Institute for applied mathematics

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Monday 26 May


9:00 Lecture of Nina GANTERT

Einstein relation and homogenization of random media


10:30 Coffee break


11:00

Airam Aseret BLANCAS BENITEZ

On branching process with rare neutral mutations (30min talk)

11:40

Marwa BANNA

Limiting spectral distribution of large sample covariance matrices (15min talk)

12:00

Daryna SOBOLIEVA

Large deviations for SDE's with discontinuous coefficients (15min talk)


12:20 Lunch break


14:00

Alessia NOTA

Derivation of the Fick's law for the Lorentz model in a low density regime (30min talk)

14:40

Aurelia DESHAYES

The contact process with aging (30min talk)

15:20

Dialid SANTIAGO

A brief introduction to McKean-Vlasov processes and their properties (15min talk)

15:40

Elisabeth LEOFF

Continuous Time Regime switching Models in Finance (15min talk)


16:00 Coffee break


16:30

Diana PUTAN

A General Uniqueness Criterion for Gibbs Measures with Non-compact Spins and Some Applications (30min talk)

17:10

Eva LANG

Traveling waves in stochastic neural field equations (30min talk)

17:50

Kirstin STROKORB

A sharp lower bound for the distribution of a max-stable process in terms of its extremal coefficients (15min talk)

18:10

Sonia MAZZUCCHI

Projective systems of funtionals and applications to high order heat-type equations (30min talk)


18:50 Poster session :

Roberta ALBUQUERQUE

Exchangeable random partitions and coalescent theory

Andrea MEIRELES RODRIGUES

Continuous-Time Portfolio Optimisation for a Behavioural Investor

Gamze OZEL KADILAR

The Kumaraswamy-generalized exponential-Weibull distribution

Jia Wei LIM

Analytical solution and asymptotic result for Parisian stopping time densities

Katerina PAPAGIANNOULI

The problem of diffusion exit from a bounded domain

Mouna HADDADI

Option Volatility and Pricing

Natasa PAUNKOSKA

Cooperative Jamming Method used for Increasing Secrecy
  Capacity of Wireless Channels

 


19:30 RECEPTION





Tuesday 27 May


9:00 Lecture of Beatrice de TILIERE

Aspects of the dimer model, spanning trees and the Ising model


10:30 Coffee break


11:00

Hao WU

Intersection of SLE paths (30min talk)

11:40

Luisa ANDREIS

Construction and Properties of Continuous-state Branching Processes with Memory (15min talk)

12:00

Ma Elena HERNANDEZ-HERNANDEZ

Controlled Fractional Dynamic of Particle Systems (15min talk)


12:20 Lunch break


14:00

Marielle SIMON

Energy fluctuations in the disordered harmonic chain (30min talk)

14:40

Elisabeth AGORITSAS

Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation (30min talk)

15:20

Roxana DUMITRESCU

Double reflected BSDEs with jumps and generalized Dynkin games (15min talk)

15:40

You You ZHANG

Joint Law of Excursion and Hitting time for Brownian motion with Application to Parisian Option Pricing (15min talk)


16:00 Coffee break


16:30

Minmin WANG

Decomposition along the diameter of the Brownian CRT (30min talk)

17:10

Oriane BLONDEL

Walkers in glass formers (30min talk)

17:50

Maite WILKE BERENGUER

On the stability of a dynamical system arising in a telecommunication network (15min talk)

18:10

Mihaela PRICOP-JECKSTADT

Convergence analysis for nonlinear Tikhonov regularization in Hilbert scales with adaptive choice of the regularization parameter (15min talk)

18:30

Cristina DI GIROLAMI

Stochastic calculus for non-semimartingales in Banach spaces, an infinite dimensional PDE and some stability results (15min talk)

 

18:50 Group picture

19:30 WORKSHOP DINNER



Wednesday 28 May


9:00 Lecture of Anita WINTER

Invariance principle for variable speed random walks on trees


10:30 Coffee break


11:00

Angelica PACHON

Reconstruction of a many-dimensional scenery with branching random walk (30min talk)

11:40

Katja TRINAJSTIC

Directed random graphs and convergence to the Tracy-Widom distribution (30min talk)


12:20 Closure and Lunch break

News

Prof. Dr. S. Müller erhält den diesjährigen Lehrpreis der Universität Bonn (07.07.17).

Prof. Dr. Michael Ortiz kommt als Bonn Research Chair ans IAM (Pressemitteilung, 29.7.2016).

Prof. Dr. S. Conti erhält den diesjährigen Lehrpreis der Universität Bonn (05.07.2016).

Prof. Dr. Karl-Theodor Sturm, Koordinator des Hausdorff Zentrums für Mathematik an der Universität Bonn, erhält für seine eigene Forschung einen begehrten Advanced Grant des Europäischen Forschungsrats (ERC). (Pressemitteilung 21.04.2016)

Prof. Dr. Stefan Müller has been invited to become full member of the scientific society “Academia Europaea” in November. Only European scientists, who have been recommended by a review board and are confirmed by a vote of the council, can join the society. (06.01.2016)

Contact

Managing Director: Prof. Dr. Anton Bovier
Chief Administrator: Dr. B. Doerffel
geschaeftsfuehrung@iam.uni-bonn.de
Imprint

Mailing address

Institute for Applied Mathematics
University of Bonn
Endenicher Allee 60
D-53115 Bonn / Germany