Thursday, 7.9.2023
08:00 - 08:45 (Oman-Saal, Z.1.29)
Check-In
08:45 - 09:00 (HS 1)
Clemens Heuberger (Dean, Faculty of Technical Sciences): Opening
09:00 - 10:30 (HS 1, Chair: Michaela Szölgyenyi)
Julio Backhoff (University of Vienna): Plenary Talk: Bass Martingales: existence, duality, and their properties
Stefan Rigger (d-fine Austria GmbH): Probabilistic Solutions of the supercooled Stefan Problem
10:30 - 11:00 (Oman-Saal, Z.1.29)
Coffee Break
11:00 - 12:30 (HS 1, Chair: Irene Tubikanec)
Mate Gerencser (TU Wien): Integration along stochastic processes
Jani Nykänen (University of Jyväskylä): Mean field SDEs with a diffusion coefficient discontinuous in the measure component
Benjamin Robinson (University of Vienna): A regularized Kellerer theorem in arbitrary dimension
12:30 - 14:00
Conference picture
Lunch Break (self-organized)
14:00 - 15:30 (HS 1, Chair: Benjamin Robinson)
Minoo Kamrani (Razi University): Approximation of Solutions of SDEs Driven by a fBm with Applications in Mathematical Finance
Xin Zhang (University of Vienna): Comparison of second order PDEs on Wasserstein space
Mohammad Reza Yeganegi (International Institute for Applied Systems Analysis, Austria): Wavelet Phase Difference and Granger Causality: A Simulation Study
Minoo Kamrani (Razi University): Approximation of Solutions of SDEs Driven by a fBm with Applications in Mathematical Finance
Xin Zhang (University of Vienna): Comparison of second order PDEs on Wasserstein space
Mohammad Reza Yeganegi (International Institute for Applied Systems Analysis, Austria): Wavelet Phase Difference and Granger Causality: A Simulation Study
14:00 - 15:30 (HS 2, Chair: Gunther Leobacher)
Lorenz Gilch (University of Passau): Capacity of the Range of Random Walks on Free Products
Francesco Pedrotti (Institute of Science and Technology Austria): Contractive coupling rates and curvature lower bounds for Markov chains
Sándor Guzmics (University of Vienna): Extreme value copulas based on Freund's multivariate lifetime model and some of their properties
Lorenz Gilch (University of Passau): Capacity of the Range of Random Walks on Free Products
Francesco Pedrotti (Institute of Science and Technology Austria): Contractive coupling rates and curvature lower bounds for Markov chains
Sándor Guzmics (University of Vienna): Extreme value copulas based on Freund's multivariate lifetime model and some of their properties
Coffee Break
16:00 - 17:30 (HS 1, Chair: Verena Schwarz)
Anna Paula Kwossek (University of Mannheim): The Euler scheme for rough and stochastic differential equations revisited
Christopher Rauhögger (University of Passau): On the performance of the Euler-Maruyama scheme for multidimensional SDEs with a drift coefficient that is discontinuous in a compact set
Tsiry Avisoa Randrianasolo (Montanuniversitaet Leoben): Numerical Schemes for an Obstacle Problem Appearing in Dynkin Games with Incomplete Information
19:00 - open end (Villa Lido)
Conference Dinner (pay yourself)
Friday, 8.9.2023
09:00 - 10:30 (HS 1, Chair: Ecaterina Sava-Huss)
Lisa Hartung (Johannes Gutenberg University Mainz): Plenary Talk: The Feynman-Kac formula, reaction diffusion equations and Brownian excursions
Boris Jidjou Moghomye (Montanuniversitaet Leoben): On a stochastic Chemotaxis-fluid flow model
10:30 - 11:00 (Oman-Saal, Z.1.29)
Coffee Break
11:00 - 12:30 (HS 1, Chair: Joscha Prochno)
Mathias Sonnleitner (University of Passau): A probabilistic approach to Lorentz balls
Michael Juhos (University of Passau): The large deviation behaviour of lacunary sums
Levi Haunschmid-Sibitz (TU Wien): The Stochastic Six Vertex Speed Process
Mathias Sonnleitner (University of Passau): A probabilistic approach to Lorentz balls
Michael Juhos (University of Passau): The large deviation behaviour of lacunary sums
Levi Haunschmid-Sibitz (TU Wien): The Stochastic Six Vertex Speed Process
11:00 - 12:30 (HS 2, Chair: Mate Gerenscer)
Paul Honore Takam (BTU Cottbus-Senftenberg): Optimal Management of a Residential Heating System with a Geothermal Energy Storage
Andreas Celary (WU Vienna): Reproducing Kernel Based Methods for Modelling the Discount Curve
Maximilian Diehl (University of Kaiserslautern- Landau): Compression and Simulation of Large Insurance Portfolios with New Business
Paul Honore Takam (BTU Cottbus-Senftenberg): Optimal Management of a Residential Heating System with a Geothermal Energy Storage
Andreas Celary (WU Vienna): Reproducing Kernel Based Methods for Modelling the Discount Curve
Maximilian Diehl (University of Kaiserslautern- Landau): Compression and Simulation of Large Insurance Portfolios with New Business
Lunch Break (self-organized)
14:00 - 15:30 (HS 1, Chair: Mathias Sonnleitner)
Moritz Dober (University of Vienna): Invariance principle in the random-cluster and Ashkin–Teller models
Panagiotis Spanos (Graz University of Technology): Spread-out Percolation
Maalvladedon Ganet Some (University of Rwanda, BTU Cottbus-Senftenberg): Stochastic Optimal Control of a Prosumer in a District Heating System