7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
Program Details
The workshop will start Thursday, May 18, 2017, at 09:00 and end Saturday, May 20, 2017 at 12:30.
A conference dinner will take place at Brasserie am Gendarmenmarkt, Taubenstraße 30, 10117 Berlin at 6 pm, on Friday, May 19, 2017.
| 09:00-09:30 | David Prömel (ETH Zürich) On Skorokhod Embeddings and Poisson Equations |
| 09:30-10:00 | Alexander Schmeding (NTNU Trondheim) Infinitedimensional Lie groups for regularity structures of SPDEs |
| 10:00-10:30 | Masato Hoshino (Waseda University) Global wellposedness of CGL equation with space-time white noise |
| 10:30-11:00 | Coffee break |
| 11:00-11:30 | Khalil Chouk (TU Berlin) Path by path Regularization by noise for Burgers equation |
| 11:30-12:00 | Martin Weidner (Imperial College London) Global solutions of rough differential equations on manifolds |
| 12:00-12:30 | Bellingeri Carlo (Paris VI) Ito formula on branched rough paths and some interesting consequences |
| 12:30-14:00 | Lunch break |
| 14:00-14:30 | Aurelien Deya (Université Lorraine) q-Brownian motion and rough paths |
| 14:30-15:00 | Yue Wu (TU Berlin) A randomized Milstein method for SDEs with non-differentiable drift coefficients |
| 15:00-15:30 | Xiangchan Zhu (Bielefeld) Dirichlet form associated with \Phi^4_3 model |
| 15:30-16:00 | Coffee break |
| 16:00-16:30 | Scott Andrew Smith (MPI Leipzig) The Boltzmann equation with stochastic kinetic transport |
| 16:30-17:15 | Hendrik Weber (Warwick) The dynamic $\Phi^4_3$ model comes down from infinity We prove an a priori bound for the dynamic $\Phi^4_3$ model on the torus which is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform control over solutions at large times, and thus allows to construct invariant measures via the Krylov-Bogoliubov method. It thereby provides a new dynamic construction of the Euclidean $\Phi^4_3$ field theory on finite volume.Our method is based on the local-in-time solution theory developed recently by Gubinelli, Imkeller, Perkowski and Catellier, Chouk. The argument relies entirely on deterministic PDE arguments (such as embeddings of Besov spaces and interpolation), which are combined to derive energy inequalities. This is joint work with J.-C. Mourrat (Lyon). |
| From 18:00 | Conference Dinner at Brasserie am Gendarmenmarkt (http://www.brasserieamgendarmenmarkt.de/) |
| 09:00-09:30 | Paolo Pigato (WIAS Berlin) Estimation of the parameters of a diffusion with discontinuous coefficients |
| 09:30-10:00 | Martin Redmann (WIAS Berlin) A regression method to solve parabolic rough PDEs |
| 10:00-10:30 | Henri Elad Altman (UPMC Paris) Bismut-Elworthy-Li formulae for Bessel processes |
| 10:30-11:00 | Coffee break |
| 11:00-11:30 | William Salkeld (Edinburgh) Large Deviation Principles for McKean Vlasov SDE's under Holder Norms |
| 11:30-12:00 | Pierre Clavier (Potsdam) Branching processes and renormalization |
| 12:00-12:30 | Nicolas Perkowski (HU Berlin) A weak universality principle for the parabolic Anderson model |
| 12:30 | End of conference |