The seminar is jointly organized by the groups of Martin Schlather (applied probability), Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics), Claudia Schillings (mathematical optimization), and Claudia Strauch (mathematical statistics) at the University of Mannheim. Wednesday, 12.15-13.00, A5 C116. 

Autumn 2017

DateSpeakerTitle
13.09.2017Sören Christensen (Hamburg)Are American Options European after all?
20.09.2017Christian Mönch (Mannheim)Persistence and Decorrelation for the Rosenblattprocess 
25.10.2017, 11.00-11.45Kirstin Strokorb (Cardiff)Local variance reduction for intrinsically stationary Gaussian random fields and its use for the simulation of Brown-Resnick processes
30.10.2017Vlad Vysotskiy (Sussex), 16.00, C116Stability of overshoots of recurrent random walks
08.11.2017Dirk Blömker (Augsburg)A strongly convergent numerical scheme from EnKF continuum analysis
22.11.2017, 11.00-12.00Kweku Abraham und Sven Wang (Cambridge)
22.11.2017Jonas Latz (München)Multilevel Sequential Monte Carlo for Bayesian Inverse Problems
29.11.2017Randalf Altmeyer (Berlin)
29.11.2017Alex Watson (Manchester)
06.12.2017Stavros Vakeroudis (Samos)

Spring 2017

DateSpeakerTitle
01.03.2017Daria Khromenkova (Mannheim, economics) Restless Strategic Experimentation
05.04.2017Lorenzo Taggi (Darmstadt)Ensembles of self-avoiding polygons
03.05.2017Matthias Krause (Mannheim, computer science)Über Flusschiffren mit beweisbarer "Beyond the Birthday Bound" -Sicherheit gegenüber generischen Angriffen
10.05.2017Konrad Kolesko (Darmstadt)
17.05.2017Daniel Heck (Mannheim, psychology)Quantifying Uncertainty in Transdimensional Markov Chain Monte Carlo
24.05.2017Philip Weißmann (Mannheim)Stochastic potential theory and applications to Lévy processes

Autumn 2016

DateSpeakerTitle
21.09.2016Antonis Papapantoleon (Mannheim)Fréchet-Hoeffding bounds and model-free finance
05.10.2016Wim Schoutens (Leuven)Applied Conic Finance
12.10.2016Elias Strehle (Mannheim)Order Anticipation Strategies in a Model of Transient Price Impact
19.10.2016Lukas Gonon (Zürich)Skorokhod Embedding for Lévy Processes
26.10.2016Claudia Strauch (Heidelberg)Martingale approximation, exponential inequalities and their statistical applications in Markov diffusion models
02.11.2016Dominik Schuhmacher (Göttingen) Convergence rates for the degree distribution in a dynamic network model
09.11.2016,10.45-11.45Ilya Molchanov (Bern)Set-valued portfolios and set-valued risks
09.11.2016Juri Hinz (UT Sydney)Solving Stochastic Switching Problems -- Novel Methods in Applications
15.11.2016Hajo Holzmann (Marburg)Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model
23.11.2016Philipp Harms (Freiburg)Markovian representation of fractional Brownian motion and some
applications in finance
30.11.2016mini-workshop on statistics for stochastic processes 
07.12.2016Damien Ackerer (Lausanne)The Jacobi stochastic volatility model and some variants
07.12.2016, 10:45-11.45, A5 C115Alexander Kalinin (Mannheim)Mild solutions to quasilinear parabolic path-dependent PDEs
14.12.2016Mathieu Rosenbaum (Paris)Rough Heston Model

Spring 2016

DateSpeakerTitle
17.02.2016Philip Weißmann (Mannheim)Composite Likelihood
24.02.2016Martin Dirrler (Mannheim)Conditionally Max-stable Random Fields
02.03.2016*** Stochastik Tage Bochum ***
23.03.2016*** Easter break ***
30.03.2016*** Easter break ***
13.04.2016Jerome Blauth (Mainz)Infinite rate mutually catalytic branching driven by alpha-stabler Lévy processes  
20.04.2016Mario Hefter (Kaiserslautern)Optimal Strong Approximation of the One-dimensional Squared Bessel Process
27.04.2015Andreas Neuenkirch (Mannheim)Rough Paths in a nutshell
04.05.2016Taras Shalaiko (Mannheim)Integral Representations for Fractional Brownian Motion
11.05.2015Matthias Hammer (Berlin)A new look at the symbiotic branching model
25.05.2016Matthias Schulte (Karsruhe)Malliavin-Stein method for Poisson functionals
01.06.2016Andrea Kuntschik (Frankfurt)Balanced Irreducible 2x2 Pólya Urns: Rates of convergence

Autumn 2015

DateSpeakerTitle
01.10.2015Andreas Neuenkirch (Mannheim)Multi-Level Quadrature of Discontinuous Payoffs in the Heston Model
08.10.2015Leif Döring (Mannheim)Perpetual Integrals for Lévy Processes
15.10.2015Sebastian Riedel (Berlin)Random dynamical systems and rough paths
22.10.2015Frank Aurzada (Darmstadt)Persistence probabilities
29.10.2015Anita Behme (München)Invariant distributions of Ito-Lévy processes
05.11.2015Peter Parczewski (Mannheim)Approximation of Skorohod integrals and the Poincaré lemma for Brownian motion
12.11.2015Dimitri Schwab (Mannheim)Mosaic Random Fields on the Sphere
19.11.2015Matti Leimbach (Berlin)Noise-induced Stochastic Stabilization
23.11.2015Vicky Fasen (Karlsruhe)Risk contagion under multivariate regular variation and asymptotic tail independence
26.11.2015*** Kolloquium Heidelberg ***
03.12.2015Lisa Beck (Augsburg)Regularization by Noise for the Stochastic Transport Equation
10.12.2015Jürgen Potthoff (Mannheim)Brownian Motion on Metric Graphs I
17.12.2015Florian Werner (Mannheim)Brownian Motion on Metric Graphs II

Spring 2015

DateSpeakerTitle
20.04.2015Leif Döring (Mannheim)Self-Similar Markov Processes
27.04.2015Andrej Depperschmidt (Freiburg)Behavior of Ancestral Lineages in a Simple Locally Regulated Population Model
04.05.2015Matthias Meiners (Darmstadt)Solutions to Complex Smoothing Equations
11.05.2015Martin Schlather (Mannheim)Simulation of Random Fields
18.05.2015Kirstin Strokorb (Mannheim)Tail Chains for Markov Chains