Berlin Probability Colloquium – Stochastic Analysis in Interaction

15 Feb 23: Mathias Trabs (KIT) – Statistics for SPDEs based on discrete observations
15 Feb 23: Ana Djurdjevac (FU Berlin) – Synchronisation for scalar conservation laws via Dirichlet boundary
25 Jan 23: Avi Mayorcas (TU Berlin) – Blow-up criteria for an SPDE model of chemotaxis
25 Jan 23: Lukas Gonon (Imperial) – Detecting asset price bubbles using deep learning
11 Jan 23: Chiranjib Mukherjee (WWU Münster) – Subcritical Gaussian multiplicative chaos in the Wiener space
11 Jan 23: Jan Palczewski (University of Leeds) – Equilibria in non-Markovian zero-sum stopping games with asymmetric information
7 Dec 22: Xiaolu Tan (Chinese University of Hong Kong) – A mean-field version of Bank–El Karoui’s representation of stochastic processes
7 Dec 22: Wei Xu (HU Berlin) – Functional limit theorems for quasi-stationary Hawkes processes
23 Nov 22: Huyen Pham (Paris) – Learning in continuous time mean-field control problems
23 Nov 22: Dylan Possamaï (ETH Zurich) – Moral hazard for time-inconsistent agents and BSVIEs
9 Nov 22: Hanno Gottschalk (Wuppertal) – Foundations and Applications of Generative Adversarial Learning
9 Nov 22: Jochen Blath (Goethe-Uni FFM) – The effects of dormancy in population genetics, evolution and ecology
26 Oct 22: Nils Berglund (Orléans) – Stochastic resonance in stochastic PDEs
26 Oct 22: Raul Tempone (RWTH Aachen & KAUST) – Multi-iteration Estimators for Stochastic Optimization
20 July 22: Gianmario Tessitore (Milano-Bicocca) – Space regularity of Young evolution equations in Banach spaces
6 July 22: Ilya Chevyrev (Edinburgh) – The signature method in machine learning
6 July 22: Ludovic Tangpi (Princeton) – A probabilistic approach to the convergence of large population games to mean field games
22 June 22: Guillaume Baverez (HU Berlin) – The Virasoro structure of Liouville conformal field theory and applications
15 June 22: Andreas Eberle (U Bonn) – Coupling approaches for Langevin dynamics and nonlinear stochastic differential equations
8 June 22: Jodi Dianetti (U Bielefeld) – Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
25 May 22: Steffen Dereich (WWU Münster) – Traces left by random walk in the neighbourhood of a vertex
27 Apr 22: Fausto Gozzi (LUISS University Rome) – On mean field control in infinite dimension
16 Feb 22: Samuel Cohen (Oxford) – Identifiability in Inverse reinforcement learning
9 Feb 22: Peter Pfaffelhuber (Freiburg) – Some stochastic slow-fast systems from the life sciences
26 Jan 22: Dirk Erhard (Bahia) – Weak coupling limit of the Anisotropic KPZ equation
12 Jan 22: Max Nendel (Bielefeld) – Markovian transition semigroups under model uncertainty
15 Dec 21: Martin Larsson (Carnegie Mellon) – Stochastic portfolio theory and rank-based particle systems
1 Dec 21: Ilya Chevyrev (Edinburgh) – Stochastic quantisation of gauge fields
24 Nov 21: Alekos Cecchin (Ecole Polytechnique) – Mean field games with Wright-Fisher common noise
17 Nov 21: Boualem Djehiche (KTH Stockholm) – Propagation of chaos for a class of mean-field reflected BSDEs with jumps
3 Nov 21: Lisa Hartung (U Mainz) – Branching Brownian motion with self repulsion
3 Nov 21: Sebastian Andres (U Manchester) – Heat kernel bounds for Liouville Brownian motion
3 Nov 21: Geoffrey Grimmett (U Cambridge) – Site percolation on hyperbolic planar graphs
27 Oct 21: Christophe Garban (U Lyon 1) – Vortex fluctuations in continuous spin systems and lattice gauge theory
14 Jul 21: Pierre-François Rodriguez (Imperial) – Universality classes for three-dimensional percolation models with long-range dependence
7 Jul 21: Chiranjib Mukherjee (Münster) – Gibbs Measures with Space-Time Singularities
30 Jun 21: Sören Christensen (Kiel) and Lukas Trottner (Mannheim) – Learning to reflect: data-driven stochastic optimal control strategies for diffusions and Lévy processes
16 Jun 21: Xin Guo (Berkeley) – Itô’s formula for semimartingales on flows of probability measures
2 Jun 21: Eduardo Abi Jaber (Paris 1) – Stochastic Volterra equations: theory, numerics and control
26 May 21: Saïd Hamadene (Le Mans Université) – Mean-field reflected backward stochastic differential equation
19 May 21: Mykhaylo Shkolnikov (Princeton) – A sharp interface limit in the Giacomin-Lebowitz model of phase segregation
12 May 21: Alexander Drewitz (Köln) – Critical exponents for a percolation model on transient graphs
5 May 21: Lukasz Szpruch (U Edinburgh) – Gradient Flows for Regularized Stochastic Control Problems
14 Apr 21: Mihaî Sirbu (U Texas Austin) – The asymptotic value of discrete timing in zero-sum games with mixed strategies
24 Feb 21: Nina Holden (ETH Zurich) – Integrability of Schramm-Loewner evolutions via conformal welding of random surfaces
17 Feb 21: Alessandra Cipriani (Delft) – The discrete membrane model on trees
10 Feb 21: Ronnie Sircar (Princeton) – Cryptocurrencies, Mining & Mean Field Games
3 Feb 21: Christa Cuchiero (U Vienna) – Universality of affine and polynomial processes
27 Jan 21: Frank den Hollander (Leiden) – Spatial populations with seed-bank: equilibria and finite-systems scheme
20 Jan 21: Ludovic Tangpi (Princeton) – Backward propagation of chaos and large population games asymptotics
13 Jan 21: Emmanuel Gobet (Ecole Polytechnique) – Weak Approximations and VIX Option Prices Expansions in Rough Forward Variances Models
17 Dec 20: Josef Teichmann (ETH Zurich) – Randomized Signatures and Reservoir Computing
18 Nov 20: Hendrik Weber (Bath) – Bounds for RDEs with non-linear damping
17 June 20: Dmitry Belyaev (Oxford) – Level sets of Gaussian fields
6 May 20: Alison Etheridge (Oxford) – Branching Brownian motion, mean curvature flow and the motion of hybrid zones