14th Austrian Stochastics Days
ISTA
September 28-29, 2026

Program (preliminary version)

A .pdf version of the preliminary program can be found here.
The book of abstracts can be found here.

Monday, September 28

Session 1 Session 2
09:30–10:00 Registration and welcome
10:00–11:00
Afonso BandeiraRandom matrices, intrinsic freeness, and sharp non-asymptotic inequalitiesPlenary talk
11:00–11:30 Coffee break
11:30–12:30
Irene TubikanecSplitting methods for stochastic Hodgkin-Huxley type systemsPlenary talk
12:35–12:55
Naotaka KajinoTwo-sided heat kernel bounds for √(8/3)-Liouville Brownian motionStatistical physics
Attila LovasA new coupling construction for Markov chains in random environmentsDiscrete probability
13:00–14:30 Lunch
14:30–14:50
Assylbek OlzhabayevSuperconcentration for minimal surfaces in random environmentStatistical physics
Alexander SteinickeA dice game, a multinomial walk, and the inverted Dirichlet distributionFinance, games
14:55–15:15
Christian WagnerOn minimizing curves in a Brownian potentialStatistical physics
Philipp PlankLearning distributed equilibria in linear-quadratic stochastic differential games: an α-potential approachFinance, games
15:20–15:40
Kieran RyanThe Heisenberg XXZ chain, the six-vertex model and the Lorentz mirror model with loop weight 2Statistical physics
Marcus WunschAn occupation-time approach to relative drawdownFinance, games
15:45–16:05
Oleksii KolupaievThe eigenvalues of I.I.D. matrices are hyperuniformStatistical physics
Yekta ErfanMachine learning methods in portfolio optimisationFinance, games
16:05–16:35 Coffee break
16:35–16:55
Benjamin RobinsonTalagrand-type transport inequalities for path spaces over Carnot groupsOptimal Transport
Jere KoskelaNonnegative estimation of functions of probabilitiesStatistics
17:00–17:20
Gudmund PammerA weak transport approach to the Schrödinger–Bass problemOptimal Transport
Jeffrey TseAsymptotic theory for two-sample instrumental variables estimatorsStatistics
17:25–17:45
Katharina SchuhLong-time behaviour for discretization schemes of the Fokker-Planck equation via couplingsOptimal Transport
Kevin WilkBeyond the positive drift: comparing historical and current daily temperature patterns based on two sample statistics for unbalanced dense-sparse functional dataStatistics
18:30 Dinner at Redlingerhütte

Tuesday, September 29

Session 1 Session 2
09:30–10:30
Benny SudakovSupercritical sharpness of percolation beyond ℤd Plenary talk
10:30–11:00 Coffee break
11:00–12:00
Gábor PetePersistence of crossings in dynamical planar percolationPlenary talk
12:10–12:30
Yuval WigdersonRandom subgraphsDiscrete probability
Kate KustarovaDeterministic and Monte Carlo approximation scheme for stochastic differential equations with interactionS(P)DE
12:35–12:55
Mariia KhodiakovaPrecise large deviations of the Ewens-Pitman modelDiscrete probability
Thomas WagenhoferInverting Markovian projections: weak error rates for local stochastic volatility modelsS(P)DE
13:00–14:30 Lunch
14:30–14:50
Zhihan JinAlgebraic aspects of the polynomial Littlewood-Offord problemDiscrete probability
Eduard RotensteinBackward stochastic porous media equation with polynomial growthS(P)DE
14:55–15:15
Yiting WangOptimal anticoncentration of spanning trees in pseudorandom graphsDiscrete probability
Boris Jidjou MoghomyeMartingale solutions for 3D stochastic chemotaxis-fluid modelS(P)DE
15:20–15:40
Fabien BaeriswylA one-stable phase transition in Gibbs partitionsDiscrete probability
Ankit KumarA stochastic Schauder-Tychonoff type theorem and its applicationsS(P)DE
15:45–16:05
Colin DesmaraisK-branching random walk with noisy selection: large population limits and phase transitionsDiscrete probability
Aureliu IonescuViability problems for SDEs in a general Gelfand triple setup using a variational approachS(P)DE
16:05–16:35 Coffee break
16:35–16:55
Anna Paula KwossekPathwise stochastic integration and invariance with respect to the choice of the partition sequenceRough paths
Maria Concetta CampaillaSome recent results on the stochastic sandpile modelSandpiles
17:00–17:20
Harprit SinghA rough path approach to large matrix modelsRough paths
Robin KaiserStochastic sandpiles with uniform topplings on the lineSandpiles
17:25–17:45
Markus TempelmayrChain rule and singular SPDEsRough paths
Julia ÜberbacherLimit shape of single-source stochastic sandpiles with p-topplings on ℤSandpiles
Statistical physics Finance, games Discrete probability S(P)DE Optimal Transport Statistics Rough paths Sandpiles