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Wednesday

July 12, 2017

14:15 V3-201 Bielefeld Stochastic Afternoon

Construction and properties of traces of quadratic forms in the framework of Hilbert and Drichlet spaces

Friday

July 28, 2017

10:15 T2-228 Bielefeld Stochastic Afternoon

Statistical solutions of evolution equations and selection of measurable semiflows

Wednesday

August 2, 2017

14:15 V3-201 Bielefeld Stochastic Afternoon

The one dimensional sigma-model valued in compact Lie groups

Wednesday

November 8, 2017

16:00 V3-201 Bielefeld Stochastic Afternoon

n-fold convolutions of heavy-tailed probability densities

17:00 V3-201 Bielefeld Stochastic Afternoon

An infinite dimensional umbral calculus

Wednesday

November 15, 2017

15:00 V3-201 Bielefeld Stochastic Afternoon

Regularization by noise for rough linear transport equations

Wednesday

November 22, 2017

16:00 V3-201 Bielefeld Stochastic Afternoon

p-Adic Spatial Combinatorics

17:00 V3-201 Bielefeld Stochastic Afternoon

Ito Formula for RPDEs and boundedness of solutions

Wednesday

November 29, 2017

16:00 V3-201 Bielefeld Stochastic Afternoon

On a doubly nonlinear PDE with stochastic pertubation

Wednesday

December 6, 2017

16:00 V3-201 Bielefeld Stochastic Afternoon

A variational approach to nonlinear SDE driven by linear multiplicative noise

17:00 V3-201 Bielefeld Stochastic Afternoon

On $L^1$-bounds for solutions to stationary Fokker-Planck-Kolmogorov equations

Wednesday

December 13, 2017

16:00 V3-201 Bielefeld Stochastic Afternoon

Invariant, super and quasi-martingale functions of a Markov process

17:00 V3-201 Bielefeld Stochastic Afternoon

Large-time behaviour of SEEs with Volterra noise

Wednesday

December 20, 2017

10:00 V3-201 Bielefeld Stochastic Afternoon

Integration by parts on the law of the modulus of the Brownian bridge

11:00 V3-201 Bielefeld Stochastic Afternoon

Local quasimartingale functionals on semi-Dirichlet spaces

14:30 V3-201 Bielefeld Stochastic Afternoon

Form factors of paths for generalized grey Brownian motions

Wednesday

January 17, 2018

14:00 T2-204 Bielefeld Stochastic Afternoon

Large time behaviour of heat kernel for jump Markov generators

15:00 T2-204 Bielefeld Stochastic Afternoon

Stochastic differential equations in a scale of Hilbert spaces

Wednesday

January 24, 2018

16:00 V3-201 Bielefeld Stochastic Afternoon

On solvability and ill-posedness of the compressible Euler system subject to stochastic forces

17:00 V3-201 Bielefeld Stochastic Afternoon

Stochastic Model of Eye Lens Growth

Wednesday

January 31, 2018

16:00 V3-201 Bielefeld Stochastic Afternoon

Spatial logistic model in random environment

17:00 V3-201 Bielefeld Stochastic Afternoon

Mean field limit of interacting filaments for 3D Euler equations

Wednesday

April 18, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

A stochastic mass conserved reaction-diffusion equation with nonlinear diffusion

15:00 V3-201 Bielefeld Stochastic Afternoon

A semigroup approach to nonlinear Lévy processes

16:00 V2-213 Bielefeld Stochastic Afternoon

On Fairness of Systemic Risk Measures

Friday

April 20, 2018

14:15 V4-119 Bielefeld Stochastic Afternoon

Singular SPDEs in domains with boundaries

Wednesday

April 25, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Scale interactions in stochastic fluid models

15:00 V3-201 Bielefeld Stochastic Afternoon

Optimal Dividend and Capital Injection Problems in Non-Life Insurance

16:00 V3-201 Bielefeld Stochastic Afternoon

Some applications of stochastic control for ruin problems in insurance mathematics

Wednesday

May 2, 2018

14:15 V3-201 Bielefeld Stochastic Afternoon

Diffusion-approximation for various models of stochastic kinetic equations

Wednesday

May 30, 2018

14:15 V3-201 Bielefeld Stochastic Afternoon

Old and New in Partial Regularity for Elliptic Problems

Wednesday

June 6, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Variational Solutions to Nonlinear Stochastic Differential Equations in Hilbert Spaces

Wednesday

June 13, 2018

15:00 V3-201 Bielefeld Stochastic Afternoon

Nonlinear pricing of European and American options in an imperfect market with default

Wednesday

June 20, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Well-posedness for a class of nonlinear SPDEs with strongly continuous perturbation

15:00 V3-201 Bielefeld Stochastic Afternoon

The Geometric KPZ

Wednesday

July 18, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Metastability of the contact process on evolving scale-free networks

15:30 V3-201 Bielefeld Stochastic Afternoon

Positive Harris-recurrence for degenerate diffusions with internal variables and randomly perturbed time-dependent deterministic input

16:45 V3-201 Bielefeld Stochastic Afternoon

Metastable Markov chains, trace process and spectral theory

Tuesday

August 14, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Optimal feedback controllers for the stochastic reflection problem in $\mathbb R^d$

Wednesday

August 15, 2018

13:00 V3-201 Bielefeld Stochastic Afternoon

BV Functions in Hilbert Spaces

14:00 V3-201 Bielefeld Stochastic Afternoon

On convergence to stationary measure of solutions to nonlinear Fokker-Planck-Kolmogorov equations

Thursday

August 16, 2018

13:00 V3-201 Bielefeld Stochastic Afternoon

Some examples of finite perimeter on Hilbert spaces

14:00 V3-201 Bielefeld Stochastic Afternoon

Generalized Burgers equation with rough transport noise

Friday

August 17, 2018

11:00 V3-201 Bielefeld Stochastic Afternoon

Nonlinear Fokker-Planck-Kolmogorov Equations and Stochastic Distribution Dependent SDE

13:00 V3-201 Bielefeld Stochastic Afternoon

Existence and Uniqueness of Solutions to Vlasov-McKean Equations

Tuesday

August 28, 2018

13:00 V3-201 Bielefeld Stochastic Afternoon

A fractional in time Hamilton Jacobi Bellman equation and related dynamics

Thursday

August 30, 2018

13:00 V3-201 Bielefeld Stochastic Afternoon

Evolution of infinite population of immigrants

Tuesday

October 16, 2018

13:00 V3-201 Bielefeld Stochastic Afternoon

Non-local stochastic scalar conservation laws

Wednesday

October 24, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Integrating profitability prospects and cash management

15:00 V3-201 Bielefeld Stochastic Afternoon

Affine processes under parameter uncertainty

Tuesday

December 18, 2018

14:00 U2-135 Bielefeld Stochastic Afternoon

Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion

15:00 U2-135 Bielefeld Stochastic Afternoon

Stationary Fokker-Planck-Kolmogorov equations with integrable drifts

Wednesday

December 19, 2018

14:00 V3-201 Bielefeld Stochastic Afternoon

Hedging with transient price impact

15:00 V3-201 Bielefeld Stochastic Afternoon

Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula

Thursday

December 20, 2018

11:00 V3-201 Bielefeld Stochastic Afternoon

Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications

Wednesday

January 9, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

A Machine Learning Approach to Portfolio Risk Management

15:00 V3-201 Bielefeld Stochastic Afternoon

Pathwise pricing-hedging duality in continuous time

Wednesday

April 10, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Optimal make-take fees for market making regulation

15:00 V3-201 Bielefeld Stochastic Afternoon

Nonparametric learning in stochastic control - exploration vs. exploitation

Wednesday

April 17, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Shock Statistics in (T)ASEP

Wednesday

May 8, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Rough calculus: pathwise integration and non-anticipative calculus for functionals of irregular paths

15:00 V3-201 Bielefeld Stochastic Afternoon

A general framework for quasisure functional analysis

Wednesday

May 15, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

On the convergence problem in mean field games: a two state model without uniqueness

15:00 V3-201 Bielefeld Stochastic Afternoon

Zero-sum stopping games with asymmetric information

Wednesday

June 5, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Stochastic Mean Curvature Flow of Graphs

Wednesday

July 3, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

On the central limit theorem for stochastic heat equation

15:00 V3-201 Bielefeld Stochastic Afternoon

Well-posedness for singular drift SPDE with gradient dependent noise

Wednesday

October 9, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Solving ill-posed problems

15:00 V3-201 Bielefeld Stochastic Afternoon

Selection of measurable semiflows

Wednesday

October 16, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Configuration Spaces Over Metric Measure Spaces

Wednesday

October 30, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Minimax theorems for American options without time-consistency

15:00 V3-201 Bielefeld Stochastic Afternoon

A Case Study on Pareto Optimality for Collaborative Stochastic Games

16:00 V3-201 Bielefeld Stochastic Afternoon

2D Anisotropic KPZ at stationarity

Wednesday

November 6, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Equilibrium in limit order markets

15:00 V3-201 Bielefeld Stochastic Afternoon

All adapted topologies are equal

Wednesday

November 13, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Superposition principle for non-local Fokker-Planck operators

Tuesday

November 19, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

Drift estimation for linear SPDEs with fractional noise

Wednesday

November 20, 2019

15:00 V3-201 Bielefeld Stochastic Afternoon

Optimal electricity demand response contracting with responsiveness incentives

Wednesday

November 27, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

On the continuous time limit of ensemble-based Kalman-type filtering algorithms

15:00 V3-201 Bielefeld Stochastic Afternoon

Well-posedness of a martingale problem for a continuum interacting particle system

Wednesday

December 4, 2019

14:00 V3-201 Bielefeld Stochastic Afternoon

On recent results and open problems connected with distributions of polynomials on spaces with Gaussian measures

15:00 V3-201 Bielefeld Stochastic Afternoon

Extreme points of sets of concave measures

15:20 V3-201 Bielefeld Stochastic Afternoon

Regularity of linear and polynomial images of Skorohod differentiable measures

15:40 V3-201 Bielefeld Stochastic Afternoon

Degenerate elliptic equations and nonuniqueness of solutions to the stationary Kolmogorov equation

Wednesday

December 11, 2019

13:00 V3-201 Bielefeld Stochastic Afternoon

h-transform of Doob and nonlocal branching processes

14:00 V3-201 Bielefeld Stochastic Afternoon

On the local property of Markov processes

Tuesday

December 17, 2019

10:00 U2-119 Bielefeld Stochastic Afternoon

Random PDEs on (randomly) moving hypersurfaces

11:00 U2-119 Bielefeld Stochastic Afternoon

BPHZ renormalisation and vanishing subcriticality limit of the fractional $\Phi^3_d$ model

Wednesday

December 18, 2019

13:00 V3-201 Bielefeld Stochastic Afternoon

Strong mixing with rate of convergence for operator semi-groups with non-sectorial generators

14:00 V3-201 Bielefeld Stochastic Afternoon

A White Noise Approach to Stochastic Current of (Fractional) Brownian Motion

15:00 V3-201 Bielefeld Stochastic Afternoon

Regularity and qualitative properties of stationary measures of diffusion processes

Wednesday

January 15, 2020

14:00 V3-201 Bielefeld Stochastic Afternoon

Regularisation and Long-Time Behaviour of Random Systems: Tamed MHD Equations and Random Attractors for Locally Monotone SPDEs

Wednesday

January 22, 2020

14:00 V2-210 Bielefeld Stochastic Afternoon

Averaging principle and normal deviations for multi-scale stochastic systems

Wednesday

January 29, 2020

14:00 V2-210 Bielefeld Stochastic Afternoon

Schauder theorems for local and nonlocal Ornstein-Uhlenbeck operators on finite and infinite dimensional state spaces

15:15 V2-210 Bielefeld Stochastic Afternoon

Sobolev and BV-functions in infinite dimensions

Wednesday

April 29, 2020

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Pathwise vs. Path-by-Path Uniqueness

Wednesday

May 6, 2020

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Stochastic quantization of LCFT

Wednesday

May 13, 2020

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations

Wednesday

May 27, 2020

12:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Optimal control of nonlinear stochastic differential equations on Hilbert spaces

Wednesday

June 3, 2020

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

On distribution dependent SDEs with singular drifts

Wednesday

June 10, 2020

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Large $N$ Limit of the $O(N)$ Linear Sigma Model via Stochastic Quantization

Wednesday

June 17, 2020

12:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Non-uniqueness in law of stochastic 3D Navier--Stokes equations

Wednesday

June 24, 2020

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Heat kernel and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

Tuesday

June 30, 2020

10:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Stochastic Euler equations: a geometric approach

Wednesday

July 8, 2020

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Global solutions for quasilinear SPDEs via the boundedness-by-entropy method

Wednesday

July 15, 2020

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case

Wednesday

December 9, 2020

12:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Singular HJB equations with applications to KPZ on the real line

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Synchronisation by noise for the stochastic quantisation equation in dimensions 2 and 3

Wednesday

December 16, 2020

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Large deviations for first-order scalar conservation laws with stochastic forcing

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Stochastic solutions to evolution equations of non-local branching processes

Wednesday

January 6, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Non-equilibrium fluctuations in interacting particle systems and conservative stochastic PDE

Tuesday

January 12, 2021

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

tba

Wednesday

January 13, 2021

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Variational methods for a singular SPDE yielding the universality of the magnetization ripple

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Mean-Field Limit and Quantitative Estimates with Singular Attractive Kernels

Wednesday

January 20, 2021

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Dissipation enhancement by transport noises and applications

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Exponential Convergence in Entropy of McKean-Vlasov SDEs

Wednesday

February 3, 2021

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Approximation of measures by finite-dimensional projections

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

SDEs with drifts in the critical spaces: weak solutions

Wednesday

February 10, 2021

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

On the Ambrosio-Figalli-Trevisan superposition principle

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Regularity results for generalized Mehler semigroups and their generators

Wednesday

April 21, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes

Wednesday

April 28, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations

Wednesday

May 5, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

SDEs with critical time-dependent drifts: strong solutions

Wednesday

May 12, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness

Wednesday

May 19, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Large Deviations of Kac’s Elastic Particle System

Wednesday

May 26, 2021

14:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

A Bayesian Approach to Quantifying Uncertainty in Divergence Free Flows

Wednesday

June 9, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

From boundary noise to enhanced diffusion and viscosity

Wednesday

June 16, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Stabilization by transport noise and enhanced dissipation in the Kraichnan model

Wednesday

June 23, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Configuration Spaces over Singular Spaces

Wednesday

June 30, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Equilibria of nonlinear distorted Brownian motions

Wednesday

July 7, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space

Wednesday

July 14, 2021

14:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

A priori bounds for quasi-linear parabolic equations in the full sub-critical regime

Wednesday

July 21, 2021

15:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

On a stiff problem in two-dimensional space

Wednesday

October 20, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Multi-bubble Bourgain-Wang solutions to L2-critical nonlinear Schrödinger equation

Wednesday

November 3, 2021

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Exact controllability of nonlinear Fokker-Planck equations with reflecting boundary

15:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Nonlinear Fokker-Planck equations with time-dependent coefficients

16:00 V10-122 Bielefeld Stochastic Afternoon

Infinite Horizon Stochastic Impulse Control with Delay

17:00 V10-122 Bielefeld Stochastic Afternoon

Calculating robust price bounds using generative adversarial nets

Wednesday

November 10, 2021

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Well-posedness of the Dean-Kawasaki equation with correlated noise

15:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type

16:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

BV Functions and Sets of Finite Perimeter on Configuration Spaces

Wednesday

November 17, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Singular kinetic equations and applications

15:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

The second Bogolyubov theorem and global averaging principle for SPDEs with monotone coefficients

16:00 V10-122 Bielefeld Stochastic Afternoon

Success and failure of the financial regulation on a surplus-driven financial company

17:00 V10-122 Bielefeld Stochastic Afternoon

Collapse to the mean and risk sharing with heterogeneous reference probabilities: Beyond convexity

Wednesday

November 24, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Stochastic Generalized Porous Media Equations over $\sigma$-finite Measure Spaces with Non-continuous Nonlinearity

15:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

A Markov process for a continuum infinite particle system with attraction.

Wednesday

December 1, 2021

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

tba

16:00 V10-122 + Zoom Bielefeld Stochastic Afternoon

Stochastic singular control: Existence, characterization and approximation of solutions in cost minimization problems and games

17:00 V10-122 + Zoom Bielefeld Stochastic Afternoon

Gaussian Agency problems and Linear Contracts

Wednesday

December 8, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

A particle model for Wasserstein type diffusion

Wednesday

December 15, 2021

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Optimal regularity in time and space for stochastic porous medium equations

15:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

On the path-continuity of Markov processes

Wednesday

January 19, 2022

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Nonlinear Statistics of Hyperbolic Random Waves

Wednesday

January 26, 2022

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Green measures for Markov processes

15:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Flow selection for (non-linear) Fokker-Planck-Kolmogorov equations

Wednesday

February 2, 2022

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Global existence and non-uniqueness for 3D Navier--Stokes equations with space-time white noise

Wednesday

February 16, 2022

14:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Analytic and probabilistic aspects of Girsanov and Zvonkin transforms and connections with stationary Fokker-Planck-Kolmogorov equations

15:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

On the Kolmogorov equations with coefficients of low regularity

Thursday

April 14, 2022

12:30 ZOOM - Video Conference Bielefeld Stochastic Afternoon

On the Ergodicity of Interacting Particle Systems under Number Rigidity

Wednesday

May 4, 2022

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

On fractal properties of probability distributions generated by Cantor series

15:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Non-normal numbers: new results and open problems

Wednesday

May 11, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Hierarchical Schrödinger operator with the random potential

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

The hard-potential Landau equation: some probabilistic aspects

Wednesday

May 18, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

On a longstanding open problem in the theory of Markov processes

Wednesday

May 25, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Uniqueness for nonlinear Fokker--Planck equations and for McKean--Vlasov SDEs: The degenerate case

Wednesday

June 8, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Existence of optimal control for Fokker-Planck equations in $L^1$

Wednesday

June 15, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions

Wednesday

July 6, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Emergence of phase-locked states for a deterministic and stochastic Winfree model with inertia

Wednesday

July 13, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Green Measures for (Non) Markov Processes with Nonlocal Jump Generator

Wednesday

August 3, 2022

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Random zeros entire functions

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

On state-constrained porous-media system with gradient-type multiplicative noise

Wednesday

August 10, 2022

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Continuous flows driving branching processes and their nonlinear evolution equations

15:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

From Monte Carlo to neural networks approximations of boundary value problems

Wednesday

August 17, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients

Wednesday

October 12, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Transition semigroups and their asymptotic behaviour

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Evolution of Measures on Polish Metric Spaces - Functional Analytic Framework and Application to Structured Population models

Wednesday

October 19, 2022

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

The Trotter product formula for nonlinear Fokker-Planck flows

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Connection between standard and fractional reflected Ornstein-Uhlenbeck processes and their Cox-Ingersoll-Ross counterparts

16:30 V3-201 + Zoom Bielefeld Stochastic Afternoon

Markov property of weak solutions to McKean-Vlasov SDEs

Wednesday

October 26, 2022

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Path-wise central limit theorem and moderate deviations via rough paths for a class of SPDEs with multiplicative small noise.

Wednesday

November 2, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Geometric Perturbation Theory and ICE: A cool part of (azimuthal) sound localization

Wednesday

November 9, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

mean-field limit of non-exchangeable interacting diffusions with singular kernels

Wednesday

November 30, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Ornstein-Uhlenbeck type processes on Wasserstein space

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Nonlinear Fokker-Planck equations with discontinuous coefficients

Wednesday

December 7, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Continuous flow driving a Markov process Lucian Beznea

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Ergodicity of Markov semigroups and application to singular SDEs

Wednesday

December 14, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Singular limits for stochastic equations

Wednesday

December 21, 2022

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Industrial Mathematics, Hypocoercivity and SPDEs

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Mosco convergence of gradient forms with non-convex potentials

16:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

A Biorthogonal Approach to Infinite Dimensional Fractional Poisson Measure

Tuesday

January 17, 2023

10:00 ZOOM - Video Conference Bielefeld Stochastic Afternoon

A density result in with application to doubly nonlinear evolution equations in $L^1$

Wednesday

February 1, 2023

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

On nonlinear Markov processes in the sense of Mc-Kean

Wednesday

April 12, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Sublinear Semigroups associated with Stochastic Processes under Parameter Uncertainty

Wednesday

April 19, 2023

16:00 V2-213 + Zoom Bielefeld Stochastic Afternoon

Dirichlet form approach to diffusions with discontinuous scale

Wednesday

May 3, 2023

14:15 V2-135 Bielefeld Stochastic Afternoon

Markov random fields and applications

Wednesday

May 10, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with $L^q- L^ρ$ Drift Coefficient and Additive Noise

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Pathwise and weak propagation of chaos results related to McKean-Vlasov dynamics with controlled interaction kernel.

16:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Heat kernel estimates for stable-driven SDEs with Besov distributional drift

Wednesday

May 24, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Martingale solutions to the stochastic thin-film equation

Wednesday

June 7, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

EDP-Convergence of Generalized Gradient Flows for Measure-Valued Population Dynamics

Wednesday

June 14, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Markov random fields on configuration spaces and applications to continuum particle systems

Wednesday

June 21, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Functional Ito-Calculus and Predictable Representation for Measure-valued Diffusions

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Large $N$ limit and $1/N$ expansion of invariant observables in $O(N)$ linear $\sigma$-model via SPDE

16:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Recent results on the stochastic/forced 3D Navier--Stokes equations

Wednesday

August 2, 2023

14:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Semimartingales with jumps, weak Dirichlet processes and path-dependent martingale problems

15:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

Nonlinear Dirichlet forms associated with quasiregular mappings

16:00 V3-201 + Zoom Bielefeld Stochastic Afternoon

A probabilistic numerical approach to the inverse Cauchy problem

Wednesday

August 9, 2023

15:30 V3-201 + Zoom Bielefeld Stochastic Afternoon

The nonlinear Fokker-Planck equation as a smooth gradient flow

Wednesday

October 11, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

The Dirichlet–Ferguson Diffusion on the space of probability measures over a closed Riemannian manifold

Wednesday

October 18, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Ergodicity of non-stationary stochastic processes

Wednesday

October 25, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Form-boundedness and singular SDEs: recent progress

Thursday

October 26, 2023

15:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

Strong solutions on SDEs with singular (form-bounded) drifts via Roeckner-Zhao approach.

Wednesday

November 8, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Convergence of diffusions and eigenvalues in rough domains

Wednesday

November 15, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Local Nonuniqueness for Stochastic Transport Equations with Deterministic Drift

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Weighted $L^1$-semigroup approach for nonlinear Fokker—Planck equations and generalized Ornstein—Uhlenbeck processes

Wednesday

November 29, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

The existence for the PDEs system of mean field game

Wednesday

December 13, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Controlling a generalized Fokker-Planck equation via inputs with nonlocal action

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

An Additive Noise Approximation to Keller–Segel–Dean– Kawasaki Dynamics

Wednesday

December 20, 2023

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Feynman integrals via White Noise - some review and some news

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Cameron-Martin Formula for a Class of non-Gaussian Measures

Wednesday

January 10, 2024

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Solving SDEs with singular drifts using PDE techniques

Wednesday

January 17, 2024

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

A priori bounds for 2-d generalised Parabolic Anderson Model

15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

A priori bounds for the dynamical fractional Phi4 model on the torus

Wednesday

April 3, 2024

14:15 ZOOM - Video Conference Bielefeld Stochastic Afternoon

"Well-posedness of McKean-Vlasov SDEs with density-dependent drift"

Wednesday

April 24, 2024

14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

An algebraic geometry of paths via the iterated-integrals signature

16:15 V3-201 Bielefeld Stochastic Afternoon

Reinforcement learning for optimal stopping problems with exploration: A singular control formulation

Wednesday

May 15, 2024

15:15 V3-201+Zoom Bielefeld Stochastic Afternoon

On Young regimes for locally monotone SPDEs

Thursday

July 11, 2024

15:15 H8 + Zoom Bielefeld Stochastic Afternoon

Nonlinear Dirichlet Forms

Friday

July 12, 2024

14:15 V3-201+Zoom Bielefeld Stochastic Afternoon

Strong solutions to a class of degenerate McKean—Vlasov SDEs with coefficients of Nemytskii-type

Wednesday

July 24, 2024

14:15 V3-201 Bielefeld Stochastic Afternoon

An extension problem for the logarithmic Laplacian

15:15 V3-201+Zoom Bielefeld Stochastic Afternoon

The stochastic evolution of an infinite population with logistic-type interaction.

Wednesday

October 16, 2024

14:15 V3-201+Zoom Bielefeld Stochastic Afternoon

Nonuniqueness of Leray Solutions for 3D Stochastic Fractional Navier–Stokes Equations

Wednesday

October 30, 2024

14:15 V3-201+Zoom Bielefeld Stochastic Afternoon

Weak uniqueness for singular stochastic equations driven by fractional Brownian motion

Wednesday

December 11, 2024

11:00 V3-201 Bielefeld Stochastic Afternoon

Control approach to mean field game systems

14:00 V3-201 Bielefeld Stochastic Afternoon

Positive solutions to semilinear Dirichlet problems with general boundary data

15:00 V3-201 Bielefeld Stochastic Afternoon

Construction of Hunt processes by the Lyapunov method and applications to generalized Mehler semigroups

Friday

December 20, 2024

11:00 V3-201 Bielefeld Stochastic Afternoon

Logarithm Sobolev and Poincaré Inequalities for a Class on non-Gaussian Measures: Preliminaries Results

Tuesday

March 25, 2025

14:00 V3-201 Bielefeld Stochastic Afternoon

A Modified Garding-Wightman Axioms with a Modification on the Symmetry of Field Operators, an Explicit Formulation by Means of Complex Valued Random Fields Defined through General Lévy Fields on $\mathbb{R}^d $

Wednesday

April 23, 2025

14:00 V3-201 Bielefeld Stochastic Afternoon

New perspectives on the d'Alembertian from general relativity

Wednesday

June 4, 2025

14:00 V3-201+Zoom Bielefeld Stochastic Afternoon

Spectrum of Lévy-Ornstein-Uhlenbeck semigroups on $\mathbb{R}^d$

241 talks found.
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