The seminar is jointly organized by the groups of Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics), Claudia Schillings (mathematical optimization), Claudia Strauch (mathematical statistics), and Klaus D. Schmidt (actuarial science) at the University of Mannheim. Wednesday, 12.00-12.45, B6 A304. 

Autumn 2019

04.09.2019Peter Mörters (Köln)Metastability of the contact process on evolving scale-free networks
11.09.2019Martin Möhle (Tübingen)
18.09.2019Michael Neumann (Jena)
25.09.2019Robert Denk (Konstanz)
25.09.2019Rasmus Waagepetersen (Aalborg)Multinomial logistic regression for multivariate point processes
02.10.2019Lisa Hartung (Mainz)
16.10.2019Oleg Butkovskiy (Berlin)
23.10.2019Masoumeh Dashti (Sussex)
30.10.2019Matti Kiiski (Mannheim)
06.11.2019Kirstin Strokorb (Cardiff)
13.11.2019Günter Last (Karlsruhe)
20.11.2019Michael Kupper (Konstanz)
11.12.2019Matyas Barczy (Szeged)

Summer 2019

20.02.2019Peter Parczewski (Mannheim)Optimal Approximation of Wiener Functionals
27.02.2019Christian Hirsch (Mannheim)Random Networks in Topological Data Analysis & Materials Science
27.03.2019Helmut Pitters (Mannheim)
03.04.2019Markus Heydenreich (München)
08.05.2019Jonas Krampe (Mannheim)Bootstrap Based Inference for Sparse High-Dimensional Times Series Models
15.05.2019Matthias Schulte (Bern)Component Counts in the random connection model
22.05.2019Philip Weißmann (Mannheim)Completely asymmetric stable processes conditioned to avoid an interval
29.05.2019Alex Drewitz (Köln)Branching random walk in random environment and the parabolic Anderson model

Autumn 2018

26.09.2018Philip Weißmann (Mannheim)Lévy processes conditioned to avoid and hit intervals
10.10.2018Sam Baguley (Mannheim)On stable SDEs
17.10.2018Clément Foucart (Paris)Continuous-state branching processes with competition: duality and reflection at infinity
17.10.2018Cyril Labbé (Paris)Localisation of the continuous Anderson hamiltonian in 1d
07.11.2018Sebastian Fuchs (Dortmund)Extreme Negative Dependence and Kandell's Tau
14.11.2018Helmut Pitters (Mannheim)The number of segregating sites converges to the Brownian sheet
21.11.2018Caroline Geiersbach (Wien)Stochastic Approximation for Shape Optimization
28.11.2018Matthias Löffler (Cambridge)Spectral Thresholding for the estimation of Markov chain transition operators
05.12.2018Volker Betz (Darmstadt)
05.12.2018Kolyan Ray (London)
11.12.2018 (Di)Maite Wilke Berenguer (Bochum)Simultaneous migration in the seed bank coalescent

Spring 2018

21.02.2018Philip Weißmann (Mannheim)Lévy processes conditioned to avoid an interval
28.02.2018Stochastiktage Freiburg*****
14.03.2018Leif Döring (Mannheim)Entrance and Exit from Infinity for Stable SDEs
19.03.2018Helmut Pitters (Dresden)Lifting preferential attachment trees yields beta coalescents
10.04.2018Johannes Schmidt-Hieber (Leiden)Statistical theory for deep neural networks with ReLU activation function
25.04.2018Marco Meyer (Hamburg)A Frequency Domain Hybrid Bootstrap for Spectral Means and General Stationary Processes
09.05.2018Moritz Schauer (Leiden)Continuous-discrete smoothing of diffusions
23.05.2018Claudia Strauch (Mannheim)Sub-Norm adaptive estimation of the characteristics of scalar ergodic diffusions
23.05.2018Markus Bibinger (Marburg)Volatility estimation for stochastic PDEs using high-frequency observations
23.05.2018Mathias Vetter (Kiel)A universal approach to estimate the conditional variance in semimartingale limit theorems
23.05.2018Mathias Trabs (Hamburg)Low-rank diffusion matrix estimation for high dimensional time-changed Lévy Processes
30.05.2018Ingmar Schuster (Berlin)Markov chain importance sampling: efficient estimators for Metropolis Hastings and discretized Langevin
30.05.2018Aretha Teckentrup (Edinburgh)Surrogate Models in Large-Scale Bayesian Inverse Problems
30.05.2018Simon Weißmann (Mannheim)Continuous time limit of the Ensemble Kalman filter for inverse problems

Autumn 2017

13.09.2017Sören Christensen (Hamburg)Are American Options European after all?
20.09.2017Christian Mönch (Mannheim)Persistence and Decorrelation for the Rosenblattprocess 
25.10.2017Kirstin 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
22.11.2017Kweku Abraham und Sven Wang (Cambridge)
22.11.2017Jonas Latz (München)Multilevel Sequential Monte Carlo for Bayesian Inverse Problems
29.11.2017Randalf Altmeyer (Berlin)Estimation of Occupation Time Functionals
29.11.2017Alex Watson (Manchester)A probabilistic approach to spectral analysis of growth-fragmentation equations
06.12.2017Stavros Vakeroudis (Samos)Windings of Stochastic Processes

Spring 2017

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

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
09.11.2016Ilya 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
07.12.2016Alexander Kalinin (Mannheim)Mild solutions to quasilinear parabolic path-dependent PDEs
14.12.2016Mathieu Rosenbaum (Paris)Rough Heston Model

Spring 2016

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

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

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