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Monday 12th June 2023 |
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| 09:15-10:00: |
Welcome and Registration |
| 10:00-10:30: |
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 |
| 12:00-14:00: |
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 |
| 15:30-16:00: |
Coffee break |
| 16:00-16:45: |
Victor Perez-Abreu - Eigenvalues of fractional Brownian matrix process: An overview |
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Tuesday 13th June 2023 |
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| 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: |
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power variation and local time |
| 11:30-12:00: |
Coffee break |
| 12:00-12:45: |
Sandra Cerrai - Small-mass diffusion approximation for systems of stochastic |
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damped wave equations with variable damping |
| 12:45-14:30: |
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 |
| 16:00-...: |
Posters session and drinks |
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Wednesday 14th June 2023 |
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| 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 |
| 11:30-12:00: |
Coffee break |
| 12:00-12:45: |
Fabrice Baudoin - Generalized stochastic areas, Winding numbers, and hyperbolic Stiefel fibrations |
| 12:45-14:30: |
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 |
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for fractional stochastic heat equations |
| 16:00-17:30: |
Train to Luxembourg City |
| 17:30-19:00: |
Guided Tour |
| 19:00-...: |
Conference dinner |
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Thursday 15th June 2023 |
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| 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 |
| 11:30-12:00: |
Coffee break |
| 12:00-12:45: |
Ana Bela Cruzeiro - Pathwise stochastic control problems |
| 12:45-14:30: |
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 |
| 16:00-16:30: |
Coffee break |
| 16:30-17:15:: |
Xiaoming Song - Stochastic fractional diffusion equations with Gaussian noise rough in space |
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Friday 16th June 2023 |
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| 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 |
| 11:00-11:30: |
Coffee break |
| 11:30-12:15: |
Karl-Théodor Sturm - Conformally Invariant Random Geometry on Manifolds of Even Dimension |
| 12:15-...: |
Lunch boxes |