Seminar location: Humboldt-Universität zu Berlin, Campus Adlershof, Rudower Chaussee 25, Haus 1, Raum 115.
9. 6. 2010
- 17:00 Moritz Biskamp (TU Berlin)
Asymptotic Support Theorem for planar Isotropic Brownian Flows - 18:00 Nicolas Perkowski (HU Berlin)
Optimal Control of Linear Filters
26. 5. 2010
- 17:00 Adrian Schnitzler (TU Berlin)
Time correlation for the parabolic Anderson model - 18:00 Nadim Sah (TU Berlin)
A Model for Large Investor Trading at Market Indifference Prices
21. 4. 2010
- 17:15 Alessandra Cipriani (Universität Zürich)
Correlation inequalities for quantum spin systems with a transverse field - 18:15 Felix Rubin (Universität Zürich)
A Central Limit Theorem for Convolution Equations of the Weakly Self-Avoiding Walk-Type
Winter 2009/10
18. 11. 2009
Seminar location: Room MA041, Mathematics building, TU Berlin.
- 17:15 Sophie Pénisson (TU Berlin, Potsdam)
Modelisation and estimation in epidemiology using a multitype branching process approach - 18:15 Jianing Zhang (HU Berlin)
Numerical solution to quadratic growth BSDEs using a Cole-Hopf type transformation
9. 12. 2009
Seminar location: Room MA041, Mathematics building, TU Berlin.
- 18:15 Martin Slowik (Bonn)
Random-field Curie-Weiss-Potts model: Visibility and invisibility of Gibbs measures in the metastate
13. 1. 2010
Seminar location: Room 1.115, mathematics building, Rudower Chaussee 25, HU Berlin.
- 17:15 Claudia Hein (HU Berlin)
Ergodicity of SPDEs driven by stable Levy processes - 18:15 Michael Högele (HU Berlin, Potsdam)
Exit and transition times for a stochastic partial differential equation with heavy tailed noise for small intensity
10. 2. 2010
Seminar location: WIAS Berlin.
- 17:15 Bikramjit Das (ETH Zurich)
Conditional extreme value limits and regular variation on cones - 18:15 Plamen Turkedjiev (HU Berlin)
Numerical Methods for BSDEs with Lipschitz driver
Summer 2009
15. 4. 2009
17 c.t. Sebastian Andres (TU Berlin):Pathwise Differentiability for SDEs in Smooth Domains with Reflection
18.15 Marcel Nutz (ETH Zürich): Optimal Consumption and Investment with Power Utility
6. 5. 2009
17 c.t. Martin Borecki (TU Berlin): On localization for Gaussian and non-Gaussian pinning models
18.15 Adrian Schnitzler (TU Berlin): Exact moment asymptotics in the parabolic Anderson model
27. 5. 2009
17 c.t. Alex Drewitz (TU Berlin): Asymptotic directions in random walk in random environment
18.15 Andrej Depperschmidt (Freiburg): Modelling Protein Translocation: A Brownian Ratchet
17. 6. 2009
17 c.t. Hilmar Mai (HU Berlin): Maximum Likelihood Estimation of Lévy driven Ornstein-Uhlenbeck Processes
18.15 Katja Krol (HU Berlin): Asymptotic Properties of Fractional Stochastic Delay Differential Equations
8. 7. 2009
17 c.t. Reik Schottstedt (TU Berlin): Quantization and the Wasserstein-metric
18.15 Giacomo Di Gesù (Bonn/TU Berlin): On the Witten complex approach to metastability of Markov processes
Winter 2008/2009
11. 2. 2009
17 c.t. Michael Högele (HU Berlin): Asymptotic transition times and metastable behaviour for a SPDE with heavy tailed noise for small intensity
18.15 Matthias Steinrücken (TU Berlin): Lookdown construction for the \Xi -Fleming-Viot process
7. 1. 2009
17 c.t. Sophie Penisson (Potsdam): Multitype branching processes conditioned on non-extinction
18.15 Claudia Hein (HU Berlin): Power variation of stable processes and applications to paleoclimatic data
19. 11. 2008
17 c.t. Alexander Weiss (WIAS): Executing large orders in a microscopic market model
18.15 Leif Döring (TU Berlin): On the moments of symbiotic branching
29. 10. 2008
17 c.t. Martin Slowik (WIAS): Random field Curie-Weiss-Potts model: Sharp estimates on capacities and mean hitting times via microscopic flows
Summer 2008
16. 7. 2009
17 c.t. Giacomo Di Gesù (TU Berlin): Spectral asymptotics for metastable Glauber dynamics on the lattice via a discrete Witten complex
18.15 Martin Borecki (TU Berlin): (De-)Localization of some (1+1)-dimensional models
4. 6. 2008
17 c.t. Anja Richter (HU Berlin): Differentiability of reflected BSDEs with quadratic growth
21. 5. 2008
17 c.t. Mathias Rafler (Potsdam): Limit shapes of random partitions
7. 5. 2008
17 c.t. Leif Döring (TU Berlin): On the Longtime Behavior of Symbiotic Branching
23. 4. 2008
17 c.t. Andrej Depperschmidt (TU Berlin): Decaying correlations for a locally regulated spatial population model
Winter 2007/2008
13. 2. 2008
17c.t. Michael Högele (HU Berlin): Asymptotic First Exit Times for a Stochastic Partial Di fferential Equation Arising in Climate Modelling
6.2.2008
17 c.t. Alex Drewitz (TU Berlin): The one-dimensional parabolic Anderson model with arbitrary drift
5. 12. 2007
17 c.t. Sebastian Andres (TU Berlin): Particle Approximation of the Wasserstein Diffusion
21. 11. 2007
17 c.t. Katja Krol (HU Berlin):
7. 11. 2007
17 c.t. Torsten Schöneborn (TU Berlin): Dynamic optimal execution strategies and multiple players in illiquid markets
Summer 2007
4. 7. 2007
17 c.t. Samuel Drapeau (HU Berlin)
6.6. 2007
17 c.t. Martin Borecki (TU Berlin)
2.5. 2007
17 c.t. Martin Slowik (WIAS)
25. 4. 2007
Mathias Rafler (Potsdam)
Winter 2006/2007
24. 1. 2007
17 c.t. Alex Drewitz (TU Berlin)
10.1. 2007
17 c.t. Thomas Knispel (HU Berlin)
18.15 Sebastian Andres (TU Berlin)
6. 12. 2006
17 c.t. Torsten Schöneborn (TU Berlin)
22. 11. 2006
17 c.t. Andrej Depperschmidt (TU Berlin)
8.11. 2006
17 c.t. Alexander Weiss (WIAS)
