Research seminar applied stochastics

Date Lecturer Topic
2023-05-30, 2:00 p.m. F. Z. Lahbiri
(FU Hagen)
Abstract Parabolic Equations with Boundary White Noise: Integrated Semigroup Approach
2023-06-06, 2:00 p.m. S. Riedel
(FU Hagen)
Random dynamical systems and rough paths
2023-06-12, 2:00 p.m. M. Ghani Varzaneh
(FU Hagen)
On the dynamics of the partial differential equations perturbed by a Gaussian multiplicative rough noise.
2023-07-11, 2:00 p.m. A. M. Blumenthal
(Georgia Institute of Technology)

Tractability of chaotic dynamics of noisy systems

2023-10-10, 2:00 p.m. P. Pfeiffer
(FU Hagen)

Quasi norm estimates for the sine kernel (aka beating a dead horse)

2023-10-17, 3:00 p.m. C. Ling
(TU Wien)
Regularization by noise
2023-10-24, 2:00 p.m. A. Neamtu
(Uni Konstanz)
Bifurcation theory for SPDEs: finite-time Lyapunov exponents and
amplitude equations
2023-10-31, 2:00 p.m. M. Täufer
(FU Hagen)
Quantitative unique continuation for the Landau operator and Application to Anderson Localization
2023-11-07, 3:00 p.m. Y. Kharou
(Ibn Zohr, Agadir)
Observation and Control for Evolution Operators
2023-11-14, 2:00 p.m. M. Dieye
(Polytechnic School of Thiès)
Controllability of some nonlocal-impulsive Volterra evolution systems via measures of noncompactness
2023-11-21, 2:00 p.m. A. Kemper
(Uni Bielefeld)
A Principal-Agent Framework for Optimal Incentives in Renewable Investments
2023-12-05, 4:00 p.m. Chr. Kühn
(TU München)
Stochastic Patterns: From Translation to Rotation
2023-12-12, 2:00 p.m. Z. Jin
(USTC, Anhui)
Propagation phenomena for non-autonomous Fisher-KPP equations with nonlocal diffusion
2024-01-09, 2:00 p.m.

M. Engel
(FU Berlin)

On the pitchfork bifurcation for the Chafee-Infante equation with additive noise

2024-01-16, 2:00 p.m.

M. Brachetta
(Politecnico, Milano)

A self-excited risk model for insurance: optimal control via BSDEs

2024-01-23, 2:00 p.m. P. Hager
(HU Berlin)

Advancing Optimal Stochastic Control with Signatures

2024-01-30, 2:00 p.m. F. Primavera
(Uni Wien)

Itô's formula for non-anticipative functionals of càdlàg rough paths