• 29 Jan 25: Rouyi Zhang (HU) – Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
  • 15 Jan 25: Janine Steck (HU) – Convergence rates for the population version of the test statistic considering a multidimensional semi-martingale with drift
  • 18 Dec 24: César Zarco-Romero (WIAS) – Uniform Spanning Trees via Wilson’s algorithm
  • 04 Dec 24: Fabio Bugini (TU) – Rough SDEs, and their connection to rough PDEs
  • 20 Nov 24: Julio Ernesto Nava Trejo (HU) – Populations with large reproduction events and seed-banks: Lookdown, Duality and Change of measure
  • 06 Nov 24: Kaan Kocaslan (TU) – Natural Differentiability of Second Order PDEs
  • 23 Oct 24: Yuchen Sun (HU) – Rough backward SDEs of Marcus-type with discontinuous Young drivers

  • 10 Jul 24: Luca Pellizari (WIAS) – Pricing in non-Markovian models using rough analysis
  • 26 Jun 24: Leander Schnee (FU) – Equilibrium Fluctuations of Weakly Asymmetric Interacting Particle Systems with Boundaries
  • 12 Jun 24: Carlos Villanueva Mariz (FU) – Coming up from – infinity of the KPZ equation via stochastic control
  • 29 May 24: Rahama Sani Abdullahi (HU) – Reflected diffusion models for interacting limit order markets
  • 15 May 24: Julio Ernesto Nava Trejo (HU) – Lookdown construction for a Moran seed-bank model
  • 08 May 24: Lukas Gräfner (FU) – Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift
  • 07 Feb 24: Gemma Sedrakjan (TU) – Multi-Agent and Mean Field Games for Optimal Investment under Relative Performance Concerns with Jump Signals
  • 24 Jan 24: Wei Huang (FU) – Scaling limits of stochastic transport equations on manifolds
  • 13 Dec 23: Janine Steck (HU) – Fourier-type density estimation in a tomography problem
  • 06 Dec 23: Fabio Bugini (TU) – Malliavin calculus for rough stochastic differential equations
  • 22 Nov 23: Stefanie Hesse (HU) – Common Noise by Poisson Random Measures: Mean-Field Equilibria in Relative Utility Maximization
  • 10 Nov 23: Gideon Chiusole (U Munich) – Towards Abstract Wiener Model Spaces
  • 25 Oct 23: Cesar Zarco-Romero (WIAS) – The underlying structure of dense graph limits

  • 19 Jul 23: Laura Körber (TU) – Optimal execution and speculation with trade signals
  • 5 Jul 23: Sebastian Ertel (TU) – Filtering of SPDEs: The Ensemble Kalman Filter and related methods
  • 7 Jun 23: Toyomu Matsuda (FU) – Shifted stochastic sewing and its applications
  • 24 May 23: Jonathan Tam (U Oxford) – Optimising Observation Quality through Controlling Information Delay
  • 10 May 23: Marta Dai Pra (HU) – Xi-coalescents arising from structured populations undergoing bottlenecks
  • 5 May 23: Adrian Martini (U Oxford) – Large Deviations for Paracontrolled Solutions to Stochastic PDEs
  • 15 Feb 23: Alexandra Quitmann (WIAS) – Macroscopic loops in interacting random walk loop soups
  • 25 Jan 23: Alexander Merkel (TU) – On the Interplay of Price Impact and Cointegration in Optimal Execution
  • 23 Nov 22: Franziska Bielert (TU) – Rough Differential Equations and Martingales as Rough Paths
  • 9 Nov 22: Thomas Wagenhofer (TU) – Weak error estimates for rough volatility models
  • 26 Oct 22: Lukas Gräfner (FU) – Abstract Fock space methods for weak well-posedness of some critical and subcritical singular SPDEs

  • 20 July 22: Toyomu Matsuda (FU) – What is the Stochastic Sewing Lemma?
  • 22 June 22: Robert Denkert (HU) – Mean Field Control Problems with Singular Controls
  • 15 June 22: Hannes Kern (TU) – On reconstruction in the square increment setting
  • 8 June 22: Laura Körber (TU) – Merton’s optimal investment problem with jump signal
  • 25 May 22: Marta Dai Pra (HU) – Population models with seed bank: construction, duality and tree properties
  • 11 May 22: Ruhong Jin (U Oxford) – Fractional Itô Calculus
  • 11 May 22: Jonathan Tam (U Oxford) – Markov decision processes with observation costs
  • 27 Apr 22: Purba Das (U Oxford) – Rough volatility: fact or artefact?
  • 16 Feb 22: Dave Jacobi (TU) – Reinforcement Learning. A brief Introduction
  • 9 Feb 22: Sebastian Ertel (TU) – The Ensemble Kalman-Bucy Filter for correlated observation noise
  • 26 Jan 22: Toyomu Matsuda (FU) – 2D anisotropic KPZ equation, introduction
  • 12 Jan 22: Emanuel Rapsch (TU) – Introductory remarks about game theory in mathematical economics
  • 1 Dec 21: Philipp Forstner (TU) – Introduction to Gauge and Yang-Mills Theories
  • 1 Dec 21: Helena Kremp (FU) – Regularization by noise and solutions to singular Lévy SDEs

  • 7 July 21: Robert Denkert (HU) – Large Deviations of Marked Hawkes Point Measures
  • 30 June 21: Dave Jacobi (TU) – “Direct” construction of on/off Super-Brownian-Motion
  • 23 June 21: Simon Breneis (WIAS) – Efficiently extracting specific information from the signature
  • 16 June 21: Laura Körber (TU) – Merton’s optimal investment problem with jump signals
  • 9 June 21: Sascha Gaudlitz (HU) – Statistical inference on the reaction term in semi-linear SPDEs
  • 2 June 21: Konstantins Starovoitovs (HU) – Scaling Limits of the Limit Order Book Models
  • 26 May 21: Alexander Merkel (TU) – The Merton Problem under restrictions on information
  • 19 May 21: Sebastian Ertel (TU) – Analysis of the Kushner–Stratonovich equation and its representation via McKean–Vlasov SDEs
  • 12 May 21: Weile Weng (TU) – Quenched CLT for random walks in random environments with bounded cycle representation
  • 24 Feb 21: Yizheng Yuan (TU) – Refined regularity of SLE
  • 17 Feb 21: Hannes Kern (TU) – An Overview over Sewing, Stochastic Sewing, Reconstruction and Stochastic Reconstruction
  • 3 Feb 21: Philipp Forstner (TU) – Regularity Structures for SQG driven by Space-Time White Noise
  • 27 Jan 21: Florian Nie (TU) – A voter model approximation for the stochastic FKPP Equation with seed bank
  • 20 Jan 21: Likai Jiao (HU) – Stochastic Volterra equations of convolution type
  • 13 Jan 21: Toyomu Matsuda (FU) – Anderson Hamiltonian with white noise potential
  • 16 Dec 20: Emanuel Rapsch (TU) – Solving Multi-Agent Optimal Stopping Problems with an Application in Sustainable Finance
  • 18 Nov 20: Alexandra Quitmann (TU) – Phase transitions in random loop models