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Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications

Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications


The Collaborative Research Center is an interdisciplinary endeavor aiming to develop basic concepts and theories for dealing with "good" and "bad" uncertainty. The new insights shall be applied to unsolved problems in various fields of economics and the natural sciences, especially in biology and physics. The CRC consists of 17 projects, most of which are located at the Faculty of Mathematics, but also at the Center for Mathematical Economics, the Faculty of Physics, and the Faculty of Technology. The funding is provided by the German Science Foundation and amounts to about 10 million Euro for the first four years. In particular, it covers 13 doctorate posts and 13 postdoc positions.
"On the one hand, the CRC wants to tame uncertainty and, on the other hand, profit from randomness, and use it wisely," explains SFB spokesman Röckner. There are uncertainties beyond probability-descriptive randomness. Such model uncertainties played a major role in the financial crisis, as investment banks misinterpreted ratings as accurate probabilities.


Guests arriving this week

Name Room Phone Arrival Projects
Alexander Shaposhnikov

Moscow State University
V4-1404760 14.08.2018 A5
Peter Kort

Universität Tilburg
W8-1064843 19.08.2018 C2
Michael Kopel

Universität Graz
W8-1064843 19.08.2018 C2
Nicolai V. Krylov

University of Minnesota
V3-2122454 19.08.2018 B1

Talks announced for today

13:00 V3-201 Bielefeld Stochastic Afternoon

Some examples of finite perimeter on Hilbert spaces

Giuseppe Da Prato

Projects: A5, B1, B2
14:00 V3-201 Bielefeld Stochastic Afternoon

Generalized Burgers equation with rough transport noise

Wilhelm Stannat

Projects: A5, B1, B2

Upcoming Workshops

Aug 20, 2018 – Aug 23, 2018

Location: ZiF, Bielefeld University

Organizers: Gernot Akemann, Carolin Grumbach, Claudia Köhler, Michael Röckner

Aug 27, 2018 – Aug 31, 2018

Location: ZiF, Bielefeld University

Organizers: Gernot Akemann, Guisi Alfano, Friedrich Götze, Mario Kieburg

Sep 03, 2018 – Sep 07, 2018

Location: ZiF, Bielefeld

Organizers: Michael Röckner


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