Archiv der AG Analysis & Stochastik

Past programme: Analysis & Stochastics Seminars

Hinweis:  Die aktuelle Vortragsübersicht finden Sie hier.

 2023  2022  2021  2020  2019  2018  2017  2016  •   zum Archiv 2008 - 2015

 

Winter 2023/24 - Winter term 2023/24
04.01.2024 Öffentliche Disputation der Dissertation
M.Sc. Cailing Li
Fractional Time Derivatives and Stochastic Processes
Einladung
Vorsitzender der Promotionskommission: Prof. Dr. Oliver Sander
23.11.2023
 		 Workshop START 2023: STochastic Analysis and Related Topics
Program
Organizers: Anita Behme, Martin Keller-Ressel, René Schilling
16.11.2023 AG Analysis & Stochastik
Studentischer Vortrag (Verteidigung der Masterarbeit)
Yousef Juwailes  (Masterstudiengang CMS)

Stochastic Simulation of Airplane Debris in a Bayesian Context
Kontakt: Prof. Dr. A. Behme
09.11.2023 AG Analysis & Stochastik
Prof. Imma Curato (TU Chemnitz)
Mixed moving average field guided learning
Ansprechpartnerin: Prof. Dr. A. Behme
19.10.2023 AG Analysis & Stochastik
Dr. Callum Murphy-Barltrop (Institut für Math. Stochastik)
Limit set theory for multivariate extremes: an introduction
Kontakt: Prof. Dr. A. Behme / Prof. Dr. R. Schilling
 

Sommer 2023 - Summer term 2023
15.06.2023 gemeinsam mit Algebra, Geometry and Combinatorics Seminar
Prof. Dr. Sebastian Mentemeier, Universität Hildesheim
Random Walks on Matrix (Semi-)-Groups
01.06.2023 Prof. Renming Song (University of Illinois Urbana-Champaign)
Potential theory of Dirichlet forms with jump kernels blowing up at the boundary
11.05.2023 Prof. Zoran Vondraček (Uni Zagreb)
Positive self-similar Markov processes obtained by resurrection
27.04.2023 Probability afternoon
Osian Shelley (Warwick): Transaction Tax in a General Equilibrium Model
Zhezhe Jiao (TUD): Applied Stochastic Analysis and Deep Learning
Callum Murphy-Barltrop (Lancaster): Estimation of extreme risks in a multivariate setting
26.04.2023 Lukas Anzeletti (Paris-Saclay)
Existence and uniqueness to stochastic differential equations with irregular drift and (fractional) Brownian noise
20.04.2023 Dr. Eva Fašangová (TU Dresden, Institut für Analysis)
The fractional Laplacian - a functional analytic point of view
13.04.2023 Dr. Zhezhe Jiao, TU Dresden
Statistical properties of acoustic wave motion driven by
stochastic forcing
  Winter 2022/2023 - Winter term 2022/2023
09.03.2023 Dr. Shenglan Yuan (Universität Augsburg)
Effective dynamics of interfaces for nonlinear SPDEs driven by multiplicative white noise
23.02.2023 Prof. Wissem Jedidi (Universität Tunis)
Extended Laplace exponents and infinite divisibility
26.01.2023 Wilfried Nzali (BTU Cottbus & AIMS Cameroon)
Optimal control problems in energy finance
10.11. -
11.11.2022		 Workshop START 2022: STochastic Analysis and Related Topics
Organizers: Anita Behme, Martin Keller-Ressel, René Schilling
03.11.2022 Dr. Tijana Levajković (TU Wien)
Spectral methods for stochastic partial differential equations and the related optimal control problem
  Sommer 2022 - Summer term 2022
13.09.2022

Prof. Dr. Andrew Wade (Durham University)
Convex hulls of random walks
10.08.2022 Vitaliy Golomoziy (Taras Shevchenko National University of Kyiv)
The drift condition and stability of geometrically ergodic time-inhomogeneous Markov chains
25.07.2022 Nikola Sandrič (Universität Zagreb)
Periodic homogenization of a class of weakly coupled systems of linear PDEs
02.06.2022 Mateusz Śliwiński (Wroclaw University of Science and Technology)
Discrete Feynman-Kac semigroups for Markov chains on infinite countable spaces
19.05.2022 Prof. Yuliia Mishura (Taras Shevchenko National University of Kyiv)
Standard and fractional reflected Ornstein-Uhlenbeck processes in relation to Cox-Ingersoll-Ross ones
12.05.2022 Prof. Paweł Sztonyk (Wroclaw University of Science and Technology)
Heat kernels of non-local Schrödinger operators with Kato potentials
Prof. Dr. Kamil Kaleta (Wroclaw University of Science and Technology)
Bound states and heat kernel for relativistic-type Coulomb model
05.05.2022 Julia Lenczewska (Wroclaw University of Science and Technology)
Asymptotic expansion of the nonlocal heat content

28.04.2022

 Jean Carlo Guella (Institute of Mathematics, Statistics and Scientific Computing, Campinas, Brazil)
Recent theoretical results about Hilbert space embeddings of probabilities
  Winter 2021/2022 - Winter term 2021/2022
03.02.2022
online		 Stefan Tappe (Universität Freiburg)
Infinite dimensional affine processes
27.01.2022
online		 Ester Mariucci (Université Versailles Saint Quentin)
Nonparametric estimation of the Lévy density from high frequency observations (Abstract)
16.12.2021
online		 Yana Kinderknecht (TU Braunschweig)
Stochastic solutions and Feynman-Kac formulae for generalized time-fractional evolution equations (Abstract)
09.12.2021
online		 Anja Janßen (Universität Magdeburg)
Structural properties of spectral tail processes and applications for extremal inference (Abstract)
18.11.2021
online		 Farid Mohamed (Universität Ulm)
Almost periodically stationary processes (Abstract)
07.10.2021
online		 Alexander Lindner (Universität Ulm)
Quasi-infinitely divisible distributions
  Sommer 2021 - Summer term 2021
02.09.2021
online		 Petra Lazić (University of Zagreb)
On subgeometric ergodicity of regime-switching diffusion processes
19.08.2021
online		 Rosie Brockway (University of Sheffield)
Feller semigroups and pseudodifferential operators on noncompact symmetric spaces
29.07.2021
online		 Nikola Sandrič (Universität Zagreb)
Subexponential upper and lower bounds in Wasserstein distance for Markov processes
22.07.2021
online		 Lorenzo Toniazzi (University of Otago, Dunedin, New Zealand)
No-flux boundary conditions for one-sided Lévy processes
15.07.2021
online		 Gaultier Lambert (Universität Zürich)
08.07.2021
online		 Peter Kevei (University of Szeged)
Branching processes in random environment
01.07.2021
online		 Hyperbolic Geometry for Network Embeddings and Supervised Learning
This is a mini-series of two talks related to applications of hyperbolic geometry to embeddings of large graphs and to supervised learning with prototypes. Organizer: Martin Keller-Ressel
• Stephanie Nargang, TU Dresden: Hydra: A Method for Strain-Minimizing Hyperbolic Embedding of Network- and Distance-Based Data
• Pascal Mettes, University of Amsterdam: Hyperbolic Busemann Learning with Ideal Prototypes.
24.06.2021
online		 Bruno Toaldo (University of Turin)
Semi-Markov evolution and non-local equations
  Winter 2020/2021 - Winter term 2020/2021  (Corona)
06.10.2020 Vorstellung des Habilitationsvorhabens
Dr. Paolo Di Tella (Institut für Mathematische Stochastik)
On Martingale Representation Theorems
  Sommer 2020 - Summer term 2020  (Corona)
07.05.2020
online		 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
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)
Limit theorems for the capacity of the range of stable random walks
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)
The ruin probability of the two-dimensional risk process with proportional reinsurance
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
19.09.2019     

Dr. Irmina Czarna (Wrocław University of Science and Technology)
Multi-refracted and level-dependent Lévy risk processes
Adrian Dacko (TU Wroclaw)
The V-monotone independence in non-commutative probability
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
Yuliia Mishura (Uni Kiev)
Fractional irregularity and fractional time-changed processes
Yuri Kondratiev (Uni Bielefeld)
Life in random time
Ivana Valentić (Uni Zagreb)
Central limit theorem for periodic singular diffusions
02.05.2019

Probability Afternoon
Kostiantyn Ralchenko (Uni Kiev)
Drift parameter estimation in fractional and multlifractional models
Georgiy Shevchenko (Uni Kiev)
Boundary non-crossing probabilities of general Gaussian processes
Petra Lazić (Uni Zagreb)
Sub-geometric ergodicity of diffusion processes
25.04.2019

Einführung für Studierende: Introduction to (Poisson) Point Processes
Bojan Basrak (Uni Zagreb)
Convergence of Point Processes
11.04.2019

Jean-David Fermanian (ENSAE, Paris)
On Kendall's regression
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)
On a Brownian motion with a hard membrane
 

Wintersemester 2018/2019 -  Winter term 2018/2019
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)
Naturgefahren - Modellierung bei der Hannover Rück
(Zielgruppe: Studierende)
10.12.2018 -
14.12.2018

ERASMUS WEEK 2018:  Probability Talks for Students
TU Dresden, December 12-13, 2018,
Organisers: R. Schilling, Zoran Vondraček (Uni Zagreb), Archive  
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
Prof. Dr. Martin Schlather  (Universität Mannheim)
Some Generalizations of Gneiting's Univariate and Bivariate Models
(joint work with Olga Moreva)
Takashi Kumagai (Kyoto University)
Quenched invariance principle for random walks among random conductances with stable-like jumps
Toshihiro Uemura (Kansai University, Osaka)
On convergence of symmetric Dirichlet forms
Kohei Suzuki (Uni Bonn)
Regularity and Stability of Invariant Measures Under Synthetic Lower Ricci Curvature Bounds
Yuki Inagaki (Kansai University, Osaka)
On a compactness of Ornstein-Uhlenbeck type semigroups with jumps
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
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)
Affine stochastic recursion with triangular matrices 
28.06.2018

Marcel Wiedemann (Hochschule Esslingen)             
Reservierung 4.0 - Aufbruch in eine neue Zeit! Schneller, besser und effizienter durch aktuarielle Einzelschadenreservierung
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)
Distance Covariance Methods for Survival Data    
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
Wintersemester 2017/2018 -  Winter term 2017/2018
07.12.2017      Nikola Sandric (University of Zagreb)
Stability of the overdamped Langevin equation in Landau potential
Stjepan Šebek (University of Zagreb)
Subordinate Random Walks and Harnack Inequality
14.12.2017 Zbigniew Palmowski (U Wroclaw)
On Future Drawdowns of Levy processes
Helmut Pitters (TU Dresden)
The hydrodynamic limit of coalescent processes that come down from infinity
11.01.2018 Nico Uhlig (TU Dresden)
Ein Analogon zu Rudins Theorem über radiale positiv definite Funktionen
18.01.2018 Wojciech Cygan (TU Dresden)
Heat content for convolution semigroups in \mathbb{R}^d
01.02.2018 Dr. Conrad Mädler (U Leipzig)
On some aspects of the matricial moment problem on a compact interval
08.02.2018 Prof. Georgiy Shevchenko (Taras Shevchenko National U Kyiv)
Wave equation with coloured stable noise 
22.03.2018
 		 Dr. Rim Essifi (Eindhoven University of Technology)
Gaussian estimates of heterogeneous random walks on the orthant
Sommersemester 2017 -  Summer term 2017
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
Wintersemester 2016/2017   -   Winter term 2016/2017
20.10.2016      Kamil Kaleta (TU Wroclaw, z.Zt. TU Dresden)
Spatial asymptotics at infinity for densities of Levy processes
24.11.2016 Nico Uhlig (Universität Leipzig)
Rund um das Benfordsche Gesetz
30.11.2016 Prof. Dr. Krzysztof Bogdan (Wroclaw Univ. of Science and Technology)
Nonlocal boundary value problems
(Ein Vortrag im Dresdner Mathematischen Seminar.)
08.12.2016 Katarzyna Pietruska-Paluba (University of Warsaw)
Long-time asymptotics in the continuous Parabolic Anderson Model driven by Levy processes
11.01.2017 Prof. Marta Sanz-Solé (Universitat de Barcelona)
A walk through Malliavin Calculus: from the initial motivations to recent developments.
(Ein Vortrag im Dresdner Mathematischen Seminar.)
19.01.2017 Bruno Toaldo (Sapienza University, Universita di Roma)
On semi-Markov processes and their Kolmogorov's equations
02.02.2017 Dr. Mario Bukal (Zagreb)
A framework for simultaneous homogenization and dimension reduction in elasticity 
Benjamin Jeschke (Universität Leipzig)
Finite matrizielle Potenzmomentenprobleme vom Stieltjes-Typ
09.02.2017 Gregoire Vechambre (Orleans)
Exponential functionals of conditioned Lévy processes and
local time of a diffusion in a Lévy environment
Marek Skarupski (TU Wroclaw)
Optimal stopping of the random sequence with application proposition to the seismity
  Sommersemester 2016 -  Summer term 2016
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

... Archiv 2008 - 2015

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Christiane Weber
Letzte Änderung: 19.04.2024