• 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