Archive Analysis & Stochastics Seminars
Past programme: Analysis & Stochastics Seminars
Hinweis: Die aktuelle Vortragsübersicht finden Sie hier.
2020 2019 2018 2017 2016 • zum Archiv 2008 - 2015
Winter 2020/2021 - Winter term 2020/2021 (Corona) | |
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06.10.2020 | Vorstellung des Habilitationsvorhabens Dr. Paolo Di Tella (Institut für Mathematische Stochastik) On Martingale Representation Theorems Ansprechpartner: Dr. Paolo Di Tella |
Sommer 2020 - Summer term 2020 (Corona) | |
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07.05.2020 | Prof. Dr. Barbara Rüdiger (Bergische Universität Wuppertal) On a class of SPDEs with multiple invariant measures Dr. Martin Friesen (Bergische Universität Wuppertal) Ergodicity and regularity for affine processes |
Winter 2019/2020 - Winter term 2019/2020 | |
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20.02.2020 | Probability afternoon Prof. Dr. Alexander M. Iksanov (Taras Shevchenko National University of Kyiv, Ukraine) Functional limit theorems for Galton–Watson processes with very active immigration Kamil Kaleta (TU Wroclaw) Lifshitz tails for Euclidean non-local Anderson model Stjepan Šebek (University of Zagreb) Limit theorems for a stable sausage Pawel Sztonyk (TU Wroclaw) Estimates of the mean first exit time from the ball for Lévy-type jump processes |
30.01.2020 | Jana Reker (Universität Ulm) On the Law of Killed Exponential Functionals |
29.01.2020 | Prof. Dr. Ralf Metzler (Universität Potsdam) Brownian Motion and Beyond (Ein Vortrag im Dresdner Mathematischen Seminar.) |
19.12.2019 | Probability afternoon Adam Jakubowski (U Torun, Torun, Poland) Recent advances on the S topology Toshihiro Uemura (Kansai U, Osaka, Japan) Dirichlet forms and homogenization Mario Varga (TU Dresden) Stochastic unfolding and homogenization of evolutionary systems Masayoshi Takeda (Kansai U, Osaka, Japan) Criticality of Schroedinger forms and Liouville-type property |
12.12.2019 | Nikola Sandrič (Universität Zagreb) Periodic homogenization of a Lévy-type processes with small jumps Stjepan Šebek (TU Graz / Universität Zagreb) |
03.12.2019 | Vortrag aus der Praxis: Dr. Christina Kienlein (Allianz) Experience in Practice - My working life as an actuary Der Vortrag richtet sich insbesondere an Studierende. |
14.11.2019 |
Dr. Marek Teuerle (Wrocław) |
07.11.2019 | Dr. André Schlichting (HCM Bonn) Meanfield jump processes on graphs and the upwind transportation metric |
04.10.2019 | Prof. Yuri Imamura (Kanazawa University) A Weak Reflection Principle for a Markov Chain Model Prof. Yuuki Ida (Ritsumeikan University, Kyoto) PCOCs with fractional Brownian motion |
Sommer 2019 - Summer term 2019 |
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19.09.2019 |
Dr. Irmina Czarna (Wrocław University of Science and Technology) |
11.07.2019 | Prof. Marcello Lucia (City University New York) Some results on a Schiffer's Problem |
19.06.2019 | Prof. Mikhail A. Lifshits (St. Petersburg State University) Coding of Poisson random sets: large deviations (Ein Vortrag im Dresdner Mathematischen Seminar.) |
06.06.2019 | Vortrag aus der Praxis für Studierende Dr. Jianing Zhang (Munich Re) Challenges in credit insurance from a practitioner's viewpoint |
29.05.2019 | Prof. Anatolii Kochubei (National Academy of Science of Ukraine) Linear And Nonlinear Parabolic Equations With P-Adic Spatial Variables. (Ein Vortrag im Dresdner Mathematischen Seminar) |
29.05.2019 | Damir Kinzebulatov (Laval University, Québec) A new approach to the L^p theory of the operator -\Delta + b \cdot \nabla, and its applications to Feller processes with general drifts |
16.05.2019 | Oksana Chernova (National Taras Shevchenko Univ. of Kyiv) Consistent estimation in Cox proportional hazards model with measurement errors |
09.05.2019 |
Probability Afternoon |
02.05.2019 |
Probability Afternoon |
25.04.2019 |
Einführung für Studierende: Introduction to (Poisson) Point Processes |
11.04.2019 |
Jean-David Fermanian (ENSAE, Paris) |
04.04.2019 | Olga Aryasova (Uni Kiev) On exponential convergence of a distance between two solutions of an SDE with discontinuous drift |
03.04.2019 |
Andrei Pilipenko (Uni Kiev) |
24.01.2019 | Christoph Czichowsky (London School of Economics) Rough volatility and portfolio optimisation under transaction costs |
10.01.2019 |
Dr. Bernd Vollenbröker (Aktuar DAV, Hannover Rück) |
10.12.2018 - 14.12.2018 |
ERASMUS WEEK 2018: Probability Talks for Students |
06.12.2018 | Eberhard Mayerhofer (U Limerick) Geometric Ergodicity for Affine Processes |
29.11.2018 | Dr. Martin Simon (Deka Investment GmbH) Stock Price Bubbles - An Option-based Indicator |
29.11.2018 | Prof. Dr. Wolfgang Woess (TU Graz) Integraldarstellung λ-harmonischer and polyharmonischer Functionen auf Bäumen. (Ein Vortrag im Dresdner Mathematischen Seminar) |
14.11.2018 | Prof. Dr. Markus Reiß (Humboldt-Universität zu Berlin) Nonparametric estimation for SPDEs via localisation (Ein Vortrag im Dresdner Mathematischen Seminar) |
08.11.2018 | Prof. Dr. Christoph Breunig (HU Berlin) Nonparametric Regression with Selectively Missing Covariates Dr. Nikola Sandrič (University of Zagreb, Croatia) Ergodicity of piecewise Ornstein-Uhlenbeck processes with jumps |
01.11.2018 |
Probability afternoon |
11.10.2018 12.10.2018 |
SPART 2018 - Workshop on Stochastic Processes and Random Trees Ansprechpartner: Anita Behme und Helmut Pitters |
Sommersemester 2018 - Summer term 2018 |
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19.07.2018 | Tobias Kley (Humboldt-Universität Berlin) Sequential detection of structural changes in irregularly observed data |
18.07.2018 | Antrittsvorlesungen im Dresdner Mathematischen Seminar von Prof. Dr. Anita Behme (Institut für Mathematische Stochastik) Angewandte Stochastik in Theorie und Praxis und Prof. Dr. Andrea Hoffkamp (Didaktik der Mathematik) Mathematiklehrerbildung gemeinsam gestalten - Perspektiven, Aspekte und Visionen |
12.07.2018 | Simon Holbach (Uni Mainz) Positive Harris-recurrence for degenerate diffusions with internal variables and randomly perturbed time-dependent deterministic input |
05.07.2018 |
Ewa Damek (Universität Wroclaw) |
28.06.2018 |
Marcel Wiedemann (Hochschule Esslingen) |
14.06.2018 | Monique Jeanblanc (Université d'Evry Val d'Essonne) A short introduction to enlargement of filtrations |
13.06.2018 | Prof. Archil Gulisashvili (Ohio University, Athens, USA) Volterra type fractional stochastic volatility models. Small-noise and small-time asymptotic formulas for the implied volatility (Ein Vortrag im Dresdner Mathematischen Seminar) |
31.05.2018 |
Dominic Edelmann (Deutsches Krebsforschungszentrum, Heidelberg) |
30.05.2018 | Prof. Dr. Nina Gantert (Technische Universität München) Einstein relation and the speed of biased random walk in random environment (Ein Vortrag im Dresdner Mathematischen Seminar) |
21.05.2018 - 25.05.2018 |
ERASMUS WEEK 2018: Probability Talks for Students TU Dresden, May 22-25, 2018 Organisers: R. Schilling, Zoran Vondraček (Uni Zagreb), Archive |
03.05.2018 | Tomasz Grzywny (Wroclaw University of Science and Technology) Fractional Schrödinger operators |
26.04.2018 | Ostap Okhrin (TU Dresden, Fak. Verkehrswissenschaften) Estimation of Hierarchical Archimedean Copulas |
Sommersemester 2017 - Summer term 2017 | |
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16.03.2017 | Alexei Kulik (Kiev) Parametrix method for semi-parametric locally stable Levy-type models Mariusz Olszewski (Wroclaw) Good labelling, projections and reflected Brownian motion on planar simple nested fractals |
27.04.2017 | Andrey Pilipenko (Uni Kiev) On a Selection Problem for Small Noise Perturbation of Unstable Dynamical Systems |
04.05.2017 | Christel Geiss (Jyväskylä) On the first exit time of Brownian bridges and the convergence rate of the binomial tree scheme |
11.05.2017 | Thomas Schmidt (Uni Hamburg) The (thin) obstacle problem for the total variation |
18.05.2017 | Prof. Dr. Claudia Klüppelberg (TU München) Max-linear models on directed acyclic graphs (Ein Vortrag im Dresdner Mathematischen Seminar.) |
24.05.2017 | Prof. Chenggui Yuan (Swansea University) Approximation of SDEs and SPDES with Holder Continuous Drifts |
26.05.2017 | Prof. Chenggui Yuan (Swansea University) Approximation of Invariant Measures for Regime-Switching Diffusions |
01.06.2017 | Prof. Raghu Nandan Sengupta (IIT Kanpur, India) Reliability and Robust Portfolio Optimization: An Introduction Dr. Nikola Sandric (University of Zagreb) A note on the Birkhoff ergodic theorem |
07.06.2017 | Prof. Reinhard Siegmund-Schultze (Uni Agder Kristiansand, Norwegen) Richard von Mises (1883-1953), ein österreichischer Ingenieur, Pionier moderner angewandter Mathematik und Wahrscheinlich-keitsrechnung, sowie jüdischer Emigrant in die Türkei und nach Amerika. (Ein Vortrag im Dresdner Mathematischen Seminar) |
19.07.2017 | Misha Lifshits (St. Petersburg) Energy Saving Approximation of Random Processes Alex Kulik (Kiew) Diffusion approximation for fully coupled systems: the time delay |
20.07.2017 | Pawel Sztonyk (TU Wroclaw) Perturbations of tempered semigroups |
01.09.2017 - 02.09.2017 |
Workshop on Jump Processes and Stochastic Analysis 2017 TU Dresden, September 01-02, 2017 Organisers: R. Schilling, T. Uemura (Kansai University), Archive |
15.09.2017 | Dr. Julien Fageot (Lausanne) The regularity and compressibility of Lévy Processes |
Sommersemester 2016 - Summer term 2016 | |
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14.04.2016 | Dr. Raghu Nandan Sengupta (Indian Inst. of Techn. Kanpur, India) Sequential sampling estimation using different loss functions |
28.04.2016 | Kolloquium anlässlich des 60. Geburtstages von Professor Zoltán Sasvári Christian Berg (Universität Kopenhagen, Dänemark) Aspects of positive definiteness – Zoltán Sasvári's favorite subject Tilmann Gneiting (Karlsruher Institut für Technologie - KIT / Heidelberger Institut für Theoretische Studien - HITS ) Positive definite functions on spheres |
09.05.2016 – 10.05.2016 | Workshop on Stochastic Analysis and Related Topics 2016 TU Dresden, May 09-10, 2016 Organisers: R. Schilling, M. Keller-Ressel, Archive |
12.05.2016 | Eckhard Platen (University of Technology Sydney) Benchmark Approach to Finance |
26.05.2016 | Giovanni Comi (University Pisa, Italy) Divergence-measure fields: generalizations of Gauss-Green formula |
09.06.2016 | Antonis Papapantoleon (TU Berlin) Model uncertainty, improved Fréchet-Hoefding bounds and applications in option pricing and risk management |
30.06.2016 | Carlo Sgarra (Politecnico di Milano) Optimal Investment in Markets with Over and Under-Reaction to Information |