Conference Agenda

Uniform ergodicity for the geodesic slice sampler on compact Riemannian manifolds

Mareike Hasenpflug

Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities

Tuan Anh Nguyen

Bounding adapted Wasserstein metrics

Johannes Wiesel, Jose Blanchet, Martin Larsson, Jonghwa Park

Numerical Methods for SDEs on Manifolds

Alexander Paul Lewis

Regularizaiton by noise and approximations of singular kinetic SDEs

Chengcheng Ling

Adaptive approximation of jump-diffusion SDEs with discontinuous drift

Verena Schwarz

Learning Stochastic Reduced Models from Data: A Nonintrusive Approach

Jan Martin Nicolaus, Melina Freitag, Martin Redmann

On the mathematical theory of continuous time Ensemble Kalman Filters

Sebastian Ertel

Learning to steer with Brownian noise

Stefan Ankirchner, Sören Christensen, Jan Kallsen, Philip Le Borne, Stefan Perko

Some insight in jumps of Dunkl processes and connections to Gilat's theorem

Jeannette H.C. Woerner

On nonlocal Neumann problem and corresponding stochastic process

Pawel Sztonyk

Self-intersection local times of Volterra Gaussian processes

Olga Iziumtseva, Wasiur R. KhudaBukhsh

Vague and basic convergence of signed measures

Michael Staněk

Drift Parameter Estimation of Discretely Observed High-Dimensional Diffusion Processes.

Francisco Pina

Testing the rank of the spot covariance matrix of a multidimensional semi-martingale

Janine Steck, Markus Reiß

Adaptive Elastic-Net Estimation for Ergodic Diffusion Processes: oracle properties and non-asymptotic bounds

Francesco Iafrate

Non-ergodic statistics for stationary-increment harmonizable stable processes

Ly Viet Hoang, Evgeny Spodarev

Collisions in one-dimensional particle systems

Sergio Andraus, Nicole Hufnagel, Jacek Małecki

The level of self-organized criticality in oscillating Brownian motion: stable limiting distribution theory for the MLE

Johannes Brutsche, Angelika Rohde

Brownian motion conditioned to have restricted $L_2$-norm

Frank Aurzada, Mikhail Lifshits, Dominic Schickentanz

Non-parametric estimation for linear SPDEs on arbitrary bounded domains based on discrete observations

Mathias Trabs

Persistence for Spherical Fractional Brownian Motion

Max Peter Helmer, Frank Aurzada

Multivariate Fractional Brownian Motion: Correlation structure, statistics and applications to improve forecasting

Markus Bibinger, Michael Sonntag

Sampling inverse subordinators and subdiffusions

Ivan Biočić, Daniel Eduardo Cedeño Girón, Bruno Toaldo

On a finite-velocity random motion related to a modified Euler-Poisson-Darboux equation

Barbara Martinucci, Serena Spina

Approximating nonlinear dynamics by low-dimensional linear SDEs

Christian Bayer, Martin Redmann

Deep Operator BSDE: a Numerical Scheme to Approximate the Solution Operators

Pere Diaz Lozano, Giulia Di Nunno

Estimates of kernels and ground states for Schrödinger semigroups

Miłosz Baraniewicz

Progressive intrinsic ultracontractivity and ergodicity properties of discrete Feynman-Kac semigroups and related operators

Mateusz Kornel Śliwiński

Intrinsic ultracontractivity of Feynman-Kac semigroups for cylindrical stable processes

Kinga Sztonyk

Kato bounded Harnack inequality for Schrödinger operators on manifolds

Robert Baumgarth

Quasi-infinitely divisible distributions

Alexander Lindner

Divisibility of probability measures

David Berger