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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 Rosiński: Stochastic Dini's theorem and Wiener classes

12:20-14:00Lunch
14:00-14:35Claudia Strauch: Concentration inequalities for diffusion processes and their application to adaptive drift estimation
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: On geometrically convergent simulation of the extrema of Lévy processes
16:15-16:50Takis Konstantopoulos: Compositions of empirical distribution functions and Bernstein operators
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: Free infinite divisibility – an overview

11:45-12:20

Octavio Arizmendi: Limit theorems for free Lévy processes

12:20-14:00

Lunch

14:00-14:35Jean Jacod: Modeling asset prices: small scale versus large scale
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: Limit theorems for random matrices and the Riemann zeta function
14:35-15:10

Søren Asmussen: On some fixed point problems in branching and queueing

15:10-15:45Artem Sapozhnikov: Decoupling inequalities for the random walk loop soup
19:00

Conference dinner at Restaurant Langhoff & Juul, Guldsmedgade 30, 8000 Aarhus C

 

https://www.google.com/maps/place/Guldsmedgade+30,+8000+Aarhus/@56.159526,10.2056322,17z/data=!3m1!4b1!4m5!3m4!1s0x464c3f942a5c2157:0x3b0218e1fc86cd51!8m2!3d56.159526!4d10.2078209

Thursday, 9 August 2018

09:30-10:05

Offer Kella: Infinite server queues with shot noise modulated Poisson

arrivals

10:05-10:40

Zbigniew Palmowski: Yaglom limit for stable processes in cones

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