Mitteldeutscher Stochastik Workshop
Program
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 - 10:00 | Alexander Fromm (FSU Jena) Optimal position targeting via decoupling fields | |
| 10:00 - 10:30 | Scott Smith (MPI MIS) Stochastic continuity equations with conservative noise | |
| 10:30 - 11:00 | Coffee Break | |
| 11:00 - 11:30 | Wilfried Grecksch (Martin-Luther-Universität Halle) Parameter estimate for a linear parabolic fractional SPDE with jumps | |
| 11:30 - 12:00 | Björn Schmalfuss (FSU Jena) Local exponential stability for SDE’s driven by an fbm with Hurst parameter in (1∕3,1∕2] | |
| 12:00 - 12:30 | Benjamin Fehrman (MPI MIS) Pathwise well-posedness of a stochastic porous medium equation with nonlinear, conservative noise | |
| 12:30 - 14:30 | Lunch Break | |
| 14:30 - 15:00 | Vitalii Konarovskyi (Universität Leipzig) Reversible Coalescing-Fragmentating Wasserstein Dynamics on the Real Line | |
| 15:00 - 15:30 | Max von Renesse (Universität Leipzig) Couplings, Gradient Estimates and Logarithmic Sobolev Inequality for Langevin Bridges | |
| 15:30 - 16:00 | Benjamin Gess (Max-Planck-Institut für Mathematik in den Naturwissenschaften) Path-by-path regularization by noise for scalar conservation laws | |
| 16:00 - 16:30 | Coffee Break | |
| 16:30 - 17:00 | Stefan Ankirchner (FSU Jena) Optimal Stopping with expectation constraints | |
| 17:00 - 17:30 | Joscha Diehl (MPI MIS) The polynomial regularity structure on manifolds and its application to PAM | |
| 17:30 - 18:00 | Liang Fei (Xi'an + FSU Jena) Global existence and explosion of the stochastic viscoelastic wave equation driven by multiplicative noises | |
| 19:00 | Dinner | |
| Saturday, November 18, 2017 | ||
| 09:30 - 10:00 | Mahdi Azimi (Martin-Luther-Universität Halle) Backward stochastic Volterra integral equations in Lq spaces and duality principle with forward stochastic Volterra integral equations | |
| 10:00 - 10:30 | Maximilian Büttner (Martin-Luther-Universität Halle) Simulation of a solution of a kolmogorov-type equation for a fractional Ornstein-Uhlenbeck process | |
| 10:30 - 11:00 | Coffee Break | |
| 11:00 - 11:30 | Markus Böhm (FSU Jena) A lower bound on the Hausdorff dimension of random attractors | |
| 11:30 - 12:00 | Christoph Trautwein (MPI Magdeburg) Optimal Control of the Stochastic Navier-Stokes Equations | |
| 12:00 - 13:00 | Lunch Break | |
| 13:00 - 13:30 | Carlotta Langer (Martin-Luther-Universität Halle) Iterative Scaling Algorithms and their Applications | |
| 13:30 - 14:00 | Jeanette 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
Germany
see travel instructions
Scientific Organizers
Benjamin Gess
MPI für Mathematik in den Naturwissenschaften
Administrative Contact
Katja HeidMPI for Mathematics in the Sciences
Contact by Email