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 |
| 12:20-14:00 | Lunch |
| 14:00-14:35 | Claudia Strauch: Concentration inequalities for diffusion processes and their application to adaptive drift estimation |
| 14:35-15:10 | Yury A. Kutoyants: On approximation of the backward stochastic di fferential equation |
| 15:10-15:40 | Coffee Break |
| 15:40-16:15 | Aleksandar Mijatovic: On geometrically convergent simulation of the extrema of Lévy processes |
| 16:15-16:50 | Takis Konstantopoulos: Compositions of empirical distribution functions and Bernstein operators |
| 17:00 | Reception |
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 |
| 14:00-14:35 | Jean Jacod: Modeling asset prices: small scale versus large scale |
| 14:35-15:10 | Vytaute Pilipauskaite: Sample autocovariances of random-coefficient AR(1) panel model |
| 15:10-15:45 | Khalifa Es-Sebaiy: Parameter estimation of general Gaussian processes |
| 16:00 | Poster Session + Wine & cheese |
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 |
| 14:00-14:35 | Ashkan 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 |
| 15:10-15:45 | Artem Sapozhnikov: Decoupling inequalities for the random walk loop soup |
| 19:00 | Conference dinner at Restaurant Langhoff & Juul, Guldsmedgade 30, 8000 Aarhus C
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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 |
