Cheerful Stochastics besides Corona Risks

Now it's time for the traditional Section 3 PhDs' & postdocs' gathering, which will take place in Abels Utsikt on October 12th, 2021, 09.30 - 16.30. All PhD students and postdocs have the opportunity to give a 15-minute talk on their research. In addition, Andrey Pilipenko (National Academy of Sciences of Ukraine/Igor Sikorsky Kyiv Polytechnic Institute) will give a talk on solving ODEs with non-Lipschitz coefficients by perturbation and Hao Tang (UiO) will introduce his research on stochastic fluid models. Welcome!

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  • Participation in the workshop, lunch, coffee breaks and dinner (excluding drinks) is free of charge, but registration is mandatory. 
  • Coffee & tea as well as lunch baguettes are served in Abels utsikt, while we head to the Delikatessen for a dinner at 18:00. Those who would like to walk there meet up outside Niels Henrik Abels hus at 17.00.
Time Speaker Title


(40 + 10)

Andrey Pilipenko (National Academy of Sciences of Ukraine/Igor Sikorsky Kyiv Polytechnic Institute)

On perturbations of an ODE with non-Lipschitz coefficients by a small noise

10:20-10:40 (15+5)


Emel Savku  Assessing MiFID II Regulation on Tick Sizes
10.40-11.00 Break
11:00-11:20 (15+5) Mari Dahl Eggen Stochastic modelling of stratospheric temperature
11:20-11:40 (15+5) Anton Yurchenko-Tatarenko Standard and fractional ROU processes as the limits of square roots of CIR processes
11:40-12:00 (15+5) Andreas Erik Petersson SPDE bridges with observation noise and their spatial approximation
12:00 - 13:00  Lunch
13:00 - 13:50 (40 + 10) Hao Tang (UiO) Some research on stochastic fluid models
13:50 -14:10 (15+5) Åsmund Hausken Sande Life insurance policies and CD-ladders under the Health-Jarrow-Morton Framework
14:10-14:30 (15+5) Aleksander Grochowicz Near-optimal solutions for energy systems models under uncertainty
14:30-14:50 (15+5) Alise Danielle Midtfjord A decision support system for safer airplane landings: predicting runway conditions using XGBoost and explainable AI
14:50-15:10 Break
15:10 -15:30 (15+5) Jasmina Đorđević Stochastic analysis of spread & preventions in case of SARS-CoV-2 virus
15:30-15:50 (15+5) Dennis Schroers Limit Theorems for High Frequent Functional Data
15:50-16:10 (15+5) Oriol Zamora Font A variational approach to pricing and hedging insurance contracts under rough volatility models
16:10-16:30 (15+5) Natalia Sirotko-Sibirskaya Volterra bootstrap: resampling higher-order statistics for strictly stationary time series
18.00 Dinner at the Delikatessen


Jasmina Đorđević, Mari Dahl Eggen, Åsmund Hausken Sande and Natalia Sirotko-Sibirskaya
Published Sep. 26, 2021 5:46 PM - Last modified Oct. 11, 2021 1:10 PM