IX
9:15 - 11:00

15:15 - 17:00


Jacob Lectures 5+6

Pavlyukevich
Lecture 1

Wed
27/6

SR IX
9:15 - 11:00

15:15 - 17:00


Hausenblas
Lecture 1

Pavlyukevich Lecture 2

Thu
28/6

SR IX
9:15 - 11:00

15:15 - 17:00


Hausenblas
Lecture 2

Pavlyukevich Lecture 3

Fri
29/6
HS IV
09:00-09:40
09:45-10:15
Coffee break
10:45-11:25
11:30-12:00
Lunch break
14:00-14:40
14:45-15:15
Tea break
15:45-16:25
16:30-17:00
17:10-17:40

Workshop
Cohen
Reich
Coffea break
Stzonyk
Husseini
Lunch break
Scheffler
Böttcher
Tea break
Yuan
Schnurr
Wang, J.

Sat
30/6

HS IV
09:00-09:40
09:45-10:15
Coffee break
10:45-11:25
11:30-12:00
12:10-12:40
Lunch

Workshop
Jacob
Evans
Coffee break
Simon
Wang, Y.
Pavlyukevich
Lunch

Click here to access the online version of many talks and lecture series

Alphabetical List of all Talks in the Workshop
Name Title
B. Böttcher Approximation and simulation of Feller processes
S. Cohen Tail behavior of random products and stochastic exponentials
K. Evans Feller semigroups obtained by variable-order subordination
R. Husseini Markov chain approximations for symmetric jump processes
N. Jacob Do we need more geometry to understand Lévy processes?
I. Pavlyukevich A simple SPDE with Lévy noise
N. Reich PIDE based asset pricing with multivariate jump processes
H.-P. Scheffler Operator scaling stable random fields
A. Schnurr The symbol associated to the solution of an SDE
T. Simon Chung's law for homogeneous Brownian functionals
P. Sztonyk Regularity of harmonic functions for the anisotropic fractional Laplacian
J. Wang Symmetric Lévy type operators and related topics
Y. Wang Approximate solution of stochastic differential delay equations with jumps
C. Yuan Preserving exponential mean-square stability in the simulation of hybrid SDEs