The IRTG 2544 “Stochastic Analysis in Interaction” regularly invites international experts to give mini-courses on various topics. For further details on the content of the respective courses, please click on the course title (in italics) in the following list; you will be directed to a PDF document.
2025
- Patrik Ferrari (University of Bonn): Random Matrix Theory and Interacting Particle Systems (22 – 25 April 2025)
2024
- Antoine Jacquier (Imperial College London): Quantum Computing for Finance
(11 – 13 June 2024)
2023
- Jere Koskela (Warwick): Piecewise deterministic Markov processes in Monte Carlo simulation (23 & 25 May 2023)
2022
- Nils Berglund (Orléans): Metastability in Interaction particle systems and stochastic PDEs (25 Oct – 3 Nov 2022)
- Jia-Jie Zhu (WIAS Berlin) & Feliks Nüske (MPI Magdeburg): Data-driven modeling and optimization of dynamical systems under uncertainty (11-14 July 2022)
- Ludovic Tangpi (Princeton): A probabilistic approach to the convergence of large population games to mean field games (6-7 July 2022)
2021
- Francesco Caravenna (Milano), Rongfeng Sun (Singapore), Nikos Zygouras (Warwick): Scaling limits of disordered systems and critical stochastic PDEs: tools and result