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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