Conference Agenda

Reconstruction of inhomogeneous turbulence based on stochastic Fourier-type integrals

Markus Antoni, Quinten Kürpick, Felix Lindner, Nicole Marheineke, Raimund Wegener

Stability of travelling wave solutions to reaction-diffusion equations driven by additive noise with Hölder continuous paths

Amjad Saef, Wilhelm Stannat

Analysis of anomalous diffusion processes with random parameters

Hubert Woszczek

Some stochastic aspects of stochastic elliptic inverse problems

Hans-Jörg Starkloff

The interacting Bose gas, loops and interlacements

Wolfgang König, Alexander Zass

Fitting spatial 3D models from stochastic geometry to 2D image data using methods from generative AI

Orkun Furat, Sabrina Weber, Lukas Fuchs, Volker Schmidt

Existence and Non-Existence of Ground States in the Spin-Boson Model

Volker Betz, Benjamin Hinrichs, Mino Nicola Kraft, Steffen Polzer

Enhanced binding for a quantum particle coupled to scalar quantized field

Volker Betz, Tobias Schmidt, Mark Sellke

Physical origin of the fractional Brownian motion and related Gaussian processes arising in the models of anomalous diffusion

Yana A. Kinderknecht, Christian Bender, Mirko D'ovidio, Gianni Pagnini

A probabilistic study of the set of stationary solutions to spatially kinetic-type equations

Glib Verovkin, Sebastian Mentemeier

Analysis of a strongly repulsive particle system chemically interacting with the environment: a stochastic model for the sulphation phenomenon.

Giulia Rui, Daniela Morale, Stefania Ugolini, Adrian Muntean, Nicklas Javergard

Freezing limits of Calogero-Moser-Sutherland particle models

Michael Voit

Simulation of Surface Defects using Voronoi Tessellations

Natascha Jeziorski, Petra Gospodnetic, Claudia Redenbach

A min-max random game on a graph that is not a tree

Natalia Cardona Tobón, Anja Sturm, Jan Meinderts Swart

Random eigenvalues of dual infinite $(p,q)$--nanotubes

Artur Bille, Victor Buchstaber, Pavel Ievlev, Svyatoslav Novikov, Evgeny Spodarev

Multiple-merger coalescents {\it (I)} when the sample size is large, and {\it (II)} in a random environment

Bjarki Eldon

A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-diffusion system for marble sulphation in Cultural Heritage

Leonardo Tarquini, Daniela Morale, Stefania Ugolini

The high-temperature phases of the complex CREM: Beyond weak correlations

Maximilian Fels, Lisa Hartung, Anton Klimovsky

Dimensionality Reduction in Filtering for Stochastic Reaction Networks

Maksim Chupin, Chiheb Ben Hammouda, Sophia Münker, Raúl Tempone

Pricing of geometric Asian options in the Volterra-Heston model

Sascha Desmettre, Florian Aichinger

A comparison principle based on couplings of partial integro-differential operators

Serena Della Corte, Fabian Fuchs, Richard Kraaij, Max Nendel

Semi-static variance-optimal hedging with self-exciting jumps

Giorgia Callegaro, Paolo Di Tella, Beatrice Ongarato, Carlo Sgarra

Optimal Execution Strategies in Short-Term Energy Markets under (Marked) Hawkes Processes

Konstantinos Chatziandreou, Asma Khedher, Sven Karbach

Practical Challenges of Interest Rate Model Calibration

Philipp Mahler

Term structure shapes and their consistent dynamics in the Svensson family

Martin Keller-Ressel, Felix Sachse

Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model

Sascha Günther, Peter Hieber

Fast Bayesian calibration of option pricing models based on sequential Monte Carlo methods and deep learning

Riccardo Brignone, Luca Gonzato, Sven Knaust, Eva Lütkebohmert-Holtz

A network approach to macroprudential buffers

Yuliang Zhang

Computing Systemic Risk Measures with Graph Neural Networks

Lukas Gonon, Thilo Meyer-Brandis, Niklas Weber

Shrinking the Covariance Matrix: A Portfolio Perspective

Nathan Lassance, Rodolphe Vanderveken, Frédéric Vrins

Over-confidence and subjective mortality beliefs in pooled annuity funds

Peter Hieber, An Chen, Manuel Rach

Thin-thick approach to martingale representations on progressively enlarged filtrations

Antonella Calzolari, Torti Barbara

Forecasting Agricultural Financial Risk Using Singular Spectrum Analysis: Case Study of Rainfall and Paddy Rice Crops in Indonesia

Rana Amani Desenaldo, Joern Sass