Preliminary Programme - Conference

Monday, 6 August 2018

09:00-09:30

Registration

09:30-10:05

Mark Podolskij: Ambit fields. A short survey

10:05-10:40

Mikko S. Pakkanen: Bridging trawl processes and Brownian semistationary processes

10:40-11:10

Coffee Break

11:10-11:45

Arturo Kohatsu-Higa: An IBP formula for a stopped process

11:45-12:20

Jan Rosinski: TBA

12:20-14:00Lunch
14:00-14:35Claudia Strauch: TBA
14:35-15:10Yury A. Kutoyants: On Approximation of the Backward Stochastic Di fferential Equation
15:10-15:40Coffee Break
15:40-16:15Aleksandar Mijatovic: TBA
16:15-16:50Takis Konstantopoulos: TBA
17:00Reception

Tuesday, 7 August 2018

09:30-10:05

Robert Dalang: Global solutions to reaction-diff usion equations with super-linear drift and multiplicative noise

10:05-10:40

Nikolas Perkowski: The 2d continuous parabolic Anderson mode

10:40-11:10

Coffee Break

11:10-11:45

Steen Thorbjørnsen: TBA

11:45-12:20

Octavio Arizmendi: Limit theorems for free Lévy processes

12:20-14:00

Lunch

14:00-14:35Jean Jacod: TBA
14:35-15:10Vytaute Pilipauskaite: Sample autocovariances of random-coefficient AR(1) panel model
15:10-15:45Khalifa Es-Sebaiy: Parameter estimation of general Gaussian processes
16:00Poster Session + Wine & cheese

Wednesday, 8 August 2018

09:30-10:05

Igor Cialenco: Parameter estimation problem for discretely sampled SPDEs

10:05-10:40

Mathias Trabs: Parameter estimation for stochastic PDEs based on discrete observations in time and space

10:40-11:10

Coffee Break

11:10-11:45

Shota Gugushvili: Fast and scalable non-parametric Bayesian inference for Poisson point processes

11:45-12:20

Peter Spreij: Nonparametric Bayesian volatility estimation

12:20-14:00

Lunch

14:00-14:35Ashkan Nikeghbali: TBA
14:35-15:10

Zahar Kabluchko: Profiles of random trees and mod-ø convergence

15:10-15:45Artem Sapozhnikov: TBA
19:00Conference dinner

Thursday, 9 August 2018

09:30-10:05

Offer Kella: TBA

10:05-10:40

Zbigniew Palmowski: TBA

10:40-11:10

Coffee Break

11:10-11:45

Victor Rivero: Stable Lévy processes in a cone

11:45-12:20

Ronnie Loeffen: First passage times for some semi-regenerative processes

12:20-14:00

Lunch