Stochastic and Real World Models 2011

Joint workshop of the Chinese and German parts of IGK in Bielefeld, July 18-22, 2011 

Schedule

Poster

Programme

Photos

Topics

  • Stochastic Analysis
  • Stochastic PDE
  • Dirichlet Forms
  • Infinite Particle Systems
  • Complex Networks
  • Random Matrices
  • Universal Limit Distributions
  • Applications to Economics
  • Applications to Mathematical Physics

Speakers

Sergio Albeverio (Bonn) 
Diffusions on thin networks and applications
(abstract)

Stefan Ankirchner (Bonn)  
Gambling Contests and Skorokhod embeddings in bounded time 
(abstract)

Dirk Becherer (Berlin) 
From Good-Deal Bounds and Hedging to Backward SDEs and back 
(abstract)
 
Lucian Beznea (Bucharest)  
A resolvent approach for measure-valued branching processes and a nonlinear Dirichlet problem  
(abstract)

Leonid Bogachev (Leeds)  
The balanced pantograph equation revisited
(abstract)

Patrick Cheridito (Princeton)   
Equilibrium pricing in incomplete markets under translation invariant preferences
(abstract)

Ioana Ciotir (Iasi)   
Existence and uniqueness of strong solution for the stochastic nonlinear diffusion equation of plasma
(abstract)
   
Giuseppe Da Prato (Pisa)    
Invariance properties of solutions of some stochastic partial differential equations 
(abstract)

Jean-Dominique Deuschel (Berlin)
Quenched invariance principle for a balanced, non-elliptic, random walk in balanced random environment
(abstract)

Zhao Dong (Beijing)
Martingale solutions and Markov selection for stochastic 3D Navier-Stokes equations
(abstract)

David Elworthy (Warwick)  
Gradient vector fields on based path space
(abstract)

Patrik Ferrari (Bonn)
Non-intersecting random walks in the neighborhood of a symmetric tacnode
(abstract)

Masha Gordina (Connecticut)  
Functional inequalities in infinite dimensions
(abstract)

Martin Grothaus (Kaiserslautern)    
Stochastic partial differential equations via non-time-homogeneous evolution systems
(abstract)

Frederik Herzberg (Bielefeld)
The (im)possibility of collective risk measurement: Aggregation theory for variational preferences
(abstract)

Michael Hinz (Jena)
Energy measures, 1-forms and coverings
(abstract)

Jiaxin Hu (Beijing)
Upper estimates of heat kernels of Dirichlet forms on metric measure spaces 
(abstract)

Yuri Kondratiev (Bielefeld)
Markov dynamics and kinetic equations in continuum: generating functionals approach
(abstract)

Tobias Kuna (Reading)
Free Kawasaki dynamics with heavy tail Lévy-jump distributions
(abstract)

Paul Lescot (Rouen)
Symmetries of stochastic interest rate models
(abstract)

Wei Liu (Bielefeld)
Some recent results on SPDE within variational framework
(abstract)

Shunlong Luo (Beijing)
Quantum Correlations
(abstract)

Zhi-Ming Ma (Beijing)
Web Markov skeleton processes and their applications
(abstract)

Ante Mimica (Bielefeld)
Slow subordinate Brownian motions
(abstract)

Stanislav Molchanov (Charlotte)
On the local structure of the population inside the propagating front
(abstract)

Frank Riedel (Bielefeld)
Finance without Probability
(abstract)

Michael Röckner (Bielefeld)
On a random scaled porous media equation
(abstract)

Francesco Russo (Paris)
Stochastic calculus via regularizations in Banach spaces and applications
(abstract)

René Schilling (Dresden)
Coupling of Lévy processes
(abstract)

Wilhelm Stannat (Darmstadt)
On the uniqueness of the Wasserstein diffusion
(abstract)

Alexander Teplyaev (Connecticut)
Dirichlet forms and diffusions on rough spaces
(abstract)

Jonas Tölle (Berlin)
On an EVI curve characterization of Hilbert spaces
(abstract)

Alexander Vasiliev (Bergen)
Integrable structure of evolution of complex shapes
(abstract)

Igor Verbitsky (Missouri)
Global Estimates for  Green's functions and the conditional gauge
(abstract)

Feng-Yu Wang (Beijing)
Derivative formula and Harnack inequality  for jump processes
(abstract)

Jian Wang (Dresden)
Characteristic functions of Feller processes and their applications
(abstract)

Martina Zähle (Jena)
A pathwise approach to parabolic SPDE with fractional noise in measure spaces
(abstract)

Spokespersons

  • Zhi-Ming Ma (Beijing)                                
  • Michael Röckner (Bielefeld)

Local organizers

  • Moritz Kassmann (Bielefeld)   
  • Ante Mimica (Bielefeld)                    

Registration

  • If you intend to participate the workshop please send an e-mail containing your name and affiliation to stoch2011(at)math.uni-bielefeld.de
  • Some financial support is available for female graduate students, PhD students and postdocs.