If you will give a talk, we ask you to send a short abstract by October 16th to Andreas Petersson. Of course participation in the workshop, lunch, coffee breaks and dinner (excluding drinks) is free of charge but registration is mandatory. Details for online participation will be sent out at a date closer to the event.
Coffee and lunch baguettes are served in Abels utsikt while we head to Olivia Restaurant at Aker Brygge for a three course dinner at 18.00. Those who would like to walk there meet up outside Niels Henrik Abels hus at 17.00.
In the following schedule, there is space for either 5 or 10 minutes of questions after each talk.
| Time | Speaker | Title |
|---|---|---|
| 9.30-10.20 (40 + 10) | Jocelyne Bion-Nadal (Ecole Polytechnique, CMAP) | Dynamic convex operators: Application to risk measuring and risk indifference pricing |
| 10.20-10.40 | Break | |
| 10:40-11:00 (15+5) | Fabian Andsem Harang | Regularization by noise in SPDEs |
| 11:00-11:20 (15+5) | Mihaela Puica | A case of spatio-temporal modelling of wind speed data |
| 11:20-11:40 (15+5) | Jasmina Djordjevic | A stochastic epidemical model for the spread of HIV virus |
| 11:40-12:00 (15+5) | Michele Giordano | Maximum principles for infinite dimensional Volterra time-changed dynamics |
| 12:00-13:00 (15+5) | Lunch | |
| 13:00 - 13:50 (40+10) | Kristina Rognlien Dahl (UiO) | The SCROLLER project: A Stochastic ContROL approach to machine Learning with applications to Environmental Risk models |
| 13:50 -14:10 (15+5) | Dennis Schroers | Copulas and Sklar's theorem in infinite dimensions |
| 14:10-14:30 (15+5) | Andreas Petersson | Approximating the covariance operator of the solution to the stochastic wave equation |
| 14:30-14:50 (15+5) | Anton Yurchenko-Tytarenko | Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model |
| 14:50-15:10 | Break | |
| 15:10 -15:30 (15+5) | Emel Savku | Memory and Anticipation: Stochastic Maximum Principle |
| 15:30-15:50 (15+5) | Andrea Fiacco | |
| 15:50-16:10 (15+5) | Alise Danielle Midtfjord | Development of a data-driven warning system for runway conditions |
| 16:10-16:30 (15+5) | Mari Dahl Eggen | Stratospheric Temperature Modelling |
| 18.00 | Dinner at Olivia Restaurant Aker Brygge | |