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19208111 Seminar zur stochastischen Analysis

Winter semester 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


Gregorio Moreno Flores (PUC Chile)

Directed polymers and the stochastic heat equation



No seminar


Dirk Erhard (Salvador)

2D Anisotropic KPZ equation at stationarity

Different time and place: 14:00-15:30, SR 130, Arnimallee 3


Helena Kremp

Singular SDEs with Lévy noise

Different place: SR 031, Arnimallee 7 


Khoa Le (TU Berlin)

Stochastic controlled rough paths

Different place: SR 140, Arnimallee 7 ("Hinterhaus")