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!
- 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.
(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
|Emel Savku||Assessing MiFID II Regulation on Tick Sizes|
|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|
|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|