The current pandemic is still reducing our free travelling possibilities, but the wish to keep supporting the interests in stochastics and support interactions and networking. For this, we organise a 1-day workshop.
This is going to be held on zoom and it is open to everyone interested in stochastics and its applications.
This event is organised by the collaboration of the University of Wuppertal in Germany, Tunis El Manar University in Tunisia, Dublin City University in Ireland, and STORM at UiO. Indeed, we used to have yearly conferences in Tunisia, in the beautiful Hammamet, but these two past years such nice appointment could not take place. For this, we still keep up the network with a much restricted, but very enjoyable event. You are very welcome to participate!
Registration is free but mandatory for the participation, please follow the link (opened until November 10th)
| Speaker | Topic | |
|---|---|---|
| 9:00 | Opening | |
| 9:15 | Yuri Kondriatiev |
From random times to fractional evolution equations |
| 10:00 | Stefania Ugolini |
Bose-Einstein Condensation: relative entropy and related convergence results |
| 10:45 | Break | |
| 11:00 | Peter Imkeller |
On the geometry of some rough Weierstrass and Takagi type curves: SBR measure and local time |
| 11:45 | Olfa Draouil | White noise approach to time changed processes |
| 12:30 | Lunch | |
| 13:30 | Nicole El Karoui |
Revealed utilities, an inverse forward problem problem |
| 14:15 | Paolo Guasoni |
Rogue Traders |
| 15:00 | Bernt Øksendal | Fokker-Planck PIDE for McKean-Vlasov diffusions with jumps, and applications to HJB equations and optimal control |
| 15:45 | Closure |
Abstracts of the talks can be found here.