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conference
17/11/2017 18/11/2017

Mitteldeutscher Stochastik Workshop

The workshop aims to bring together the expertise of the research groups in probability theory and stochastic analysis from the area Halle-Jena-Leipzig. Topics will include the analysis of (nonlinear) stochastic partial differential equations, dynamics of random systems, Levy driven S(P)DE, numerical aspects of S(P)DE among others.

There will be invited talks only. The talks will be around 30 minutes.

Topics include

  • Nonlinear stochastic partial differential equations
  • dynamical systems with small noise
  • stochastic resonance
  • Lévy processes
  • numerical approximation SDE
  • mathematical finance
  • BSDEs

The conference will start on Friday at 9 am and close on Saturday at 3 pm. There is no registration, participation is free for academics and practitioners. Please contact Katja Heid to reserve accomodation for you if needed until end of August 2017. Travel reimbursement is possible.

Program

Nov 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
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
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, Leipzig, Germany)
Path-by-path regularization by noise for scalar conservation laws
16:00 - 16:30
16:30 - 17:00 Stefan Ankirchner (FSU Jena)
Optimal Stopping with expectation constraints
17:00 - 17:30 Joscha Diehl (MPI MIS)
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 - 23:00
Nov 18, 2017
09:30 - 10:00 Mahdi Azimi (Martin-Luther-Universität Halle)
Backward stochastic Volterra integral equations in $L^q$ 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
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
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

Participants

Stefan Ankirchner

FSU Jena

Mahdi Azimi

Martin-Luther-Universität Halle

Stefan Bachmann

Universität Leipzig

Michael Beyer

Martin-Luther-Universität Halle

Markus Böhm

FSU Jena

Maximilian Büttner

Martin-Luther-Universität Halle

Joscha Diehl

MPI MIS

Benjamin Fehrman

MPI MIS

Liang Fei

Xi'an + FSU Jena

Alexander Fromm

FSU Jena

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Wilfried Grecksch

Martin-Luther-Universität Halle

Gero Hillebrandt

Martin-Luther-Universität Halle

Vitalii Konarovskyi

Universität Leipzig

Jeanette Köppe

Martin-Luther-Universität Halle

Carlotta Langer

Martin-Luther-Universität Halle

Tobias Lehmann

Universität Leipzig

Hua Li

Duc Luu

MPI MIS

Marius Neuß

MPI MIS

Markus Patzold

Martin-Luther-Universität Halle

Björn Schmalfuss

FSU Jena

Scott Smith

MPI MIS

Dat Tran

MPI MIS

Christoph Trautwein

MPI Magdeburg

Max von Renesse

Universität Leipzig

Tobias Weihrauch

Universität Leipzig

Scientific Organizers

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Administrative Contact

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail