International Conference on Malliavin Calculus and Related Topics

Scientific Program
Conference room : MSA 3520
Monday 12th June 2023
Welcome and Registration
Welcome speeches
10:30-11:15: Davar Khoshnevisan - On the valleys of the stochastic heat equation
11:15-12:00: Xue-Mei Li - The heat and LRD kernels
Lunch break
14:00-14:45: Masha Gordina - Dirichlet boundary problems in metric measure spaces
14:45-15:30: Vlad Bally - Regularity for jump equations using an interpolation method
Coffee break
16:00-16:45: Victor Perez-Abreu - Eigenvalues of fractional Brownian matrix process: An overview
Tuesday 13th June 2023
10:00-10:45: Elisa Alos - Stochastic volatility models: A Malliavin calculus approach
10:45-11:30: Peter Imkeller - Geometric properties of some rough curves via dynamical systems:
                               power variation and local time
Coffee break
12:00-12:45: Sandra Cerrai - Small-mass diffusion approximation for systems of stochastic
                               damped wave equations with variable damping
Lunch break
14:30-15:15: Yuliya Mishura - Divergence of an integral of a process with small ball estimate
15:15-16:00: Ciprian Tudor - Joint convergence on Wiener space
Posters session and drinks
Wednesday 14th June 2023
10:00-10:45: Eulalia Nualart - Everywhere and instantaneous blowup of parabolic SPDEs
10:45-11:30: Arturo Jaramilo - Limit theorems for additive functionals of the fractional Brownian motion
Coffee break
12:00-12:45: Fabrice Baudoin - Generalized stochastic areas, Winding numbers, and hyperbolic Stiefel fibrations
Lunch break
14:30-15:15: Arturo Kohatsu-Higa - Derivative of killed process
15:15-16:00: Soukaina Douissi - Berry-Esseen bounds of the MLE of the drift coefficient
                                    for fractional stochastic heat equations
Train to Luxembourg City
Guided Tour
Conference dinner
Thursday 15th June 2023
10:00-10:45: Martin Hairer - To be announced
10:45-11:30: Etienne Pardoux - The BSPDE approach to uniqueness of the solution of the filtering equations
Coffee break
12:00-12:45: Ana Bela Cruzeiro - Pathwise stochastic control problems
Lunch break
14:30-15:15: Yaozhong Hu - Density Asymptotics of stochastic heat equation
15:15-16:00: Raluca Balan - Hyperbolic Anderson model with Lévy white noise: fluctuations of the spatial average
Coffee break
16:30-17:15:: Xiaoming Song - Stochastic fractional diffusion equations with Gaussian noise rough in space
Friday 16th June 2023
09:30-10:15: Annie Millet - Behavior of solutions to stochastic critical and supercritical focusing NLS equations
10:15-11:00: Marc Arnaudon - Coupling of Brownian motions with set valued dual processes on Riemannian manifolds
Coffee break
11:30-12:15: Karl-Théodor Sturm - Conformally Invariant Random Geometry on Manifolds of Even Dimension
Lunch boxes