19208111 Seminar zur stochastischen Analysis
Winter Term 2019/2020
Lecturer: Prof. Dr. Nicolas Perkowski
- Time and place: Friday, 10-12h, SR E3 (1.4.31), Arnimallee 14 (Physics building)
Prerequisites: Stochastics I und II.
Target group: BMS students, Master students.
Contents: The seminar treats advanced subjects in probability theory, in particular stochastic analysis. Possible subjects: Mean field SDEs and propagation of chaos; Hidden Markov Models; Long time behavior of Markov chains; Markov chain Monte Carlo; Simulated annealing.
If you want to participate in the seminar please write me an email.
| Date | Speaker | Subject |
| 18.10. | - | First meeting, distribution of topics |
| 25.10. | - | No seminar |
| 01.11. | Tommaso Rosati | Spatial Fleming-Viot processes with rough selection |
| 08.11. | Lukas Gräfner | Stationary Euler equations with white noise initial condition |
| 15.11. | Helena Kremp | A CLT for random walks with random conductances |
| 22.11. | Ana Djurdjevac | Rough transport equations |
| 29.11. | Yannik Gartenbach |
Non-equilibrium fluctuations for weakly asymmetric exclusion processes Different time and place: 12–14h, SR 130, Arnimallee 3 |
| 06.12. | Huanyu Yang |
Localization for a random Schrödinger operator |
| 13.12. | - |
No seminar (Math+ Day) |
| 20.12. | Tal Orenshtein |
A CLT for random walks with random conductances in rough path topology |
| 10.01. | Willem van Zuijlen |
Mass asymptotics for the 2d continuous parabolic Anderson model |
| 17.1. | Margarita Kostre |
Parameter estimation for linear problems |
| 24.1. | Tommaso Rosati |
High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations |
| 31.1. |
Gregorio Moreno Flores (PUC Chile) |
Directed polymers and the stochastic heat equation |
| 7.2. |
- |
No seminar |
| 14.2. |
Dirk Erhard (Salvador) |
2D Anisotropic KPZ equation at stationarity Different time and place: 14:00-15:30, SR 130, Arnimallee 3 |
| 21.2. |
Helena Kremp |
Singular SDEs with Lévy noise Different place: SR 031, Arnimallee 7 |
| 28.2. |
Khoa Le (TU Berlin) |
Stochastic controlled rough paths Different place: SR 140, Arnimallee 7 ("Hinterhaus") |