Archiv der Gastvorträge am Institut
Hinweis: Die aktuelle Vortragsübersicht finden Sie hier.
Archiv 2007 - 2024
17.07.2024 Prof. Andreas Kyprianou
Vortrag im Dresdner Mathematisches Seminar
10.04.2024 Johannes Hellmund
Studentischer Vortrag (Kolloquium zur Masterarbeit)
05.03.2024 Dr. Paolo Di Tella
Habilitationsverfahren, Einladung
04.01.2024 M.Sc. Cailing Li
Öffentliche Disputation der Dissertation: Fractional Time Derivatives and Stochastic Processes
23.11. - 24.11.2023
Workshop START 2023: STochastic Analysis and Related Topics
Organizers: Anita Behme, Martin Keller-Ressel, René Schilling
09.11.2023 Prof. Imma Curato (TU Chemnitz)
Mixed moving average field guided learning
29.09.2023 M.Sc. Stephanie Nargang
Öffentliche Disputation der Dissertation: Theory and Applications of Hyperbolic Network Embeddings
18.07.2023 M.Sc. David Oechsler
Öffentliche Disputation der Dissertation: Scale functions of Lévy processes and invariant measures of Lévy-type processes
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 AG Analysis & Stochastik - 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
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. - 11.11.2022
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
05.10.2022 M.Sc. Philipp Strietzel
Öffentliche Disputation der Dissertation: Lévy Risk Models in One and Two Dimensions
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
24.06.2022 Emeritierungskolloquium von Prof. Dr. Zoltán Sasvári
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
19.05.2022 M.Sc. Apostolos Sideris
Öffentliche Disputation der Dissertation: Exponential functionals of Markov additive processes and a Markov modulated extension of the generalized Ornstein-Uhlenbeck process
12.05.2022 Prof. Paweł Sztonyk (Wroclaw University of Science and Technology)
Heat kernels of non-local Schrödinger operators with Kato potentials
12.05.2022 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
04.05.2022 Prof. Dr. Markus Riedle (King’s College London (UK), Dept. of Mathematics &
TU Dresden, Institut für Math. Stochastik (TransCampus-Professor))
Cylindrical Lévy processes
(im Dresdner Mathematischen Seminar)
28.04.2022 Jean Carlo Guella (Institute of Mathematics, Statistics and Scientific Computing, Campinas, Brazil)
online: Recent theoretical results about Hilbert space embeddings of probabilities
03.02.2022 Stefan Tappe (Universität Freiburg)
(online) Infinite dimensional affine processes
27.01.2022 Ester Mariucci (Université Versailles Saint Quentin)
(online) Nonparametric estimation of the Lévy density from high frequency observations
26.01.2022 Prof. Dr. Eugene Shargorodsky (King’s College London & TU Dresden, Institut für Math. Stochastik, TransCampus-Professor)
(online) Variations on Liouville’s theorem
(im Dresdner Mathematischen Seminar)
16.12.2021 Yana Kinderknecht (TU Braunschweig)
(online) Stochastic solutions and Feynman-Kac formulae for generalized time-fractional evolution equations
09.12.2021 Anja Janßen (Universität Magdeburg)
(online) Structural properties of spectral tail processes and applications for extremal inference
TransCampus School on Optimal Transport
15.12.2021 Beatrice Acciaio (ETH Zurich)
(online) Adapted transport distances and applications in mathematical finance
01.12.2021 Bodhisattva Sen (Columbia)
(online) Statistical Theory of Optimal Transport
24.11.2021 Marcel Nutz (Columbia)
(online) Primer on Optimal Transport
Organizers: Anita Behme, Markus Riedle, René Schilling and Eugene Shargorodsky
18.11.2021 Farid Mohamed (Universität Ulm)
Almost periodically stationary processes
07.10.2021 Alexander Lindner (Universität Ulm)
Quasi-infinitely divisible distributions
02.09.2021 Petra Lazić (University of Zagreb)
(online) On subgeometric ergodicity of regime-switching diffusion processes
19.08.2021 Rosie Brockway (University of Sheffield)
(online) Feller semigroups and pseudodifferential operators on noncompact symmetric spaces
29.07.2021 Nikola Sandrič (Universität Zagreb)
(online) Subexponential upper and lower bounds in Wasserstein distance for Markov processes
22.07.2021 Lorenzo Toniazzi (University of Otago, Dunedin, New Zealand)
(online) No-flux boundary conditions for one-sided Lévy processes
15.07.2021 Gaultier Lambert (Universität Zürich)
(online) Fluctuations of beta-ensembles in the high temperature regime
08.07.2021 Peter Kevei (University of Szeged)
(online) Branching processes in random environment
01.07.2021 Mini-series "Hyperbolic Geometry for Network Embeddings and Supervised Learning": 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
Organizer: Martin Keller-Ressel, TU Dresden (Abstracts)
24.06.2021 Bruno Toaldo (University of Turin)
(online) Semi-Markov evolution and non-local equations
07.05.2020 Prof. Dr. Barbara Rüdiger (Bergische Universität Wuppertal)
(online) On a class of SPDEs with multiple invariant measures
07.05.2020 Dr. Martin Friesen (Bergische Universität Wuppertal)
(online) Ergodicity and regularity for affine processes
Die geplanten Dresdner Stochastik-Tage mussten leider wegen der Corona-Pandemie abgesagt werden:
24.03. – 27.03.2020 Dresdner Stochastik-Tage 2020, TU Dresden
Organisation: Anita Behme, Martin Keller-Ressel, Andrea Hoffkamp, Ostap Okhrin, Zoltán Sasvári, René Schilling (Archive)
20.02.2020 Pawel Sztonyk (TU Wroclaw)
Estimates of the mean first exit time from the ball for Lévy-type jump processes
20.02.2020 Stjepan Šebek (University of Zagreb)
Limit theorems for a stable sausage
20.02.2020 Kamil Kaleta (TU Wroclaw)
Lifshitz tails for Euclidean non-local Anderson model
20.02.2020 Prof. Dr. Alexander M. Iksanov
(Taras Shevchenko National University of Kyiv, Ukraine)
Functional limit theorems for Galton–Watson processes with very active immigration
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
19.12.2019 Masayoshi Takeda (Kansai U, Osaka, Japan)
Criticality of Schroedinger forms and Liouville-type property
19.12.2019 Mario Varga (TU Dresden)
Stochastic unfolding and homogenization of evolutionary systems
19.12.2019 Toshihiro Uemura (Kansai U, Osaka, Japan)
Dirichlet forms and homogenization
19.12.2019 Adam Jakubowski (U Torun, Torun, Poland)
Recent advances on the S topology
16.12.2019 Prof. Dr. Thomas Simon
Ein Überblick über Austauschprogramme im Wissenschaftsbereich mit Frankreich
12.12.2019 Stjepan Šebek (TU Graz / Universität Zagreb)
Limit theorems for the capacity of the range of stable random walks
12.12.2019 Nikola Sandrič (Universität Zagreb)
Periodic homogenization of a Lévy-type processes with small jumps
03.12.2019 Vortrag aus der Praxis: Dr. Christina Kienlein (Allianz)
Experience in Practice - My working life as an actuary
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. Yuuki Ida (Ritsumeikan University, Kyoto)
PCOCs with fractional Brownian motion
04.10.2019 Prof. Yuri Imamura (Kanazawa University)
A Weak Reflection Principle for a Markov Chain Model
19.09.2019 Dr. Irmina Czarna (Wrocław University of Science and Technology)
Multi-refracted and level-dependent Lévy risk processes
19.09.2019 Adrian Dacko (TU Wroclaw)
The V-monotone independence in non-commutative probability
19.06.2019 Prof. Mikhail A. Lifshits (St. Petersburg State University)
Coding of Poisson random sets: large deviations
(im Dresdner Mathematischen Seminar)
06.06.2019 Dr. Jianing Zhang (Munich Re)
Challenges in credit insurance from a practitioner's viewpoint ( Vortrag aus der Praxis für Studierende)
29.05.2019 Prof. Anatolii Kochubei (National Academy of Science of Ukraine, Ukraine)
Linear And Nonlinear Parabolic Equations With P-Adic Spatial Variables
(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 Yuliia Mishura (Uni Kiev)
Fractional irregularity and fractional time-changed processes
09.05.2019 Yuri Kondratiev (Uni Bielefeld)
Life in random time
09.05.2019 Ivana Valentić (Uni Zagreb)
Central limit theorem for periodic singular diffusions
02.05.2019 Kostiantyn Ralchenko (Uni Kiev)
Drift parameter estimation in fractional and multlifractional
02.05.2019 Georgiy Shevchenko (Uni Kiev)
Boundary non-crossing probabilities of general Gaussian processes
02.05.2019 Petra Lazić (Uni Zagreb)
Sub-geometric ergodicity of diffusion processes
25.04.2019 Bojan Basrak (Uni Zagreb)
Convergence of Point Processes
(mit einer Einführung für Studierende: Introduction to (Poisson) Point Processes)
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
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
10.12.-14.12.2018 ERASMUS-Week - Probability Talks for Students
TU Dresden, 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 Funktionen auf Bäumen
(im Dresdner Mathematischen Seminar)
14.11.2018 Prof. Dr. Markus Reiß (Humboldt-Universität zu Berlin)
Nonparametric estimation for SPDEs via localisation
(im Dresdner Mathematischen Seminar)
08.11.2018 Prof. Dr. Christoph Breunig (HU Berlin)
Nonparametric Regression with Selectively Missing Covariates
08.11.2018 Dr. Nikola Sandrič, University of Zagreb, Croatia
Ergodicity of piecewise Ornstein-Uhlenbeck processes with jumps
01.11.2018 Probability afternoon
Ansprechpartner: Prof. Dr. R. Schilling
11.10.-12.10.2018
SPART 2018 - Workshop on Stochastic Processes and Random Trees
Organisatoren: Anita Behme und Helmut Pitters
19.07.2018 Tobias Kley (Humboldt-Universität Berlin)
Sequential detection of structural changes in irregularly observed data
18.07.2018 Antrittsvorlesung von Prof. Dr. Anita Behme
Angewandte Stochastik in Theorie und Praxis (im Dresdner Mathematischen Seminar)
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 (Abstract)
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 (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
(im Dresdner Mathematischen Seminar)
22.05.2018 - 25.05.2018 Erasmus Week 2018 - Probability Talks for Students
TU Dresden, 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
22.03.2018 Dr. Rim Essifi (Eindhoven University of Technology)
Gaussian estimates of heterogeneous random walks on the orthant
08.02.2018 Prof. Georgiy Shevchenko (Taras Shevchenko National University of Kyiv)
Wave equation with coloured stable noise
01.02.2018 Dr. Conrad Mädler (Universität Leipzig)
On some aspects of the matricial moment problem on a compact interval
07.12.2018 Nikola Sandric (U Zagreb, Croatia)
Stability of the overdamped Langevin equation in Landau potential
14.12.2017 Zbigniew Palmowski (U Wroclaw)
On Future Drawdowns of Levy processes
07.12.2017 Stjepan Sebek (University of Zagreb)
Subordinate Random Walks and Harnack Inequality
01.12.2017 Workshop Deutsche Bank - Ehemalige Absolventen tragen über ihre Tätigkeit bei der Deutschen Bank vor. Flyer / Programm
18.10.2017 Prof. Michael Unser (École Polytechnique Fédérale de Lausanne, Schweiz)
Sparse stochastic processes with applications to signal processing (im Dresdner Mathematischen Seminar)
15.09.2017 Dr. Julien Fageot (Lausanne)
The regularity and compressibility of Lévy Processes
01.09.-02.09. 2017
Workshop on Jump Processes and Stochastic Analysis 2017
TU Dresden, Organisers: R. Schilling, T. Uemura (Kansai University)
Archive
28.08.-01.09.2017
10th European Summer School in Financial Mathematics
Rough Volatility and Transaction Costs
Organizers: M. Keller-Ressel (TUD), B. Bouchard, St. De Marco, M. Rosenbaum, N. Touzi
20.07.2017 Pawel Sztonyk (TU Wroclaw)
Perturbations of tempered semigroups
19.07.2017 Alex Kulik (Kiew)
Diffusion approximation for fully coupled systems: the time delay
19.07.2017 Misha Lifshits (St. Petersburg)
Energy Saving Approximation of Random Processes
07.06.2017 Prof. Reinhard Siegmund-Schultze (Uni Agder Kristiansand, Norwegen)
Richard von Mises (1883-1953), ein österreichischer Ingenieur, Pionier moderner angewandter Mathematik und Wahrscheinlichkeitsrechnung, sowie jüdischer Emigrant in die Türkei und nach Amerika (im Dresdner Mathematischen Seminar)
01.06.2017 Dr. Nikola Sandric (University of Zagreb)
A note on the Birkhoff ergodic theorem
01.06.2017 Prof. Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, India)
Reliability and Robust Portfolio Optimization: An Introduction
26.05.2017 Prof. Chenggui Yuan (Swansea University)
Approximation of Invariant Measures for Regime-Switching Diffusions
24.05.2017 Prof. Chenggui Yuan (Swansea University)
Approximation of SDEs and SPDES with Holder Continuous Drifts
18.05.2017 Prof. Dr. Claudia Klüppelberg (TU München)
Max-linear models on directed acyclic graphs
(im Dresdner Mathematischen Seminar)
04.05.2017 Christel Geiss (U Jyväskylä)
On the first exit time of Brownian bridges and the convergence rate of the binomial tree scheme
27.04.2017 Andrey Pilipenko (Uni Kiev)
On a Selection Problem for Small Noise Perturbation of Unstable Dynamical Systems
20.04.-22.04.2017
Dresden-Wien Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik
Organisation: Prof. Dr. Martin Keller-Ressel und Prof. Dr. Dietmar Ferger, Prof. Dr. Uwe Schmock und Prof. Dr. Mathias Beiglböck, Programm
16.03.2017 Mariusz Olszewski (Wroclaw)
Good labelling, projections and reflected Brownian motion on planar simple nested fractals
16.03.2017 Alexei Kulik (Kiev)
Parametrix method for semi-parametric locally stable Levy-type models
09.02.2017 Marek Skarupski (TU Wroclaw )
Optimal stopping of the random sequence with application proposition to the seismity
09.02.2017 Grégoire Véchambre (Orleans)
Exponential functionals of conditioned Lévy processes and local time of a diffusion in a Lévy environment
02.02.2017 Benjamin Jeschke (Universität Leipzig)
Finite matrizielle Potenzmomentenprobleme vom Stieltjes-Typ
19.01.2017 Dr. Bruno Toaldo (Sapienza University, Universita di Roma)
On semi-Markov processes and their Kolmogorov's equations
11.01.2017 Prof. Marta Sanz-Solé (Facultat de Matemàtiques, Universitat de Barcelona)
A walk through Malliavin Calculus: from the initial motivations to recent developments
(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
30.11.2016 Prof. Dr. Krzysztof Bogdan (Wroclaw University of Science and Technology)
Nonlocal boundary value problems (Vortrag im DMS)
24.11.2016 Nico Uhlig (Universität Leipzig)
Rund um das Benfordsche Gesetz
20.10.2016 Dr. Kamil Kaleta (TU Wroclaw, z.Zt. TU Dresden)
Spatial asymptotics at infinity for densities of Levy processes
30.06.2016 Prof. Carlo Sgarra (Politecnico di Milano)
Optimal Investment in Markets with Over and Under-Reaction to Information
10.06.2016 Prof. Dr. Karl-Theodor Eisele (Université de Strasbourg)
Von Finanzflüssen zu -werten: kritische Bemerkungen zur Versicherungs- und Finanzmathematik
09.06.2016 Prof. Dr. Antonis Papapantoleon (TU Berlin)
Model uncertainty, improved Fréchet—Hoefding bounds and applications in option pricing and risk management
09.06.2016 - 10.05.2016 Prof. Dr. Karl-Theodor Eisele (Université de Strasbourg)
Minikurs: Marktkonsistente Bewertungen für Versicherungen (Immersion und partielle Immersion).
12.05.2016 Prof. Dr. Eckhard Platen (University of Technology Sydney)
Benchmark Approach to Finance
09.05.2016 - 10.05.2016
Workshop on Stochastic Analysis and Related Topics 2016
TU Dresden, Organisers: R. Schilling, M. Keller-Ressel (TUD)
Archive
28.04.2016 Kolloquium anlässlich des 60. Geburtstages von Professor Zoltán Sasvári
Prof. Dr. Christian Berg (Universität Kopenhagen, Dänemark)
Aspects of positive definiteness – Zoltán Sasvári's favorite subject
Prof. Dr. Tilmann Gneiting (Karlsruher Institut für Technologie (KIT) / Heidelberger Institut für Theoretische Studien (HITS))
Strictly and non-strictly positive definite functions on spheres
14.04.2016 Dr. Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, India)
Sequential sampling estimation using different loss functions
04.02.2016 Dr. Philipp Harms (ETH Zürich)
Affine representations of fractional processes and applications in mathematical finance
28.01.2016 M. Sc. Kai Kümmel (FSU Jena, Institut für Mathematik)
On the Dynamic of Lévy driven SDEs
21.01.2016 Dr. Eberhard Mayerhofer (TU Chemnitz)
Constrained Integral Equations for Trading Options
19.11.2015 Benjamin Gess (MPI Leipzig)
Stochastic scalar conservation laws
12.11.2015 Prof. Dr. Alexander Schnurr (Universität Siegen)
Time Change Equations for Levy Type Processes
05.11.-06.11.2015
START 2015 – Workshop on STochastic Analysis and Related Topics
TU Dresden, Organisers: R. Schilling, G. Trutnau (Seoul National University), K. Yamazaki (Kansai University),
Archive
14.10.2015 Prof. Dr. Luitgard Veraart (London School of Economics and Political Science, Department of Mathematics)
A Bayesian methodology for systemic risk assessment in financial networks
31.07.2015 Prof. Alexey Kulik (University of Kiev, Ukraine)
Ergodicity and limit theorems for Markov processes (Part I - IV)
Part II-IV: 04.08., 06.08., 07.08.2015
10.07.2015 Deutsche Bank@Campus
(Eine Veranstaltung der OTT-Professur für Stochastische Analysis und Finanzmathematik und der Deutschen Bank)
Sollte man gerade jetzt eine Bankkarriere starten?
02.07.2015 Prof. Dr. Sven Knoth (Helmut-Schmidt-Universität Hamburg)
A brief introduction to Statistical Process Control (SPC)
18.06.2015 Prof. A. Di Bucchianico (Eindhoven University of Technology)
Statistical Challenges and Opportunities in Timing Analysis of Large Integrated Circuits
26.05. – 29.05. 2015
ERASMUS 2015 – Sommerschule für Doktoranden
im Rahmen des ERASMUS-Austauschprogramms mit der Universität Swansea
Organised by: René Schilling (TUD), Niels Jacob (Swansea U)
Archive
21.05.2015 Dipl.-Ing. Julian Wergieluk (Technische Universität Chemnitz)
Structural models of spot electricity markets
30.04.2015 Dr. Ante Mimica (University of Zagreb)
Intrinsic scaling properties for nonlocal operators
27.04. und 30.04.2015 Dr. Ante Mimica (University of Zagreb)
Laplacetransform I+II (Vorlesung für Masterstudenten/Doktoranden)
16.04.2015 Dr. Tomasz Grzywny (Wroclaw U of Technology)
Hitting times of points and intervals for symmetric Levy processes
22.01.2015 Dr. Stefan Gerhold (TU Wien)
The Small Maturity Implied Volatility Slope for Levy Models
15.01.2015 Prof. Dr. Thorsten Schmidt (Technische Universität Chemnitz)
Kreditrisiken: Modelle, Risiken & Neue Entwicklungen
04.12.2014 Dr. Conrad Mädler (Universität Leipzig)
Fortsetzbarkeit von matriziellen Potenzmomentenfolgen - Drei Erweiterungsprobleme für Blockhankelmatrizen.
13.11.2014 Jiyong Shin (Seoul National University)
On the stochastic regularity of distorted Brownian motions
06.11.2014 Dr. Antoine Jacquier (Imperial College London)
The fractional Heston model: pricing and asymptotics
06.11.2014 Taras Shalaiko (National Taras Shevchenko University of Kyiv)
Approximation of some classes of random variables by functionals of increments of fractional Brownian motions
30.10.2014 Kyung-Youn Kim (Department of Mathematics, Seoul National University)
Global heat kernel estimates for symmetric Markov processes dominated by stable-like processes in exterior $C^{1,\eta}$ open sets
26. and 27. Oktober 2014
Workshop on Dirichlet Forms and Stochastic Analysis 2014
Organised by: René Schilling (TUD), Toshihiro Uemura (Kansai University), Panki Kim (Seoul National University)
Archive
16.10.2014 Dr. Yang-Hong Song (TU Dresden, Institut für Mathematische Stochastik / U Wuhan, China)
On Exponential Transience for Markov Processes
16., 17., 23., 24. and 30.10.2014 Prof. Dr. Christian Berg (University of Copenhagen)
Indeterminate moment problems and the theory of entire functions (Part I - V)
22.09.-23.10.2014
START 2014 - Workshop on Stochastic Analysis and Related Topics
Organised by: Anita Behme und René Schilling
Archive
21.07.2014 Prof. Dr. Uwe Schmock (TU Wien, Finanz- und Versicherungsmathematik)
Estimation of Stochastic Dependence via Kendall's Tau
03.07.2014 Dr. Almut Veraart (Imperial College London, Department of Mathematics)
Integer-valued trawl processes: A class of stationary infinitely divisible processes
19.06.2014 Prof. Lennart Bondesson (University of Umeå)
On a class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables
10.06.2014 Prof. Davar Khoshnevisan (The University of Utah, Salt Lake City, USA)
On the Range of a Random Walk
22.05.2014 Prof. Dr. Joseph Rosenblatt (University of Illinois)
Jump Inequalities and Variational Operators for Stochastic Processes
22.05.2014 Prof. Dr. Gerold Alsmeyer (Uni Münster, FB Mathematik und Informatik)
The stationary tail index of contractive iterated function systems
14.05.2014 Prof. Dr. Sylvie Roelly (Universität Potsdam, Institut für Mathematik, Professur für Wahrscheinlichkeitstheorie)
Systeme Brownscher Kugeln und ihre Gleichgewichtszustände
17.04.2014 Tetiana Kosenkova (Kyiv National Taras Shevchenko University, Ukraine)
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes.
16.04.2014 Prof. Dr. Anita Winter (Universität Duisburg-Essen, Fakultät für Mathematik)
Invariance principle for variable speed motions on trees
11., 15., 22, und 29.04.2014 Prof. Dr. Thomas Simon (Université Lille 1, Frankreich)
Classical Infinitely Divisible Laws on R^+ (1 - 4)
24.02.2014 Prof. Sonia Fourati (LMI -Laboratoire de Mathématiques de l'INSA de Rouen)
Some classes of Bernstein functions and related probability distributions
06.02.2014
JUMPS 2014 - Workshop on Jump Processes
Organised by: Anita Behme und René Schilling
Archive
30.01.2014 Prof. Dr. Wolf-Dieter Richter (Universität Rostock)
Geometric Disintegration and Star-Shaped Distributions
23.01.2014 Katharina Hees (Universität Siegen)
Joint sum/max convergence and Continuous Time Random Maxima
23.01., 24.01. und 31.01.2014 Dr. Mihály Kovács (University of Otago, Ne w Zealand)
Introduction to the Modern Theory of Functional Calculus for Closed Operators (1 - 3)
16.01.2014 Prof. A. M. Kulik (U Kiev, Ukraine)
The parametrix method for an a-stable process with a drift
16.01., 23.01. und 30.01.2014 Prof. Dr. Aleksei Chechkin (National Science Center, Kharkov Institute of Physics and Technology)
Introduction to the Theory of Anomalous Transport (1 - 3)
08.01.2014 Prof. Dr. Christine Müller (Technische Universität Dortmund, Fakultät Statistik)
Vorhersage von Wachstumsprozessen
19.12.2013 Dr. Leif Döring (ETH Zürich)
Self-Similar Markov Processes
28.11.2013 Paolo Di Tella (HU Berlin)
On the Predictable Representation Property of Compensated-Covariation Stable Families of Martingales
22.11.2013 Prof. Dr. Matthias Fahrenwaldt (EBZ Business School in Bochum)
Funktionale von Feynman-Kac-Typ in der Lebensversicherungsmathematik
15.11.2013 Prof. Dr. Thorsten Schmidt (Universität Chemnitz)
Abhängigkeiten in der Versicherungsmathematik: Modellierung mit Copulas und Stochastischen Prozessen
14.11.2013 Dr. Michael Hinz (Universität Bielefeld)
First order calculus on fractals and related stochastic analysis
22.10.2013 Prof. Alexander Bendikov (Universität Wroczlaw)
On the spectrum of Hierarchical Laplacian
19.09.2013 Prof. Guodong Pang (Penn State U, USA)
Generalized Kiefer Processes and Queues
19.09.2013 Prof. Hannelore Lisei (Cluj U, Rumänien)
Results for the stochastic Schrödinger Equation
12.07.2013 PD Dr. Egbert Dettweiler (Universität Tübingen)
Konstruktion von Sprungprozessen
21.06.2013 Dipl.-Math. Anja Schnaus (GenRe, Köln)
Anwendung von Methoden der Lebensversicherungsmathematik in der Schadenreservierung
20.06.2013 Prof. Dr. Ruyszard Magiera (Wroclaw University of Technology, Poland)
Prediction in trend-renewal processes for repairable systems
20.06.2013 Doz. Dr. Alicja Jokiel-Rokita (Wroclaw University of Technology, Poland)
Distributions of stopping times in some sequential estimation procedures
13.06.2013 Dr. Anita Behme (TU München)
Exponential Functionals of Lévy processes
07.06.2013 Dr. Jörg Schult (Gesamtverband der Deutschen Versicherungswirtschaft e. V., Berlin)
Bonus / Malus in der Kraftfahrtversicherung - mit und ohne Formeln
30.05.2013 Dr. Hans Fischer (Katholische Universität Eichstätt)
Direkte und inverse Wahrscheinlichkeiten bei Laplace
18.04.2013 Dipl.-Math. Steve Kalke (Universität Rostock)
Some covariance models for multivariate random fields
04.04.2013 Dipl.-Math. Viktor Mosenkis (NAG und RWTH Aachen)
NAG Numerical Libraries
31.01.2013 Prof. Dr. Martin Schlather (Universität Mannheim)
Geometrische Strukturen charakteristischer Funktionen
24.01.2013 Dr. Tomasz Grzywny (Wroclaw University of Technology, Poland)
Heat kernel estimates for isotropic unimodal Lévy processes.
20.12.2012 Dr. Michal Barski (Universität Leipzig)
Bond market models with Lévy processes
13.12.2012 Niklas Willrich (Humboldt Universität Berlin)
Solutions of martingale problems for Levy-type operators with discontinuous parameters
and existence of weak solutions for associated stochastic differential equations
13.12.2012 Prof. Dr. Peter Imkeller (Humboldt Universität Berlin)
A Fourier approach of pathwise integration
12.12.2012 Prof. Dr. Alexander Schied (Universität Mannheim, Lehrstuhl für Mathematik I, Wirtschaftsmathematik)
Some optimization problems arising in stochastic finance
07.12.2012 Michael Fackler(Aktuar DAV)
Risikotransfer - wie Katastrophen tragbar (gemacht) werden; Ökonomische, rechtliche, kulturelle und mathematische Aspekte
30.11.2012 Prof. Dr. Karl-Theodor Eisele (Université de Strasbourg)
Zeitkonsistente Risikomaße als Grundlage für Solvency II
29.+30.11.2012 Prof. Dr. Karl-Theodor Eisele (Université de Strasbourg)
Vortragsreihe Versicherungsmathematik: Die Darstellung zeit- und markt-konsistenter Risikomaße mit Anwendungen (1–3)
22.11.2012 Dipl. Ing. Privatdoz. Dr. Mathias Beiglböck (Universität Wien)
Optimal Transport and Model Independence
08.11.2012 Dr. Ivo F. Sbalzarini (Max Planck Institute of Molecular Cell Biology and Genetics, Dresden)
From stochastic optimization to more efficient simulation algorithms
01.11.2012 Andrey Efimov (Ural Federal University)
A version of the Turán problem for radial positive-definite functions
26.10.2012 Prof. Dr. Matthias Fahrenwaldt (EBZ Business School in Bochum)
Sensitivitäten der Thiele-Gleichung mittels linearer Operatoren
25.10.2012 Prof. Dr. Jordan Stoyanov (Newcastle University)
Moment Determinacy of Probability Distributions
12.10.2012 Dr. Heinz-Jürgen Klemmt (Gen Re)
Tailschätzung von Kraftfahrzeug-Haftpflicht-Schadenportefeuilles
26.07.2012 Oana Lupascu (Romanian Academy of Science)
Markov processes and the martingale problem associated with subordination in the sense of Bochner of L^p–semigroups
05.07.2012 Dr. Tomasz Grzywny (TU Wroclaw, TU Dresden)
One dimensional subordinate Brownian motion
22.06.2012 Dr. Markus Haase (TU Delft)
Bernstein Functions and Rates in Mean Ergodic Theorems
21.06.2012 Dr. Uta Freiberg (Universität Siegen)
Differential operators on fractal subsets of the real line
21.06.2012 Prof. Dr. Uta Berger (TU Dresden, Forest Biometrics)
The role of modeling in conservation biology (and other interesting fields)
14.06.2012 Dr. Olga Aryasova (National Academy of Sciences of Ukraine, Kiev)
A Wiener process in Euclidian space with intersecting membranes. A stochastic model for a coastline
07.06.2012 Prof. Dr. Wojbor Woyczynski (Case Western Reserve University, Cleveland, Ohio)
Nonlinear and Nonlocal Porous Medium Equation and Its Probabilistic Interpretation
07.06.2012 Prof. Dr. Rudolf Liedl (TU Dresden, Fachrichtung Hydrowissenschaften)
Mathematical models in groundwater management
06.06.2012 Prof. Dr. Angela Stevens (Universität Münster)
Mathematische Modellierung lokal interagierender zellulärer Systeme
24.05.2012 Prof. Dr. Rupert Lasser (Helmholtz Zentrum München)
Generalized Banach Limits and Growth Conditions of Orthogonal Polynomials
24.05.2012 Prof. Dr. Markus Reiß (HU Berlin)
A Donsker theorem for Levy measures
10.05.2012 Naotaka Kajino (Universität Bielefeld)
Weyl's Laplacian eigenvalue asymptotics for the measurable Riemannian structure on the Sierpinski gasket
12.04.2012 Dr. Victorya Knopova (Glushkov Institute, Kiev)
Small time estimates on Lévy processes
23.03.2012 Prof. Aleksei V. Chechkin (Universität Kharkov)
Surprises from Levy flights in anharmonic potential wells
23.03.2012 Prof. Igor Sokolov (HU Berlin)
Levy flights in a harmonic well still bring surprises
23.03.2012 Prof. Ilya Pavlyukevich (FSU Jena)
First exit times of the integrated Levy-driven OU-processes
23.03.2012 Dr. Marcin Magdziarz (TU Wroclaw, TU Dresden)
Ergodic properties of some classes of anomalous diffusion processes
18.01.2012 Prof. Dr. Alexander Lindner (TU Braunschweig)
Verteilungseigenschaften der Randverteilung stationärer verallgemeinerter Ornstein-Uhlenbeck Prozesse
16.01.2012 Jörg Hörster (Frankfurt/Main)
Quo vadis Finanzmathematik in der Praxis?
03.11.2011 Prof. Michael Marcus (The City College of New York, USA)
Gaussian processes, permanental processes and local times
28.10.2011 Prof. Dr. Michael Röckner (Universität Bielefeld)
Recent extinction results for stochastic porous media equations and applications to self-organized criticality
21.10.2011
Festkolloquium 20 Jahre (neue) Versicherungsmathematik an der TU Dresden
TU Dresden, Organiser: Klaus D. Schmidt
Archive
20.10.2011 Dr. Marcin Magdziarz (University of Technology Wroclaw, TU Dresden)
Stochastic representation of anomalous diffusion processes
14.07.2011 Jun.-Prof. Dr. Zakhar Kabluchko (Universität Ulm)
Competition between branching random walks
01.02.2011 PD Dr. Petra Friederichs (Universität Bonn, Meteorologisches Institut)
Probabilistic forecast approaches for high-impact weather
01.02.2011 Prof. Dr. Joachim Naumann (HU Berlin)
Mathematical problems in perfectly plastic fluid theory
28.01.2011 Prof. Olek Smolyanov (Lomonosov University, Moscow, Russia)
Feynman formulae and path integrals
28.01.2011 Prof. Yana Butko (Bauman Moscow State Technical University, Russia)
Hamiltonian and Lagrangian Feynman formulae related to Feller semigroups
25.01.2011 M.Sc. Eberhard Mayerhofer (Vienna Institute of Finance)
A characterization of non-central Wishart distributions
18.01.2011 Prof. Dr. Ingo Roeder (TU Dresden)
Stem cell theories and models - reconciling facts and hypotheses.
11.01.2011 Dr. Alexander Schnurr (TU Dortmund)
On the Construction of a Hunt Semimartigale Which is Not an Ito Process.
21.12.2010 Dr. Tobias Oertel-Jäger (TU Dresden)
Parameter exclusion and strange non-chaotic attractors.
17.12.2010 PD Dr. Egbert Dettweiler (Universität Tübingen)
Eine Charakterisierung mehrdimensionaler Markovscher Zählprozesse.
15.12.2010 Prof. Dr. Josef Teichmann (ETH Zürich)
Affine processes and their applications.
14.12.2010 Anja Richter (HU Berlin)
Explicit solutions to the utility maximization problem in affine stochastic volatility models.
07.12.2010 Prof. Dr. Thorsten Schmidt (TU Chemnitz)
Shot Noise Processes in Insurance and Credit Risk.
03.11.2010 Prof. Alexander Weron (TU Wroclaw)
When can anomalous diffusion be embedded in Brownian motion?
02.11.2010 Prof. Jian Wang (Fujian, China)
Coupling methods for Lévy processes
26.07.-30.07.2010
6th international conference on Lévy processes
TU Dresden, Organisers: R. Schilling, A. Lindner (TU Braunschweig)
Archive
15.07.2010 Dr. Pawel Sztonyk (TU Wroclaw)
Asymptotics of Transition Densities of Jump Processes
24.06.2010 Dr. Christel Geiß (University of Jyväskylä)
Discrete time hedging in the Levy model
17.06.2010 Prof. Dr. Hans-Jörg Starkloff (Westsächsische Hochschule Zwickau)
Generalized polynomial chaos expansions and the solution of pdes with random parameters
17.06.2010 Prof. Dr. Rupert Lasser (Helmholtz Zentrum München)
On positive definite and stationary sequences in Hilbert spaces with respect to orthogonal polynomials
10.06.2010 Dr. Michael Hinz (Friedrich-Schiller-Universität Jena)
Potential spaces, Dirichlet forms and SPDE
03.06.2010 Dr.-Ing. Elke Franz, Dipl. Medien-Inf. Thomas Gloe (TU Dresden, Fakultät für Informatik)
Untersuchung des Rauschens in digitalen Bildern
29.04.2010 Prof. Dr. Tadeusz Kulczycki (TU Wroclaw)
The spectral theory of the Cauchy process
21.01.2010 Dr. Jan Kristensen (University of Oxford)
On estimates in L^1 that involve gradients
14.01.2010 Dr. Robert Stelzer (TU München)
On strong solutions of positive definite jump-diffusions
08.01.2010 Dr. Matthias Heymann (Duke University, USA)
Computation, Existence and Properties of Maximum Likelihood Transition Curves
09.12.2009 Prof. Dr. Christiane Tammer (MLU Halle-Wittenberg)
Skalarisierungsfunktionale und deren Anwendung in der Finanzmathematik
03.12.2009 Dott. mag. Enea Parini (TU Köln)
Der zweite Eigenwert des p-Laplace Operators fuer p gegen 1
26.11.2009 Dr. Markus Schicks (TU Braunschweig)
Finite Variation of Levy Processes
20.11.2009 PD Dr. Egbert Dettweiler (Universität Tübingen)
Mehrdimensionale Zählprozesse
04.11.2009 Prof. Dr. Katrin Wendland (Universität Augsburg)
A Hiker's Guide to K3
30.10.2009
Tag der Dresdner Aktuare
TU Dresden, Organiser: Klaus D. Schmidt
Archive
30.10.2009 Roland Kern (Deutsche Lufthansa AG)
Finanzmanagement in turbulenten Zeiten
22.10.2009 Dr. Jian Wang (Peking)
Feller Continuity of Levy Type Operators
21.10.2009 Prof. Dr. Tilmann Gneiting (Ruprecht-Karls-Universität Heidelberg)
Probabilistic weather forecasting
03.07.2009 Dr. Gero Schindlmayr (Leiter Market Risk Management UK, Gas & Oil, RWE AG)
Risikomanagement in Energieunternehmen
02.07.2009 Prof. Dr. Carsten Trunk (TU Ilmenau)
Spektraltheorie für Sturm-Liouville Operatoren mit indefinitem Gewicht
01.07.2009 Prof. Dr. Stefan Hildebrandt (Universität Bonn)
Die Kopenhagener Preisschrift von Gauß und das Problem von Plateau
26.06.2009 Dipl.-Math. Claudia Hein (HU Berlin)
Power variation of stable Levy SDEs and application to paleoclimatic data
19.06.2009 Prof. Dr. Dietrich Stoyan (TU Bergakademie Freiberg)
Das Kirschkern-Modell und seine wahrscheinlichkeitstheoretische Beschreibung
11.06.2009 Prof. Dr. Matthias Weber (HTW Dresden)
On Stochasticity of Solutions of Differential Equations with a Small Delay
04.06.2009 Dr. Maxim Derevyagin (Lille)
Pade approximation and indefinite moment problems
28.05.2009 Prof. Dr. Reinhard Viertl (Wien)
Ungewissheit und deren mathematische Beschreibung - Fuzzy Modelle und Stochastik
06.05.2009 Prof. Dr. Albrecht Böttcher (Chemnitz)
Altes und Neues über Toeplitzdeterminanten
23.04.2009 Dr. Yana Butko (Moskau)
Feynman and Feynman-Kac formulae for evolutionary equations via the Chernoff theorem
14.04.2009 Dipl.-Math. Christian H. Weiß (Universität Würzburg)
Modellierung und Kontrolle von Zähldaten–Prozessen
06.03.2009 Prof. Yuichi Shiozawa (Kyoto, Japan)
Branching Brownian motions in random environment
15.01.2009–17.01.2009
JUMPS 09 - Workshop on Jump Processes
Organised by: René Schilling
Archive
13.11.2008 Prof. Toshihiro Uemura (Kobe, Japan)
Conservation property of symmetric jump processes
06.11.2008 Doz. Dr. A. Jokiel-Rokita (Universität Wroclaw)
Bayes sequential estimation for a subclass of exponential family of distributions
06.11.2008 Prof. Dr. R. Magiera (Universität Wroclaw)
On invariant estimation of a continuous cumulative distribution function
06.11.2008 Dr. Emilio Porcu (Universität Jaume I, Castillón, Spanien)
Completely monotone, Stieltjes, Bernstein classes and their connections to spatial correlation functions
28.10.2008 Prof. Wolfgang Wertz (TU Wien)
Fraktale Strukturen in Biologie und Medizin
Sept./Oct. 2008 topical month / Themenmonat
Workshop und topical week: Stochastic Analysis and Related Topics
Organised by: René Schilling
Archive
18.07.2008 Martin Thiesen (Deutsche Asset Management Investmentgesellschaft mbH)
Stochastische Unternehmensmodelle in der Lebensversicherung
17.07.2008 Prof. Dr. Martin Schlather (Universität Göttingen)
Processes between random fields and marked point processes.
17.07.2008 Dr. Wolfgang zu Castell (Institute of Biomathematics and Biometry, Helmholtz Zentrum Muenchen)
Kernel-based learning using radial functions.
17.07.2008 Georg Berschneider (Institute of Biomathematics and Biometry, Helmholtz Zentrum Muenchen)
Positive definite kernels on graphs.
16.07.2008 Prof. Dr. Christoph Schwab (ETH Zürich, Seminar für Angewandte Mathematik )
Numerical Analysis of Pseudo-Differential Equations for Markov Processes
11.07.2008 Margit Dasch (Maravon GmbH)
Electricity Markets and Models: Structuring, Trading & Risk Management.
03.07.2008 Prof. Dr. Nguyen Van Thu (Ho-Chi-Minh City)
Strictly stationary processes defined by othogonal polynomials.
26.06.2008 Dr. Walter Hoh (Bielefeld)
Calculus for pseudo-differential operators with negative definite symbols.
19.06.2008 Simon Wiesler (Marburg)
Characterization of local regularity by means of the continuous wavelet transform.
12.06.2008 Dr. Helmut Abels (MPI Leipzig)
On localization of non-local operators related to jump processes.
03.06.2008 Dr. Tomáš Cipra (University of Prague)
Some results in recursive time series methods.
30.05.2008 Dr. Peter Kaletta (Hamburg, Airbus Deutschland)
Optimization of Composite Aircraft Structures at Airbus (several past, current and future projects)
22.05.2008 Dr. Achim Wübker (Universität Göttingen)
L^2-spectral gap for Markov-Operators
21.05.2008 Prof. Dr. Dirk Hundertmark (University of Illinois, Urbana-Champaign)
Mathematical challenges from non-linear fiber optics
19.02.2008 Prof. Dr. Alexander Bendikov (Universität Wroclaw)
A Nash type inequality for fractional powers of Markov generators
25.01.2008
JUMPS 08 - Workshop on Jump Processes
Organised by: René Schilling
Archive
11.12.2007 Wilfried Greksch (Martin–Luther–Universität Halle–Wittenberg)
Ein Filtrationsproblem für eine lineare fraktale stochastische Evolutionsgleichung.
30.11.2007 Birgit Debrabant (TU Darmstadt)
Punktprozesse mit einer verallgemeinerten Ordnungsstatistik–Eigenschaft.
02.11.2007 Masatoshi Fukushima (Kansai University, Osaka)
On Boundary Theory of Markov Processes and Duality.
01.11.2007 Christian Berg (Universität Kopenhagen)
Quantum Hilbert matrices and orthogonal polynomials.