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November 28, 2022 – December 4, 2022


Wednesday

November 30, 2022

09:00 ZOOM - Video Conference Seminar Zufallsmatrizen

Harmonically confined Riesz gas in one dimension

Satya Majumdar

Project: C6
14:00 V10-122 Mathematical finance / Insurance mathematics

Moral hazard for time-inconsistent agents and BSVIEs

Dylan Possamai

Project: C4
14:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Ornstein-Uhlenbeck type processes on Wasserstein space

Panpan Ren

Project: A5
15:00 V10-122 Mathematical finance / Insurance mathematics

Optimal market making in OTC markets: from optimal control on graphs to applications to FX

Olivier Guéant

Project: C4
15:15 V3-201 + Zoom Bielefeld Stochastic Afternoon

Nonlinear Fokker-Planck equations with discontinuous coefficients

Viorel Barbu

Project: A5
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