10th Austrian Stochastics Days,
Vienna, September 8-9, 2022
We are happy to announce that Christa Cuchiero (Universität Wien), Juhan Aru (École Polytechnique Fédérale de Lausanne) and Alexander Steinicke (Montanuniversität Leoben) have accepted to speak!

A social dinner will take place on Thursday evening at Heurigen Schönnbrunn from 7pm. We have reserved a large table there. Please join this social gathering. Drinks and food are paid by everyone themselves. Many thanks!

Heuriger Schönbrunn is located within Schloss Schönbrunn at Kontrollorstöckl, Schönbrunner Schloßstraße 47, A-1130 Wien and is best reached by U4 Station Schönbrunn. You will find the Heurigen between Orangerie and the main entrance of Schloß Schönnbrunn, opposite the coach parking space.

All abstracts can be found in the abstract booklet.

Thursday, 8.9.2022:

09:00 - 10:30
Alexander Steinicke (Montanuniversität Leoben): Predictable and Chaotic Representation Properties – Survey and New Developments
Benedict Bauer (Universität Wien): Self-similar Gaussian Markov processes
Vitalii Makogin (Universität Ulm): Prediction of random variables by excursion metric projections

Coffee Break

11:00 - 12:30
Ecaterina Sava-Huss (Universität Innsbruck): Sandpiles on the gasket
Yuwen Wang (Universität Innsbruck): The heat equation and its applications to mixing time of walks on finite groups
Hanna Oppelmayer (Universität Innsbruck): Random walks in view of commensurated subgroups.
Max Kämper (TU Dortmund): Quantifying the almost sure uniform convergence of eigenvalue-counting functions


14:00 - 15:30
Juhan Aru (École Polytechnique Fédérale de Lausanne): Have you met the Gaussian free field?
William Da Silva (Universität Wien): The growth-fragmentation embedded in space-filling SLE6–explorations of the √8/3–quantum disk
Moritz Dober (Universität Wien): Two phase transition in the planar Ashkin-Teller Model

Coffee Break

16:00 - 17:30
Ben Robinson (Universität Wien): Adapted Wasserstein distance between the laws of SDEs
Alexander Kalinin (Universität München): Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs
Katharina Schuh (Universität Bonn): Global contractivity for Langevin dynamics with distribution-dependent forces
Sebastian Ertel (TU Berlin): Analysis of the Ensemble Kalman–Bucy Filter for correlated observation noise

Friday, 9.9.2022:

09:00 - 10:30
Christa Cuchiero (Universität Wien): Signature methods in stochastic portfolio theory
Felix Liebrich (Leibniz Universität Hannover): Law invariance under heterogeneous beliefs
Paul Eisenberg (WU Wien): Statistical consistent energy term structures have affine geometry

Coffee Break

11:00 - 12:30
Michaela Szölgyenyi (Universität Klagenfurt): Existence, uniqueness, and approximation for jump-driven SDEs with discontinuous drift
Verena Schwarz (Universität Klagenfurt): A jump-adapted higher order scheme for jump-diffusion SDEs with discontinuous drift
Irene Tubikanec (Universität Klagenfurt): Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion
David Scheffels (Universität Mannheim): On the existence of weak solutions to stochastic Volterra equations


14:00 - 15:30
Julie Tourniaire (IST Austria): A branching particle system as a model of semi pushed fronts
Mathias Sonnleitner (Universität Passau): Random approximation of convex bodies in Hausdorff distance
Michael Juhos (Universität Passau): The volume of intersections of p-ellipsoids
Lorenz Frühwirth (TU Graz): Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls

Coffee Break

16:00 - 17:30
Julia Eisenberg (TU Wien): Optimal Reinsurance with Regime-Switching
Simon Pojer (TU Graz): Risk models driven by marked Hawkes processes
Lorenz Riess (Universität Wien): Clustering financial institutions based on Wasserstein distance
Stefan Schrott (Universität Wien): The Wasserstein space of stochastic processes in continuous time