Recent Developments in Stochastics 2021

To keep up the attention high in stochastics and its applications, we organise 1 day workshop on line. Welcome!

Image shows a typical Tunisian gate in Hammamet

The current pandemic is still reducing our free travelling possibilities, but the wish to keep supporting the interests in stochastics and support interactions and networking. For this, we organise a 1-day workshop.

This is going to be held on zoom and it is open to everyone interested in stochastics and its applications.

This event is organised by the collaboration of the University of Wuppertal in Germany,  Tunis El Manar University in Tunisia, Dublin City University in Ireland, and STORM at UiO. Indeed, we used to have yearly conferences in Tunisia, in the beautiful Hammamet, but these two past years such nice appointment could not take place. For this, we still keep up the network with a much restricted, but very enjoyable event. You are very welcome to participate!

Registration is free but mandatory for the participation, please follow the link (opened until November 10th)

Program
  Speaker Topic
9:00   Opening
9:15 Yuri Kondriatiev

From random times to fractional evolution equations

10:00 Stefania Ugolini

Bose-Einstein Condensation: relative entropy and related convergence results

10:45   Break
11:00 Peter Imkeller

On the geometry of some rough Weierstrass and Takagi type curves: SBR measure and local time

11:45 Olfa Draouil White noise approach to time changed processes
12:30   Lunch
13:30 Nicole El Karoui

Revealed utilities, an inverse forward problem problem

14:15 Paolo Guasoni

Rogue Traders

15:00 Bernt Øksendal Fokker-Planck PIDE for McKean-Vlasov diffusions with jumps, and applications to HJB equations and optimal control
15:45   Closure

Abstracts of the talks can be found here.

 

Published Sep. 10, 2021 6:11 PM - Last modified Nov. 11, 2021 10:25 PM