Spring meeting Beijing/Bielefeld - Berlin/Zurich 2011

The first joint meeting of the two international research training groups Beijing/Bielefeld and Berlin/Zurich will take place in Berlin from 30 March until 1 April 2011. Follow the link for more information.


BMS Summer school 2011

The Berlin Mathematical school is organising a summer school on the topic of Random motions and random graphs, September 26 - October 7, 2011. See their website for more details.


Summer school 2010

The Berlin-Zürich summer school on stochastic models of complex processes took place 26-30 July 2010 in Disentis, Switzerland.


The summer school featured lecture courses by

  • Laszlo Erdös (University Munich, Munich, Germany): Universality of Wigner random matrices.
  • Emmanuel Gobet (Grenoble Institute of Technology, Ensimag, France): Numerical approximation of BSDEs.

For more information, visit the summer school website.


Introductory courses for the summer school

  • July 21: Wolfgang König: Two courses on Random Matrix Theory: 10:00 - 11:30 and 12:30 - 14:00 at the TU Berlin, IRTG lounge,MA 748. For some more material, see http://www.wias-berlin.de/people/koenig/www/OPE.pdf.
  • July 22: Jianing Zhang and Joscha Diehl: Backward Stochastic Differential Equations: from 10:00 till 12:00 at the Humboldt-Universität zu Berlin (Room 3.007 in Rudower Chaussee 25, Haus 3, ground floor).

Previous summer schools

Summer school 2009 in Chorin

Terry Lyons (Oxford)

Rough paths

Bálint Tóth (Budapest)

Scaling limits for self-interacting random walks and diffusions

Summer school 2008 in Disentis

Yuval Peres (University of California, Berkeley)

Modern Applications of Martingales, from Metric Embedding to Random Graphs

Josef Teichmann (Technische Universität Wien)

Stochastic Partial Differential Equations and Applications to Term Structure Problems in Mathematical Finance

Spring school 2007 in Potsdam

Paolo Dai Pra (University of Padova)

Functional inequalities for Markov chains and applications

Chris Rogers (University of Cambridge)

Optimal Investment