Monday 5 August
09:15-09:50 Jürgen Schmiegel: Incompressible, isotropic and skewed vector ambit fields in two dimensions
09:50-10:25 Orimar Sauri: Limit theorems for trawl processes
10:25-10:55 Coffee break
10:55-11:30 Mikko Pakkanen: Limit theorems linking trawl processes to Brownian moving averages
12:00-13:00 Lunch
14:40-15:15 Loïc Chaumont: Fluctuation theory for spectrally positive additive Lévy fields
15:15-15:50 Andreas Basse-O'Connor: Generalized Itô-Nisio theorem and modes of convergence in series expansions of infinitely divisible processes
15:50-16:20 Coffee break
16:20-16:55 Victor Ulrich Rohde: Multivariate stochastic delay di fferential equations and CAR representations of CARMA processes
16:55-17:30 Mikkel Slot Nielsen: A cointegrated VAR model in continuous time
18:00 Dinner
20:00 Welcome reception
Tuesday 6 August
09:15-09:50 Marta Sanz-Solé: Well-posedness for a class of stochastic wave equations with super-linear coefficients
09:50-10:25 Randolf Altmeyer: Nonparametric drift estimation for linear SPDE's from local measurements
10:25-10:55 Coffee break
10:55-11:30 Carsten Chong: High-frequency analysis of parabolic stochastic PDEs with multiplicative noise
12:00-13:00 Lunch
14:40-15:15 Nakahiro Yoshida: Asymptotic expansion for functionals of a fractional Brownian motion
15:15-15:50 Mathias Mørck Ljungdahl: A minimal contrast estimator of the linear fractional stable motion
15:50-16:20 Coffee break
16:20-16:55 Almut E.D. Veraart: Modelling extremal clustering with trawl processes
16:55-17:30 Steen Thorbjørnsen: On Lévy bases in free probability
18:00 Dinner
Wednesday 7 August
09:15-09:50 Antoine Jacquier: Deep learning and Path-dependent PDEs for rough local stochastic volatility
09:50-10:25 Blanka Horvath: TBA
10:25-10:55 Coffee break
10:55-11:30 Goncalo Dos Reis: TBA
12:00-13:00 Lunch
14:40-15:15 Aleksandar Mijatovic: Invariance principle for local times in regenerative settings
15:15-15:50 Nikolai N. Leonenko: Fractional Pearson diffusions and continuous time random walks
15:50-16:20 Coffee break
16:20-16:55 Bezirgen Veliyev: Limit theorems for ambit fields observed along curves
16:55-17:30 Georgiy Shevchenko: Limit theorems for additive functionals of continuous-time random walk
19:00 Conference dinner
Thursday 8 August
09:15-09:50 Danijel Grahovac: Limit theory for integrated supOU processes
09:50-10:25 Riccardo Passeggeri: QID random measures and processes
10:25-10:55 Coffee break
10:55-11:30 Rimas Norvaisa: Convergence in law of partial sum processes in p-variation norm
11:30-12:05: Vytaute Pilipauskaite: Power variation of some infinitely divisible random fields
12:00: Lunch
