Upcoming Events

Tuesday, 17.02.2026, 15:00 (WIAS-405-406)

Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Stefanos Theodorakopoulos, TU Berlin:
MFG with rough common noise
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
Motivated by mean-field games (MFG) with common noise on the one hand and pathwise stochastic control theory on the other, we formulate here a linear-quadratic (LQ) MFG with rough common noise, along with a satisfactory well-posedness theory for the linear-quadratic case. A novel Volterra-type (or mild) formulation allows to keep technical (rough-stochastic) consideration to a minimum. We derive a characterization of the optimal state and optimal control through a rough forward-backward stochastic differential equation (rough FBSDE or RFBSDE), and provide an existence and uniqueness result under the usual assumptions. Fi- nally, our results are accompanied by the corresponding stability estimates, while also proving the continuity property of what we call the Lyons-Lions-Ito map for rough mean-field games. (Joint work with Peter K. Friz, Ioannis Gasteratos, Ulrich Horst.)

Further Informations
Dieser Vortrag findet auch via Zoom statt: https://wias-berlin-de.zoom-x.de/j/69982487566

Host
WIAS Berlin

Thursday, 19.02.2026, 10:30 (WIAS-Library)

Software and Data Seminar
Dr. Laura Prieto Saavedra, WIAS Berlin:
The computer servers available at WIAS
more ... Location
Weierstraß-Institut, Hausvogteiplatz 5-7, 10117 Berlin, R411

Further Informations
Seminar Software and Data

Host
WIAS Berlin

Tuesday, 24.02.2026, 15:00 (WIAS-405-406)

Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Jakob Kellermann, WIAS-Berlin:
Signature kernel ridge regression
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Further Informations
Dieser Vortrag findet auch via Zoom statt: https://wias-berlin-de.zoom-x.de/j/69982487566

Host
WIAS Berlin

Wednesday, 25.02.2026, 11:30 (WIAS-406)

Seminar Interacting Random Systems
Marta Dai Pra, Humboldt Universität zu Berlin:
Multi-type logistic branching processes with selection: frequency process and genealogy for large carrying capacities
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We present a model for growth in a multi-species population. We consider two types evolving as a logistic branching process with mutation, where one of the types has a selective advantage. We first study the frequency of the disadvantageous type and show that, once the population approaches the carrying capacity, its evolution converges to a Gillespie-Wright-Fisher diffusion process. We then study the dynamics backward in time: we fix a time horizon at which the population is at carrying capacity and we study the ancestral relations of a sample of individuals. We prove that, provided that the advantageous and disadvantageous branching measures are ordered, this ancestral line process converges to the moment dual of the limiting diffusion. This talk is based on joint work with Julian Kern.

Further Informations
Seminar Interactin Random Systems

Host
WIAS Berlin

March 2 – 4, 2026 (IHP)

Workshop/Konferenz: Leibniz MMS Days 2026
more ... Location
Leibniz Institute for High Performance Microelectronics Frankfurt/Oder

Host
Leibniz Institute for High Performance Microelectronics Frankfurt/Oder
WIAS Berlin

Wednesday, 11.03.2026, 11:30 (WIAS-406)

Seminar Interacting Random Systems
Anh Duc Vu, WIAS Berlin:
tba
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
tba

Further Informations
Seminar Interactin Random Systems

Host
WIAS Berlin

March 16 – 18, 2026 (WIAS-ESH)

Workshop/Konferenz: Workshop Optimal Transport and Noise: OT Meets (S)PDEs
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Technische Universität Berlin
WIAS Berlin

June 1 – 5, 2026 (WIAS-ESH)

Workshop/Konferenz: ESGI 194 - The Berlin Study Group with Industry
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin

July 6 – 8, 2026 (WIAS-ESH)

Workshop/Konferenz: Spreading Dynamics in Random Environment
more ... Location
Weierstraß-Institut, Anton-Wilhelm-Amo-Str. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin