Mitteldeutscher Stochastik Workshop


All talks will be held in Leibniz-Saal (E1 05),
Max Planck Institute for Mathematics in the Sciences (Leipzig, Inselstraße 22).

Friday, November 17, 2017
09:30 - 10:00Alexander Fromm (FSU Jena)
Optimal position targeting via decoupling fields
10:00 - 10:30Scott Smith (MPI MIS)
Stochastic continuity equations with conservative noise
10:30 - 11:00Coffee Break
11:00 - 11:30Wilfried Grecksch (Martin-Luther-Universität Halle)
Parameter estimate for a linear parabolic fractional SPDE with jumps
11:30 - 12:00Björn Schmalfuss (FSU Jena)
Local exponential stability for SDE’s driven by an fbm with Hurst parameter in (13,12]
12:00 - 12:30Benjamin Fehrman (MPI MIS)
Pathwise well-posedness of a stochastic porous medium equation with nonlinear, conservative noise
12:30 - 14:30Lunch Break
14:30 - 15:00Vitalii Konarovskyi (Universität Leipzig)
Reversible Coalescing-Fragmentating Wasserstein Dynamics on the Real Line
15:00 - 15:30Max von Renesse (Universität Leipzig)
Couplings, Gradient Estimates and Logarithmic Sobolev Inequality for Langevin Bridges
15:30 - 16:00Benjamin Gess (Max-Planck-Institut für Mathematik in den Naturwissenschaften)
Path-by-path regularization by noise for scalar conservation laws
16:00 - 16:30Coffee Break
16:30 - 17:00Stefan Ankirchner (FSU Jena)
Optimal Stopping with expectation constraints
17:00 - 17:30Joscha Diehl (MPI MIS)
The polynomial regularity structure on manifolds and its application to PAM
17:30 - 18:00Liang Fei (Xi'an + FSU Jena)
Global existence and explosion of the stochastic viscoelastic wave equation driven by multiplicative noises
Saturday, November 18, 2017
09:30 - 10:00Mahdi Azimi (Martin-Luther-Universität Halle)
Backward stochastic Volterra integral equations in Lq spaces and duality principle with forward stochastic Volterra integral equations
10:00 - 10:30Maximilian Büttner (Martin-Luther-Universität Halle)
Simulation of a solution of a kolmogorov-type equation for a fractional Ornstein-Uhlenbeck process
10:30 - 11:00Coffee Break
11:00 - 11:30Markus Böhm (FSU Jena)
A lower bound on the Hausdorff dimension of random attractors
11:30 - 12:00Christoph Trautwein (MPI Magdeburg)
Optimal Control of the Stochastic Navier-Stokes Equations
12:00 - 13:00Lunch Break
13:00 - 13:30Carlotta Langer (Martin-Luther-Universität Halle)
Iterative Scaling Algorithms and their Applications
13:30 - 14:00Jeanette Köppe (Martin-Luther-Universität Halle)
Stochastic optimal control theory for quantum systems

Date and Location

November 17 - 18, 2017
Max Planck Institute for Mathematics in the Sciences
Inselstraße 22
04103 Leipzig
see travel instructions

Scientific Organizers

Benjamin Gess
MPI für Mathematik in den Naturwissenschaften

Administrative Contact

Katja Heid
MPI for Mathematics in the Sciences
Contact by Email
22.11.2017, 01:27