Professur für Wahrscheinlichkeitstheorie

AG Analysis & Stochastik / Analysis & Stochastics Seminars

Past Programme

Winter Term 2017 (Dresden)

Termine / dates   Aktuelle Vorträge / current lectures
07.12.2017 14:00 Uhr    Nikola Sandric (University of Zagreb)
Stability of the overdamped Langevin equation in Landau potential

15:00 Uhr   Stjepan ŠEBEK (University of Zagreb)
Subordinate Random Walks and Harnack Inequality
14.12.2017 14:00 Uhr    Zbigniew Palmowski (U Wroclaw)
On Future Drawdowns of Levy processes

15:00 Uhr    Helmut Pitters (TU Dresden)
The hydrodynamic limit of coalescent processes that come down from infinity
11.01.2018 14:00 Uhr    Nico Uhlig (TU Dresden)
Ein Analogon zu Rudins Theorem über radiale positiv definite Funktionen
18.01.2018 16:00 Uhr   Wojciech Cygan (TU Dresden)
Heat content for convolution semigroups in \mathbb{R}^d
01.02.2018 14:00 Uhr    Dr. Conrad Mädler (U Leipzig)
On some aspects of the matricial moment problem on a compact interval
08.02.2018 14:00 Uhr    Prof. Georgiy Shevchenko (Taras Shevchenko National U Kyiv)
Wave equation with coloured stable noise  (Abstract)

Summer Term 2017 (Dresden)

Termine / dates   Aktuelle Vorträge / current lectures
16.03.2017 14:15 Uhr    Alexei Kulik (Kiev)
Parametrix method for semi-parametric locally stable Levy-type models
15:15 Uhr    Mariusz Olszewski (Wroclaw)
Good labelling, projections and reflected Brownian motion on planar simple nested fractals
20.04.2017 Dresden-Wien Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik ( Programm )
Ort: TU Dresden, Institut für Mathematische Stochastik
Organisation: Prof. Dr. Martin Keller-Ressel und Prof. Dr. Dietmar Ferger,
Prof. Dr. Uwe Schmock und Prof. Dr. Mathias Beiglböck
27.04.2017 15:00 Uhr    Andrey Pilipenko (Uni Kiev)
On a Selection Problem for Small Noise Perturbation of Unstable Dynamical Systems
04.05.2017 15:00 Uhr    Christel Geiss (Jyväskylä)
On the first exit time of Brownian bridges and the convergence rate of the binomial tree scheme
11.05.2017 14:15 Uhr    Thomas Schmidt (Uni Hamburg)
The (thin) obstacle problem for the total variation
18.05.2017 Dresdner Mathematisches Seminar
Prof. Dr. Claudia Klüppelberg (TU München)
Max-linear models on directed acyclic graphs
24.05.2017 16:00 Uhr    Prof. Chenggui Yuan (Swansea University)
Approximation of SDEs and SPDES with Holder Continuous Drifts  (Abstract)
26.05.2017 11:00 Uhr    Prof. Chenggui Yuan (Swansea University)
Approximation of Invariant Measures for Regime-Switching Diffusions  (Abstract)
01.06.2017 14:45 Uhr   
Prof. Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, India)
Reliability and Robust Portfolio Optimization: An Introduction  (Abstract)
15:45 Uhr   
Dr. Nikola Sandric (University of Zagreb)
A note on the Birkhoff ergodic theorem
07.06.2017 (Mi) Dresdner Mathematisches Seminar
Prof. Reinhard Siegmund-Schultze (Uni Agder Kristiansand, Norwegen)
Richard von Mises (1883-1953), ein österreichischer Ingenieur,
Pionier moderner angewandter Mathematik und Wahrscheinlichkeitsrechnung,
sowie jüdischer Emigrant in die Türkei und nach Amerika
19.07.2017 (Mi) 14:00 Uhr    Misha Lifshits (St. Petersburg)
Energy Saving Approximation of Random Processes
15:00 Uhr   Alex Kulik (Kiew)
Diffusion approximation for fully coupled systems: the time delay
20.07.2017 (Di) 10:00 Uhr    Pawel Sztonyk (TU Wroclaw)
Perturbations of tempered semigroups
15.09.2017 (Fr) 09:30 Uhr    Dr. Julien Fageot (Lausanne)
The regularity and compressibility of Lévy Processes

Winter Term 2016 (Dresden)

Termine / dates   Vorträge / lectures
14:15 Uhr   Kamil Kaleta (TU Wroclaw, z.Zt. TU Dresden)
Spatial asymptotics at infinity for densities of Levy processes
24.11.2016 14:15 Uhr   Nico Uhlig (Universität Leipzig)
Rund um das Benfordsche Gesetz (Abstract)
30.11.2016 (Mi) Dresdner Mathematisches Seminar, 17:00 Uhr, WIL C307
Prof. Dr. Krzysztof Bogdan (Wroclaw University of Science and Technology)
Nonlocal boundary value problems   (Abstract)
08.12.2016 14:15 Uhr   Katarzyna Pietruska-Paluba (University of Warsaw)
Long-time asymptotics in the continuous Parabolic Anderson Model driven by Levy processes
11.01.2017 (Mi) Dresdner Mathematisches Seminar, 17:00 Uhr, WIL C307
Prof. Marta Sanz-Solé (Facultat de Matemàtiques, Universitat de Barcelona)
A walk through Malliavin Calculus: from the initial motivations to recent developments   (Abstract)
19.01.2017 14:15 Uhr   Bruno Toaldo (Sapienza University, Universita di Roma)
On semi-Markov processes and their Kolmogorov's equations
02.02.2017 14:15 Uhr    Dr. Mario Bukal (Zagreb)
A framework for simultaneous homogenization and dimension reduction in elasticity   (Abstract)
15:15 Uhr    Benjamin Jeschke (Universität Leipzig)
Finite matrizielle Potenzmomentenprobleme vom Stieltjes-Typ
09.02.2017 14:15 Uhr   Gregoire Vechambre (Orleans)
Exponential functionals of conditioned Lévy processes and
local time of a diffusion in a Lévy environment
15:15 Uhr   Marek Skarupski (TU Wroclaw)
Optimal stopping of the random sequence with application proposition to the seismity

Summer Term 2016 (Dresden)

Termine / dates   Vorträge / lectures
14.04.2016 13:15 Uhr   Dr. Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, India)
Sequential sampling estimation using different loss functions  (Abstract)
28.04.2016 Kolloquium anlässlich des 60. Geburtstages von Professor Zoltán Sasvári
15:00 Uhr   Christian Berg (Universität Kopenhagen, Dänemark)
Aspects of positive definiteness – Zoltán Sasvári's favorite subject
16:30 Uhr    Tilmann Gneiting (Karlsruher Institut für Technologie - KIT /
Heidelberger Institut für Theoretische Studien - HITS )
Positive definite functions on spheres
09. – 10.05.2016 MAJKO2016
Workshop on Stochastic Analysis and related topics 2016
12.05.2016 13:15 Uhr   Eckhard Platen (University of Technology Sydney)
Benchmark Approach to Finance  (Abstract)
26.05.2016 13:15 Uhr   Giovanni Comi (University Pisa, Italy)
Divergence-measure fields: generalizations of Gauss-Green formula
09.06.2016 13:15 Uhr   Antonis Papapantoleon (TU Berlin)
Model uncertainty, improved Fréchet-Hoefding bounds and applications
in option pricing and risk management  (Abstract)
30.06.2016 13:15 Uhr   Carlo Sgarra (Politecnico di Milano)
Optimal Investment in Markets with Over and Under-Reaction to Information  (Abstract)

Winter Term 2015 (Dresden)

Termine / dates   Vorträge / lectures

14.10.2015 (Mi)  17:00 Uhr, WIL C307
Dresdner Mathematisches Seminar
Prof. Dr. Luitgard Veraart
London School of Economics and Political Science, Department of Mathematics
A Bayesian methodology for systemic risk assessment in financial networks
Ansprechpartner: Prof. Dr. M. Keller-Ressel
05.+06.11.2015 Workshop on Stochastic Analysis and related topics 2015

12.11.2015 14:00 Uhr   Prof. Dr. Alexander Schnurr (Universität Siegen)
Time Change Equations for Levy Type Processes
19.11.2015 14:00 Uhr   Benjamin Gess (MPI Leipzig)
Stochastic scalar conservation laws
21.01.2016 14:00 Uhr   Dr. Eberhard Mayerhofer (TU Chemnitz)
Constrained Integral Equations for Trading Options
28.01.2016 14:00 Uhr   M. Sc. Kai Kümmel (FSU Jena)
On the Dynamic of Lévy driven SDEs
04.02.2016 14:00 Uhr   
Dr. Philipp Harms (ETH Zürich)
Affine representations of fractional processes and applications in mathematical finance

Summer Term 2015 (Dresden)

Termine / dates   Vorträge / lectures
31.07.2015 10:45 - 11:45 Uhr, WIL A 124    
Prof. Alexey Kulik (University of Kiev, Ukraine)
Ergodicity and limit theorems for Markov processes (Part I)
Part II:  04.08. (Tue), 10:45 - 11:45 Uhr, WIL A 124
Part III: 06.08. (Thu), 10:45 - 11:45 Uhr, WIL A 124
Part IV:  07.08. (Fr),   10:45 - 11:45 Uhr, WIL A 124
16.04.2015 14:00 Uhr   Tomasz Grzywny (Wroclaw)
Hitting times of points and intervals for symmetric Levy processes
30.04.2015 15:00 Uhr    Ante Mimica
Intrinsic scaling properties for nonlocal operators
21.05.2015 15:00 Uhr    Julian Wergieluk
Structural models of spot electricity markets
26.05.2015 May, 26–29, 2015
Summerschool for PhD students / Sommerschule für Doktoranden
im Rahmen des ERASMUS-Austauschprogramms mit der Universität Swansea
Organizers: René Schilling (TUD), Niels Jacob (Swansea U)
18.06.2015 15:00 Uhr    A. Di Bucchianico (Eindhoven University of Technology)
Statistical Challenges and Opportunities in Timing Analysis of Large Integrated Circuits
02.07.2015 15:00 Uhr    Sven Knoth (Helmut-Schmidt-Universität Hamburg)
A brief introduction to Statistical Process Control (SPC)

Winter Term 2014 (Dresden)

Termine / dates   Vorträge / lectures
22. und 23.09.2014 START 2014 - Workshop on STochastic Analysis and Related Topics
Organizers: Anita Behme and René Schilling
16.10.2014 13:00-14:30   Prof. Dr. Christian Berg (U Copenhagen)
Indeterminate moment problems and the theory of entire functions (Part I), Abstract, for Part II see Graduate lectures, 17.10.2014, 13 Uhr

15:00 Uhr   Dr. Yang-Hong Song
On Exponential Transience for Markov Processes  (Abstract)
23.10.2014 13:00-14:30   Prof. Dr. Christian Berg (U Copenhagen)
Indeterminate moment problems and the theory of entire functions (Part III), Abstract, for Part IV see Graduate lectures, 24.10.2014, 13 Uhr
26. und 27.10.2014 Workshop on Dirichlet Forms and Stochastic Analysis 2014
Organizers: René Schilling (TUD), Toshihiro Uemura (Kansai University), Panki Kim (Seoul National University)
30.10.2014 13:00-14:30   Prof. Dr. Christian Berg (U Copenhagen)
Indeterminate moment problems and the theory of entire functions (Part V) Abstract

15:00   Kyung-Youn Kim (Department of Mathematics, Seoul National University)
Global heat kernel estimates for symmetric Markov processes dominated by stable-like processes in exterior $C^{1,\eta}$ open sets  (Abstract)
06.11.2014 14:00 Uhr   Taras Shalaiko (U Kiev)
Approximation of some classes of random variables by functionals of increments of fractional Brownian motions

15:00 Uhr   Dr. Antoine Jacquier (Imperial College London)
The fractional Heston model: pricing and asymptotics (Abstract)
13.11.2014 14:00 Uhr   Jiyong Shin (Seoul National University)
On the stochastic regularity of distorted Brownian motions
20.11.2014 15:00 Uhr   Dr. Nikola Sandric (TU Dresden, Institut für Math. Stochastik)
Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps (Abstract)
04.12.2014 14:00 Uhr   Dr. Conrad Mädler (U Leipzig)
Fortsetzbarkeit von matriziellen Potenzmomentenfolgen -
Drei Erweiterungsprobleme für Blockhankelmatrizen.
18.12.2014 14:00 Uhr   Dr. Sebastian Andres (Universität Bonn)
Invariance principle and heat kernel behaviour for the Random Conductance Model in a degenerate ergodic environment (Abstract)
15.01.2015 14:00 Uhr   Gian Paolo Leonardi (U Modena, Italien)
Cheeger sets in strips and nonconvex domains (Abstract)

15:00 Uhr   Prof. Dr. Thorsten Schmidt (TU Chemnitz)
Kreditrisiken: Modelle, Risiken & Neue Entwicklungen
22.01.2015 14:00 Uhr   Dr. Stefan Gerhold (TU Wien)
The Small Maturity Implied Volatility Slope for Levy Models (Abstract)

Summer Term 2014 (Dresden)

Termine / dates   Vorträge / lectures
17.04.2014 Tanya Kosenkova (U Kiev)
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes.  (Abstract)
08.05.2014 Dr. Lucia De Luca (TU Dresden, Institut für Analysis )
A variational approach to the dynamics of discrete screw dislocations  (Abstract)
15.05.2014 Dr. Maria Chiricotto (TU Dresden, Institut für Analysis)
Droplets spreading under contact line friction: scaling laws and existence result  (Abstract)
22.05.2014 Gerold Alsmeyer (Münster)
The stationary tail index of contractive iterated function systems  (Abstract)

Joseph Rosenblatt (University of Illinois)
Jump Inequalities and Variational Operators for Stochastic Processes  (Abstract)
10.06.2014 Davar Khoshnevisan (U Utah)
On the Range of a Random Walk  (Abstract)
19.06.2014 Lennart Bondesson (University of Umeå)
On a class of probability distributions that is closed with respect to addition as well as
multiplication of independent random variables  (Abstract)

Yana Kinderknecht (Butko) (Universität des Saarlandes)
Approximation of evolution semigroups related to stochastic processes via
Feynman formulae
03.07.2014 Almut Veraart (Imperial College London)
Integer-valued trawl processes: A class of stationary infinitely divisible processes  (Abstract)

Winter Term 2013 (Dresden)

Termine / dates   Vorträge / lectures
19.09.2013 Hannelore Lisei (Cluj U, Rumänien)
Results for the stochastic Schrödinger Equation

Prof. Guodong Pang (Penn State U, USA)
Generalized Kiefer Processes and Queues
Jing Wang (Nanjing University)
Quasiperiodically forced systems
22.10.2013 Prof. Alexander Bendikov (Uni. Wroczlaw)
On the spectrum of Hierarchical Laplacian
24.10.2013 Dr. Lisa Beck (Bonn)
Duality, regularity and uniqueness for $BV$-minimizers (Abstract)
14.11.2013 Dr. Michael Hinz (Universität Bielefeld)
First order calculus on fractals and related stochastic analysis
21.11.2013 Dr. Tobias Oertel-Jäger (TU Dresden, Institut für Analysis)
Rotation sets of almost periodic sequences
28.11.2013 Paolo Di Tella (HU Berlin)
On the Predictable Representation Property of Compensated-Covariation Stable
Families of Martingales
05.12.2013 Jan Boronski (University of Science und Technology, Krakow, Poland)
Pseudo-circle as an attractor with non-unique rotation vector (Abstract)

Prof. Marcello Lucia (City University New York)
Optimal constants for some two-dimensional inequality
19.12.2013 Dr. Leif Döring (ETH Zürich)
Self-Similar Markov Processes
09.01.2014 Dr. Filip Rindler (Cambridge)
The positive Jacobian constraint in elasticity theory and orientation-preserving Young measures  (Abstract)
16.01.2014 Dr. Dorothee Knees (WIAS Berlin)
A quasilinear differential inclusion for viscous and rate-independent damage systems in non-smooth domains

Prof. A. M. Kulik (U Kiev, Ukraine)
The parametrix method for an α-stable process with a drift
23.01.2014 Katharina Hees (Siegen)
Joint sum/max convergence and Continuous Time Random Maxima
30.01.2014 Prof. Dr. Wolf-Dieter Richter (Rostock)
Geometric Disintegration and Star-Shaped Distributions
06. und 07.02.2014 Jumps 2014 - Workshop on Jump Processes
Organizers: Anita Behme and René Schilling
24.02.2014 Prof. Sonia Fourati (LMI -Laboratoire de Mathématiques de l'INSA de Rouen)
Some classes of Bernstein functions and related probability distributions

Summer Term 2013 (Dresden)

Termine / dates Vorträge / lectures
Viktor Mosenkis RWTH Aachen, The Numerical Algorithms Group Ltd (NAG))
NAG Numerical Libraries and Algorithmic Differentiation

Steve Kalke (U Rostock)
Geometrische Strukturen charakteristischerFunktionen

25.04.2013 Toni Frenzel (U der Bundeswehr München)
Numerische Modellierung der Versagenszeit inmechanischen und elektrischen Netzwerken


Friedemann Brock (U Leipzig)
Weighted isoperimetric inequalities

(Kooperation mit Professur für Didaktik der Mathematik)

Hans Fischer (Katholische U Eichstätt)
Direkte und inverse Wahrscheinlichkeiten bei Laplace

Kolloquium DMS
Mi. 12.06.2013
Tomasz Downarowicz (Wroclaw U of Technology)
Information theory for random dynamics
13.06.2013 Anita Behme (TU München)
Exponential Functionals of Lévy processes

Martin Schneider (TU Dresden)
Chaotische Wirkungen topologischer Halbgruppen

27.06.2013 Cathrine Bandle (U Basel)
Variationsformeln und optimale Gebiete
04.07.2013 Bernd Kawohl (U Köln)
Der längste kürzeste Zaun
Kolloquium DMS
Mi. 10.07.2013
Andreas Greven (U Erlangen-Nürnberg)
Stochastic modelling of the time evolution of genealogies
11.07.2013 Christoph Kawan (U Augsburg)
Entropy for nonautonomous dynamical systems
18.07.2013 Sergiy Kolyada (NAS Kiew/TU München)
On topological entropy: when positivity implies plus infinity

Winter Term 2012/13 (Dresden)

Termine / dates Vorträge / Talks



Jordan Stoyanov (Newcastle U)
Moment Determinacy of  Probability Distributions

Pablo Davalos (U de Sao Paolo)
Torus homeomorphisms with vertical segments as rotation sets

01.11.2012 Andrey Efimov (Ural Federal U)
A version of the Turán problem for radial positive-definite functions
08.11.2012 Ivo F. Sbalzarini (Max Planck Institute of Molecular Cell Biology and Genetics, Dresden)
From stochastic optimization to more efficient simulation algorithms



Mathias Beiglböck (U Wien)
Optimal Transport and Model Independence

29.11.2012 Paolo Podio-Guidugli (U Rom)
On Modeling Contact Interactions in Continuum Mechanics
Kolloquium DMS
Mi. 12.12.2012
WIL C 307
Alexander Schied (U Mannheim)
Some optimization problems arising in stochastic finance



Peter Imkeller (HU Berlin)
A Fourier approach of pathwise integration

Niklas Willrich (HU Berlin)
Solutions of martingale problems for Levy-type operators with discontinuous parameters and existence of weak solutions for associated stochastic differential equations

20.12.2012 Michal Barski (U Leipzig)
Bond market models with Lévy Processes
17.01.2013 Alejandro Passeggi (TU Dresden)
Rational polygons as rotation sets of generic torus homeomorphisms
24.01.2013 Tomasz Grzywny (U of Technology Wroclaw, TU Dresden)
Heat kernel estimates for isotropic unimodal Lévy processes



Henk Bruin (U Wien)
Biaccessible angles and core entropy for complex quadratic maps

Martin Schlather (U Mannheim)
Some covariance models for multivariate random fields

Summer Term 2012 (Dresden)

Termine/dates Beschreibung/description
WIL A 124
Workshop on Continuous-Time Random Walks and Lévy Flights
Workshop CTRW & Lévy Flights
13:20 - 14:00
Aleksei V. Chechkin (U Kharkov)
Surprises from Levy flights in anharmonic potential wells
Workshop CTRW & Lévy Flights
14:00 - 14:40
Igor Sokolov (HU Berlin)
Levy flights in a harmonic well still bring surprises
Workshop CTRW & Lévy Flights
15:00 - 15:40
Ilya Pavlyukevich (U Jena)
First exit times of the integrated Levy-driven OU-processes
Workshop CTRW & Lévy Flights
15:40 - 16:20
Marcin Magdziarz (U of Technology Wroclaw, TU Dresden)
Ergodic properties of some classes of anomalous diffusion processes
05.04.2012 Maik Gröger (U Bremen)
Dimensions of attractors in pinched skew product
12.04.2012 Victorya Knopova (Glushkov Institute, Kiev)
Small time estimates on Lévy processes
Naotaka Kajino (U Bielefeld)
Weyl's Laplacian eigenvalue asymptotics for the measurable
Riemannian structure on the Sierpinski gasket 



Markus Reiß (HU Berlin)
A Donsker theorem for Levy measures

Rupert Lasser (Helmholtz Zentrum München)
Generalized Banach Limits and Growth Conditions of Orthogonal Polynomials

Kolloquium DMS
Mi. 06.06.2012
WIL C 307
Angela Stevens (U Münster)
Mathematische Modellierung lokal interagierender zellulärer Systeme



Rudolf Liedl (TU Dresden, Fachrichtung Hydrowissenschaften)
Mathematical models in groundwater management

Wojbor Woyczynski (Case Western Reserve University, Cleveland, Ohio)
Nonlinear and Nonlocal Porous Medium Equation and Its Probabilistic

14.06.2012 Olga Aryasova (National Academy of Sciences of Ukraine, Kiev)
A Wiener process in Euclidian space with intersecting membranes. A stochastic model for a coastline.


Uta Berger (TU Dresden, Forest Biometrics/Systems Analysis)
The role of modeling in conservation biology (and other interesting fields)

Uta Freiberg (U Siegen)
Differential operators on fractal subsets of the real line

WIL C 207
Markus Haase (TU Delft)
Bernstein Functions and Rates in Mean Ergodic Theorems



Zoltán Sasvári (TU Dresden)  (Forschungssemesterbericht)
Part 1: Das Projekt SigMath-Library
Part 2: On a theorem of Yu. V. Linnik

Julian Hollender (TU Dresden)
Backwards Stochastic Differential Equations



Tomasz Grzywny (U of Technology Wroclaw, TU Dresden)
One dimensional subordinate Brownian motion

Martin Mittelbach (TU Dresden)
On a Coding Theorem for Continuous-Time Channel Models (Diplomvorstellung)

26.07.2012 Oana Lupascu (Romanian Academy of Science)
Markov processes and the martingale problem associated with subordination in the sense of Bochner of L^p-semigroups

Winter Term 2011/12 (Dresden)

Termine/dates Beschreibung/description
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
Michael Röckner (U Bielefeld)
Recent extinction results for stochastic porous media equations and applications to self-organized criticality
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
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
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
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)

Termine/dates Beschreibung/description
07.04.2011 José Aliste-Prieto (U de Chile)
Rapid convergence to frequency for substitution tilings of the plane
14.04.2011 NadineWestphal (TU Dresden)
Quitting Games - Ein Beispiel
Kolloquium DMS
Mi. 04.05.2011
WIL C 307
GerhardKeller (U Erlangen)
Die "Spectral gap"-Methode fürMarkovketten und chaotische dynamische Systeme
05.05.2011 JonasTölle (TU Berlin)
Continuous dependence of the deterministic and stochastic p-Laplace flows on the parameter p in [1,2]
12.05.2011 AlejandroKocsard (U Paris VI and U Federal Fluminense)
Invariant distributions in elliptic dynamics
Michael Bildhauer (U des Saarlandes)
Variational problems with linear growth



Michael Růžička (U Freiburg)
Analysis of non-Newtonian Fluid Flows

Daniel Lenz (U Jena)
Pure point diffraction and stochastic processes

Cooperation with Institute for Numerical Mathematics
ŠárkaNečasová (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



Marcello Lucia (CU New York)
Principal eigenvalue for linear operators

Zakhar Kabluchko (U Ulm)
Competition between branching random walks

Winter Term 2010/11 (Dresden)

Termine/dates Beschreibung/description
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


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
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


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



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)

Termine/dates Beschreibung/description
22.04.2010 Michael Schwarzenberger (TU Dresden)
Stochastic Hazard Rates
29.04.2010 Tadeusz Kulczycki (TU Wroclaw)
The spectral theory of the Cauchy process

Yana Butko (Bauman Moscow State TU)
Feynman Formulae for Feller Semigroups

Dr.-Ing. Elke Franz, Dipl. Medien-Inf. Thomas Gloe (TU Dresden)
Untersuchung des Rauschens in digitalen Bildern


Michael Hinz (U Jena)
Dirichlet Forms



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



Michael Adam (TU Dresden)
Zur analytischen Bestimmung von Preisen in Katastrophenmodellen

Mark Tillack (TU Dresden)
Barriereoptionen im Black-Scholes Modell


Pawel Sztonyk (TU Wroclaw)
Asymptotics of Transition Densities of Jump Processes



Niels Jacob (U Swansea)
Positive and Negative Definite Functions

Markov Chains and Fourier Analysis



Niels Jacob (U Swansea)
Geometry and Lévy Processes

Topics on Pseudo-differential Operators and Markov Processes

26.-30.07.2010 levy 2010
6th international conference on Lévy processes (TU Dresden)

Winter Term 2009/10 (Dresden)

Termine/dates Beschreibung/description
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

Georg Berschneider (TU Dresden)
On Conditional Positive Definiteness

Björn Böttcher (TU Dresden)
Markov chains on the half-line


Markus Schicks (TU Braunschweig)
Finite Variation of Levy Processes


Enea Parini (U Köln)
Der zweite Eigenwert des p-Laplace Operators fuer p gegen 1
New Time

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

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)

Termine/dates Beschreibung/description
Fr. 06.03.2009
C 129

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

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
Kolloquium DMS
Prof. A. Böttcher (TU Chemnitz)
Altes und Neues über Töplitz-Matrizen

Mi. 20.05.2009
Kolloquium DMS

Prof. M. Röckner (U Bielefeld)
Stochastische Partielle Differentialgleichungen und invariante Maße


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
Prof. Dr. Matthias Weber (HTW Dresen)
On Stochasticity of Solutions of Differential Equations with a Small Delay
Konrad Schubert (TU Dresden)
Statistik intrinsisch stationärer Prozesse
Fr. 19.06.2009
Prof. D. Stoyan (TU Freiberg)
Das Kirschkern-Modell und seine wahrscheinlichkeitstheoretische Beschreibung
Mi. 06.07.2009
C 124
Prof. R. Dodel; Dipl.-Math. J. Dams(U Marburg)
Markov-Modelle in der Gesundheitsökonomie

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)

Termine/dates Beschreibung/description
23.10.2008 Panorama der Mathematik
30.10.2008 Sören Kretschmar (Dresden)
Affine processes and corresponding symbols (Diplomvorstellung)

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"
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
Workshop JUMPS 2009
22.1.2009 Alexander Schnurr (Dresden):
The Symbol of a Markov Semimartingale

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)

Termine/dates Beschreibung/description
03.09 - 10.10.2008
                            analysis and related topics 3
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
11:30 C 207
Dirk Hundertmark (Urbana-Champaign)
Mathematical challenges from non-linear fiber optics

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)

Termine/dates Beschreibung/description
25-30 June 2007
Stochastic Analysis and Related Topics 2: START

Winter Term 2006/07 (Marburg)

Termine/dates Beschreibung/description
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)

Termine/dates Beschreibung/description
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.
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.
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
                            analysis and related topics

Winter Term 2005/06 (Marburg)

Termine/dates Beschreibung/description

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)

Termine/dates Beschreibung/description
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 lokalLipschitz-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

Autor: René Schilling