Conference Agenda

Causality in Dynamical Systems

Jonas Peters

Deep Learning of Multivariate Extremes via a Geometric Representation

Callum John Murphy-Barltrop, Reetam Majumder, Jordan Richards

Affine Invariance in Continuous-Domain Convolutional Neural Networks

Ali Mohaddes, Johannes Lederer

PAC-Bayesian optimization for deep stochastic neural networks using spatio-temporal data.

Lorenzo Proietti, Imma Valentina Curato

Survival of an infection under dilutions in space and time

Benedikt Jahnel, Anh Duc Vu

On the contact process on dynamical random graphs with degree dependent dynamics

Anja Sturm, Natalia Cardona Tobon, Marcel Ortgiese, Marco Seiler

Meeting times via singular value decomposition

Anton Klimovsky, Thomas van Belle

A Random Walk Approach to Broadcasting on Random Recursive Trees

Ernst Althaus, Lisa Hartung, Rebecca Steiner

Fitness valleys, pit stops and changing environment

Manuel Esser, Anna Kraut

The two-size Wright--Fisher model: an analysis via (uniform) renewal theory

Gerold Alsmeyer, Fernando Cordero, Hannah Dopmeyer

Coalescents with migration in the moderate regime

Sophia-Marie Mellis, Fernando Cordero, Emmanuel Schertzer

Consistency and Central Limit Results in the (Recent) Admixture Model

Carola Sophia Heinzel

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

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

Bayesian inference in semi-linear SPDEs using spatial information

Sascha Robert Gaudlitz, Randolf Altmeyer

Parameter estimation for the stochastic Burgers equation

Josef Janák

Parameter estimation in hyperbolic linear SPDEs from multiple measurements

Eric Ziebell, Anton Tiepner

Should I invest in the market portfolio? - A parametric approach

Jan Kallsen

Pathwise stability of log-optimal portfolios

Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Prömel

Sufficient Conditions for Utility Functions in Robust Utility Optimization

Philip Biegel, Jörn Saß

Robust Utility Maximization in Continuous Time: Convergence and Updating the Uncertainty Sets

Jörn Sass

A Test of Independence over Periods of Time for Locally Stationary Processes

Carina Beering

Estimation for Markov Chains with periodically missing observations

Ursula U. Müller

Tapered covariance matrix estimation for lattice processes

Antonio Fioravanti, Carsten Jentsch

Modeling multiplex networks

Sofia Charlotta Olhede

Clustering Experts with Bandit Feedback of their Performance in Multiple Tasks

Victor Thuot, Maximilian Graf, Nicolas Verzelen

Permutation Estimation for Crowdsourcing

Maximilian Graf, Alexandra Carpentier, Nicolas Verzelen

A random measure approach to reinforcement learning in continuous time

Christian Bender, Thuan Nguyen

Preferential attachment trees with vertex death

Bas Lodewijks, Markus Heydenreich

Cluster sizes in subcritical soft Boolean models

Benedikt Jahnel, Lukas Lüchtrath, Marcel Ortgiese

Inhomogeneous random graphs of preferential attachment type: Supercritical behaviour

Lucas Schätze, Peter Mörters

Loops vs percolation

Andreas Klippel, Volker Betz, Benjamin Lees, Christian Mönch

Information criteria for the number of directions of extremes in high-dimensional data

Lucas Butsch, Vicky Fasen-Hartmann

Principal component analysis for max-stable distributions

Felix Reinbott, Anja Janßen

An Alternative Approach to Power Law Dynamics in Preferential Attachment Models

Anja Janßen, Max Ziegenbalg

Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes

Mahmoud Khabou, Giovanni Luca Torrisi

3D-Analysis of tumor spheroids

Anja Voss-Böhme

A maximum likelihood estimator for composite models

Tamara Schamberger, Florian Schuberth, Yves Rosseel, Jörg Henseler

Robust Multivariate linear models for multivariate longitudinal data

Keunbaik Lee

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

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

Stability of geometrically recurrent time-inhomogeneous Markov chains

Vitaliy Golomoziy

Analyticity of the Capacity of the Range of Random Walks

Lorenz Gilch

XVA analysis in incomplete markets

Francesca Biagini, Alessandro Gnoatto, Katharina Oberpriller

Estimation of dynamically recalibrated affine and polynomial models in finance

Ivo Richert, Jan Kallsen

Weak Error Rates for Local Stochastic Volatility Models

Thomas Wagenhofer, Peter K. Friz, Benjamin Jourdain, Alexandre Zhou

Discrete approximation of risk-based pricing under volatility uncertainty

Michael Kupper

Mean field control with infinite dimensional common noise

François Delarue

Kalikow decomposition for the study of neuronal networks: simulation and learning

Patricia Reynaud-Bouret

Effective fluctuating continuum models for SGD with small learning rate, or in overparameterized limits

Benjamin Gess

Learning of deep convolutional network image classifiers via stochastic gradient descent and over-parametrization

Michael Kohler, Adam Krzyżak, Alisha Sänger

Optimal Rates for Forward Gradient Descent based on Multiple Queries

Niklas Dexheimer, Johannes Schmidt-Hieber

Stochastic Modified Flows for Riemannian Stochastic Gradient Descent

Benjamin Gess, Sebastian Kassing, Nimit Rana

$L^1$-compression and percolation on graphs

Konstantin Recke, Chiranjib Mukherjee

Edge Exchangeable Random Graphs: Connectedness, Completeness and Normality

Edward Eriksson

Robustness in the Poisson Boolean model with convex grains

Peter Gracar, Marilyn Korfhage, Peter Mörters

Dimensions of limsup sets on trees

Tobin Johannes Ott

Optimal Control of a fractional Noise-Perturbed Nonlinear Schroedinger Equation

Wilfried Grecksch

Finite Dimensional Projections of HJB Equations in the Wasserstein Space

Andrzej Swiech, Lukas Wessels

On the maximal regularity of SPDEs on non-smooth domains

Petru A. Cioica-Licht

Solution theory for the stochastic thin film equation with spatially colored noise

Antonio Agresti, Konstantinos Dareiotis, Benjamin Gess, Manuel Victor Gnann, Max Sauerbrey

On multi-type Cannings models and their multi-type limiting coalescents

Martin Möhle

A conditional coalescent limit in fixed pedigrees

Frederic Alberti, Matthias Birkner, Wai Tong Fan, John Wakeley

A central limit theorem for measure-valued Reed–Frost epidemics

Tobias Bernstein

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

Risk measures based on target risk profiles

Jascha Alexander, Christian Laudagé, Jörn Saß

Multi-asset return risk measures

Christian Laudagé, Felix-Benedikt Liebrich, Jörn Sass

Some remarks on the effect of risk sharing and diversification for infinite mean risks

Alfred Müller

Perpetual American Options in a Two-Dimensional Black-Merton-Scholes Model

Pavel V. Gapeev, Goran Peskir

Asymptotics for large-dimensional projection matrices

Stanislav Anatolyev, Maksim Smirnov

Change point detection in the mean of functional data with covariance operator offsetting

Hedvika Ranošová, Claudia Kirch, Martin Wendler

Asymptotic Behavior of PCA Projections for Multivariate Extremes

Holger Drees

On uniqueness of the set of $k$-means

Javier Cárcamo, Antonio Cuevas, Luis Alberto Rodríguez Ramírez

Siegmund Duality and Time Reversal of Lévy-type Processes

Anita Behme, Henriette Heinrich, Alexander Lindner

Parameter estimation for polynomial models

Henrik Valett, Jan Kallsen

Optimal Control of McKean-Vlasov Stochastic Partial Differential Equations

Johan Benedikt Spille, Wilhelm Stannat

Limit Theorem for Trace of the Squared Sample Correlation Matrices in High Dimensions

Johannes Heiny, Xuechun Hu

Multiple Contrast Test for Youden-Indices in Factorial Diagnostic Trials

Dirk Schomburg, Frank Konietschke

Mixed moving average field guided learning with unbounded losses

Jasmin Sternkopf, Imma Valentina Curato

Stable convergence in law in approximation of stochastic integrals with respect to diffusions

Snježana Lubura Strunjak

Perpetual American standard and lookback options in models with progressively enlarged filtrations

Pavel V. Gapeev, Libo Li

A comparison of multiple imputation algorithms

Jürgen Kampf, Iryna Dykun, Tienush Rassaf, Amir Abbas Mahabadi

Efficient Estimation of a Gaussian Mean with Local Differential Privacy

Nikita P. Kalinin, Lukas Steinberger

STATISTICAL GUARANTEES FOR APPROXIMATE STATIONARY POINTS OF SHALLOW NEURAL NETWORKS

Mahsa Taheri, Fang Xie, Johannes Lederer

Adaptive Kernel Density Estimation in L2-norm using artificial data

Alejandro Emilio Pereira, Karine Bertin, Vincent Rivoirard

Measuring Dependence between Events

Marc-Oliver Pohle, Timo Dimitriadis, Jan-Lukas Wermuth

Testing Monotonicity of Regression in Sublinear Time

Zhi Liu, Housen Liu, Axel Munk

Some results on statistical classification

Lea Willems

Statistics and calibration for rough volatility: misconceptions and optimal procedures'

Mathieu Rosenbaum

Conditioning the logistic continuous state branching process on non-extinction

Clement Foucart, Victor Rivero, Anita Winter

Limit Theorems for Branching Processes with Thresholds

Giacomo Francisci, Anand N Vidyashankar

Bridging Data and Decisions: A Method for Optimization under Uncertainty using Regression Residuals

Guzin Bayraksan

Flow matching vs. kernel density estimation

Lea Kunkel, Mathias Trabs

Detecting the memorizing effect in generative AI

Gero Junike, Solveig Flaig, Ralf Werner

Fixed-points of the distributional Bellman operator

Julian Gerstenberg, Ralph Neininger, Denis Spiegel

Transport Dependency: Optimal Transport Based Dependency Measures

Thomas Staudt, Thomas Giacomo Nies, Axel Munk

Random connection hypergraphs

Morten Brun, Christian Hirsch, Peter Juhasz, Moritz Otto

Graph and Hypergraph limits

Giulio Zucal

Multivariate normal approximation for stabilizing functionals with binomial input in the convex distance

Arash Roostaei, Matthias Schulte

Maximal degree in a window for Beta-Delaunay and Beta-Prime-Delaunay Triangulations

Joseph Gordon, Gilles Bonnet

Probabilistic approach to semi-linear elliptic equations with measure data

Tomasz Klimsiak, Andrzej Rozkosz

A nonlinear stochastic convection-diffusion equation with reflection

Niklas Sapountzoglou, Aleksandra Zimmermann, Yassine Tahraoui, Guy Vallet

Functional and Cheeger-type inequalities for Brownian motion with sticky-reflecting boundary diffusion

Marie Bormann, Max von Renesse, Feng-Yu Wang

The quenched Edwards–Wilkinson equation with Gaussian disorder

Toyomu Matsuda, Jaeyun Ji, Willem van Zuijlen

Extreme values of permutation statistics and triangular arrays

Philip Dörr, Thomas Kahle, Johannes Heiny

Spatio-temporal statistical modeling of the occurrence of extreme events

Carolin Forster, Marco Oesting

Convergence of Extremal Processes in Spaces of Growing Dimension

Bochen Jin

Bayesian Inference for Functional Extreme Events Defined via Partially Unobserved Processes

Max Thannheimer, Marco Oesting

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

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

The fundamental theorem of asset pricing with and without transaction costs

Christoph Kühn

On the absence of arbitrage in diffusion markets with reflection and skewness

Alexis Anagnostakis, David Criens, Mikhail Urusov

Equilibrium Asset Pricing with Epstein-Zin Stochastic Differential Utility

Andreea Popescu, Martin Herdegen

Mean-variance equilibria in continuous time

Nikolaos Constantinou, Christoph Czichowsky, Martin Herdegen, David Martins

Sequential Monte Carlo depth computation with statistical guarantees

Felix Gnettner, Claudia Kirch, Alicia Nieto-Reyes

Lower Complexity Adaptation for Empirical Entropic Optimal Transport

Michel Groppe, Shayan Hundrieser

Simultaneous Estimation of Model Evidence and Posterior Predictive Distributions with Non-equilibrium Thermodynamic Integration

Daniel Nickelsen

Axiomatic characterisation of generalized $\psi$-estimators

Mátyás Barczy, Zsolt Páles

An arginf continuous mapping theorem with application in regression analysis

Niklas Rosar

Sharp oracle inequalities and universality of the AIC and FPE

Georg Köstenberger, Moritz Jirak

What are the Clopper-Pearson bounds, simply if a bit roughly?

Lutz Mattner

A spatial measure-valued model for chemical reaction networks in heterogeneous systems

Amandine Véber

Existence of equilibria in Dynkin games of war-of-attrition type

Boy Schultz, Sören Christensen

Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale

Maurycy Rzymowski

Multiple Poisson Integrals: from U-statistics to Poincaré inequalities

Giovanni Peccati

Optimization of high-dimensional random functions

Felix Benning

Towards Applying Regression Techniques for Counterfactual Reasoning

Kilian Rückschloß

Lévy Langevin Monte Carlo

David Oechsler

Bayesian Filtering for SPDEs with Spatio-Temporal Point Process Observations

Jan Szalankiewicz, Cristina Martinez-Torres, Wilhelm Stannat

On the existence of weak solutions to mean-field stochastic Volterra equations

Martin Bergerhausen, David J. Prömel

Ergodicity for stochastic Volterra processes

Luigi Amedeo Bianchi, Stefano Bonaccorsi, Ole Cañadas, Martin Friesen

Limit theorems for general functionals of Brownian local times

Simon Campese, Nicolas Lengert, Mark Podolskij

Phase transitions for linear spectral statistics of sample correlation matrices in high dimension

Johannes Heiny

A sharper Lyapunov-Katz central limit error bound for i.i.d. summands Zolotarev-close to normal

Lena Jonas

The free additive convolution of semicircular and uniform distribution

Martin Auer, Michael Voit

Central limit theorem for convex expectations

Jonas Blessing, Michael Kupper

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

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

A Pareto tail plot and the principle of a single huge jump

Bernhard Klar

Shrink-Swell Soils: Modelling and Pricing with Mean-Reverting Regime-Switching Lévy Processes

Aleksandr Pak, Olivier Le Courtois, Lorenz Schneider

On the Range Process of a L\'{e}vy Risk Process with Fair Valuation of Insurance Contract

Mohamed Amine Lkabous, Zijia Wang, Mengni Yang

Optimal control of stochastic delay differential equations and applications to portfolio optimization and optimal advertising

Filippo de Feo

Time-consistent asset allocation for risk measures in a Lévy market

Felix Fießinger, Mitja Stadje

An investmentproblem with incomplete information

Fabian Gierens, Berenice Neumann

A Hot Topic: Modeling Prosumer Heat Storage with a Markov Decision Process

Nicole Bäuerle, Florian Döttling

Monitoring Time Series with Short Detection Delay

Tim Manfred Kutta

Functional AR-Sieve Bootstrap for Change-Point Tests

Martin Wendler, Efstathios Paparoditis, Lea Wegner

Two change point tests for a gradual change in the Poisson INARCH(1)-process

Florian Schirra, Schwaar Stefanie, Saß Jörn

Delayed Acceptance Slice Sampling: A Two-Level Method For Improved Efficiency In High-Dimensional Settings

Kevin Bitterlich, Björn Sprungk, Daniel Rudolf

Metropolis-adjusted interacting particle sampling

Bjoern Sprungk, Simon Weissmann, Jakob Zech

A Unified Framework for Pattern Recovery in Penalized Estimation

Ulrike Schneider, Patrick Tardivel, Tomasz Skalski, Piotr Graczyk

Robust posterior sampling using the multiple Laplace approximations

Hanyue Gu, Björn Sprungk

Convergence Rates for the Maximum A Posteriori Estimator in PDE-Regression Models with Random Design

Maximilian Siebel

Shift-Dispersion Decompositions of Wasserstein and Cramér Distances

Johannes Resin, Daniel Wolffram, Johannes Bracher, Timo Dimitriadis

Uncovering Intrinsic Decompositions: A Tool to Interpret Statistical Distances

Andreas Eberl

Unlinked regression under vanishing variance

Ricardo Blum, Johannes Krebs, Enno Mammen

Modelling contagious bank runs

Luitgard Anna Maria Veraart

Statistical guarantees for stochastic Metropolis-Hastings

Sebastian Bieringer, Gregor Kasieczka, Maximilian Steffen, Mathias Trabs

Lévy Langevin Monte Carlo for heavy-tailed target distributions

Claudius Lütke Schwienhorst, Anita Behme

Stability and instability of almost-surely invariant structures in stochastic systems

Alex Blumenthal, Sam Punshon-Smith, Jacob Bedrossian

A regularized Kellerer theorem in arbitrary dimension

Gudmund Pammer, Benjamin A. Robinson, Walter Schachermayer

On the weak representation property in progressively enlarged filtrations

Paolo Di Tella

Limit Laws for Critical Dispersion on Complete Graphs

Umberto De Ambroggio, Tamás Makai, Konstantinos Panagiotou, Annika Steibel

A Lévy-Itô decomposition for non-stationary processes on Lie groups

Anita Behme, Markus Riedle, Shend Thaqi

Poissonian pair correlations for dependent

Jasmin Fiedler

Small-scale asymptotic structure of ordered uniform k-spacings

Andrii Ilienko

An approximation for the quantiles of the maxima

Daniel Peer, Moritz Jirak

Decay of correlations for the massless hierarchical Liouville model in infinite volume

Michael Hofstetter, Ofer Zeitouni

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

Competitive portfolio optimization via a value-at-risk based constraint

Tamara Göll, Nicole Bäuerle

Multi-Agent and Mean Field Games for Optimal Investment under Relative Performance Concerns with Jump Signals

Gemma Lucia Sedrakjan, Peter Bank

Multi-asset optimal trade execution in an Obizhaeva-Wang-type model

Julia Ackermann, Thomas Kruse, Mikhail Urusov

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

Probabilstic discrepancy bounds for different drawing strategies

Stefan Rogosinski

Exponential convergence of general iterative proportional fitting procedures

Aziz Lakhal, Stephan Eckstein

Evaluating Multivariate Singular Spectrum Analysis via Multiple Testing Error Rates

Maryam Movahedifar

Trend estimation for time series with polynomial-tailed noise

Anne Leucht, Michael H. Neumann

Asymptotics of peaks-over-threshold estimators in long memory linear time series

Ioan Scheffel, Marco Oesting, Gilles Stupfler

Time-varying Lévy-driven state space models, locally stationary approximations and asymptotic normality

Robert Stelzer

Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA

Nina Dörnemann, Miles E. Lopes

AIC for many-regressor heteroskedastic regressions

Stanislav Anatolyev

Identification in ill-posed linear regression: estimation rates, prediction risk, asymptotic distributions

Gianluca Finocchio, Tatyana Krivobokova

Statistical Inference for Rank Correlations

Marc-Oliver Pohle, Christian H. Weiß, Jan-Lukas Wermuth

Quantifying and estimating dependence via sensitivity of conditional distributions

Sebastian Fuchs, Jonathan Ansari, Patrick Langthaler, Wolfgang Trutschnig

Bootstrap Consistency and Normality of Chatterjee's Rank Correlation

Marius Kroll, Holger Dette

A new dependence order for Chatterjee's rank correlation and related dependence measures

Jonathan Ansari, Sebastian Fuchs

A primer on physics-informed machine learning

Gérard Biau

Homogenization of jump processes in random media

Takashi Kumagai

Physics-Informed Statistical Learning

Laura M. Sangalli

Strong limit theorems for empirical halfspace depth trimmed regions

Andrii Ilienko, Ilya Molchanov, Riccardo Turin

Random Laguerre tessellations: Convergence of the $\beta$- Voronoi to the Poisson-Voronoi tessellation

Mathias in Wolde-Lübke, Anna Gusakova

Stein's method for spatial random graphs

Dominic Schuhmacher, Leoni Carla Wirth

Functional central limit theorems for stabilising functionals

Matthias Schulte, J. E. Yukich

Quantitative relative entropy estimates for interacting particle systems with common noise

Paul Nikolaev

Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift

Lukas Johannes Gräfner, Nicolas Perkowski

Reduced Inertial PDE models for Cucker-Smale flocking dynamics

Sebastian Zimper, Federico Cornalba, Natasa Djurdjevac Conrad, Ana Djurdjevac

Time-Changed White Noise Calculus and its Malliavin-Watanabe Regularity Theory

Wolfgang Bock, Olfa Draouil

Extremal Process of Last Progeny Modified Branching Random Walks

Partha Pratim Ghosh, Bastien Mallein

Central limit theorem for a random walk on Galton-Watson trees with random conductances

Tabea Glatzel, Jan Nagel

Sums of i.i.d. random variables with exponential weights

Maximilian Strobel

Law of Large Numbers and Central Limit Theorem for Ewens-Pitman Model

Claudia Contardi, Emanuele Dolera, Stefano Favaro

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

Representation theorems for convex expectations on path space

David Criens, Michael Kupper

Global approximation theorem on the Wiener space via signatures

Mihriban Ceylan, David J. Prömel

Representation property for 1d general diffusion semimartingales

David Criens, Mikhail Urusov

The fundamental theorem of weak optimal transport

Stefan Schrott

The oriented derivative in stochastic control

Alexander Kalinin

The role of correlation in diffusion control ranking games

Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt

Cost-Optimal management of a Standalone Micro-grid Equipped With Renewable Production and Battery

Paul Honore Takam

Stochastic Optimal Control of Epidemics Under Partial Information

Ralf Wunderlich, Florent Ouabo Kamkumo, Ibrahim Mbouandi Njiasse

An operator-level GARCH Model

Alexander Aue, Sebastian Kühnert, Gregory Rice, Jeremy VanderDoes

Towards a bootstrap uniform functional central limit theorem for nonstationary time series

Florian Alexander Scholze

High-dimensional Gaussian linear processes: Marchenko-Pastur beyond simultaneous diagonalizability

Ben Deitmar

Efficient Estimation of a Gaussian Mean with Local Differential Privacy

Nikita P. Kalinin, Lukas Steinberger

Quantum statistical inference under locally gentle measurements

Cristina Butucea, Jan Johannes, Henning Stein

Estimation for the convolution of several multidimensional densities

Fabienne Comte, Bianca Neubert

Minimax-optimal data-driven estimation in multiplicative inverse problems

Jan Johannes

Artificial Neural Network small-sample-bias-corrections of the AR(1) parameter close to unit root

Haozhe Jiang, Ostap Okhrin, Michael Rockinger

Nonparametric spectral density estimation under local differential privacy

Karolina Klockmann, Cristina Butucea, Tatyana Krivobokova

Multidimensional compound Poisson approximation for the Gilbert graph

Bernhard Hafer, Matthias Reitzner

Poisson approximation for cycles in the generalised random graph

Matthias Lienau

Rectangular Gilbert Tessellation

Emily Ewers, Tatyana Turova

Intersection processes of $k$-flats in hyperbolic space: New limits and convergence rates for observations in spherical windows

Tillmann Bühler, Daniel Hug

A stochastic approach to time-dependent BEC

Luigi Marcello Borasi, Francesco Carlo de Vecchi, Stefania Ugolini

McKean—Vlasov SDEs: New results on existence of weak solutions and on propagation of chaos

Robert Alexander Crowell

Mean-field stochastic differential equations with local interactions

Gevorg Adamyan, Ulrich Horst

Brownian Motion with Occupation Time Restrictions Outside a Compact Interval: Extreme Entropic Repulsion

Frank Aurzada, Martin Kolb, Dominic T. Schickentanz

Limit Theorems for Open Quantum Dynamics In A Random Environment

Lubashan Pathirana, Jeffery Schenker

On fluctuations of complexity measures for the QuickSelect algorithm

Jasper Ischebeck, Ralph Neininger

Randomized Geodesic Flow on Hyperbolic Groups

Luzie Kupffer, Mahan Mj, Chiranjib Mukherjee

Limit Theorems for Multiscale Ergodic Diffusion Processes

Jaroslav I. Borodavka, Sebastian Krumscheid, Grigorios Pavliotis

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

Control of Drawdowns with Random Inspection

Kira Dudziak, Hanspeter Schmidli

On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs

Harold A. Moreno Franco, Jose-Luis Pérez

Framework for asset-liability management with liquid and fixed-term assets

Yevhen Havrylenko

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

Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging

Dirk Becherer, Stefanie Hesse

Continuous-time Mean Field Markov Decision Models

Nicole Bäuerle, Sebastian Höfer

A mean field search game

Stefan Ankirchner, Sören Christensen, Dennis Dänzer

Mean-field analysis of a bipartite queueing model for threshold-based mobile edge computing

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Statistical inference for the error distribution in functional linear models

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Testing for white noise in multivariate locally stationary functional time series

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A goodness-of-fit test for geometric Brownian motion

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Bootstrap-based Goodness-of-Fit Test for Parametric Families of Conditional Distributions

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Goodness-of-fit testing based on graph functionals for homogeneous Erdös-Rényi graphs

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Bootstrap-based inference for pseudo-value regression models

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High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection

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Diffusion Means and their Relation to Intrinsic and Extrinsic Means

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Landau-Lifschitz-Navier-Stokes Equations: Large Deviations and Relationship to the Energy Equality

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Asymptotic Exit Problems for a Singular Stochastic Reaction-Diffusion Equation

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Percolation and geometry of Cayley graphs

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Stein's Method for Networks

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Approximating nonlinear dynamics by low-dimensional linear SDEs

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

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On optimality criteria for dynamic investment and their connections

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A network approach to macroprudential buffers

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Computing Systemic Risk Measures with Graph Neural Networks

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Stationary Mean-Field Games of Singular Control under Knightian Uncertainty

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Existence of Bayesian Equilibria in Incomplete Information Games Without Common Priors

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The Weak Feature Impact Scenario and its Effects on Monotone Binary Regression

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Approximation by totally positive distributions

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The first 20 years of Brownian Motion (1905 - 1925)

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The "Bernstein-von-Mises Theorem": historical aspects

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Bayesian estimation in high dimensional Hawkes processes

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(Angewandte) Statistik – was ist das?

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Richard von Mises, the forgotten Bayesian

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Hierarchical cubes: Gibbs measures and decay of correlations

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Lifschitz tail for long-range alloy-type models with Levy operators

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Invariant submanifolds for solutions to rough differential equations

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Rough backward SDEs of Marcus-type with discontinuous Young drivers

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Pathwise convergence of the Euler scheme for rough and stochastic differential equations

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Rough Functional It\^o Formula

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Asymptotic theory of Schatten classes

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Limit theorems for the volume of random projections and sections of $\ell_p^N$-balls

Philipp Tuchel, Christoph Thäle, Joscha Prochno

Concentration inequalities for Poisson $U$-statistics

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Large deviation principle for binomial Gibbs processes

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Estimates of kernels and ground states for Schrödinger semigroups

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

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Intrinsic ultracontractivity of Feynman-Kac semigroups for cylindrical stable processes

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Kato bounded Harnack inequality for Schrödinger operators on manifolds

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Shrinking the Covariance Matrix: A Portfolio Perspective

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Over-confidence and subjective mortality beliefs in pooled annuity funds

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Thin-thick approach to martingale representations on progressively enlarged filtrations

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

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An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward

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An Analytic Characterisation of Markov Perfect Equilibria in Stochastic Timing Games

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Stochastic Modeling and Optimal Control of an Industrial Energy System

Eric Pilling, Ralf Wunderlich, Martin Bähr

Classes of multivariate motion patterns and applications to environmental data

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The Symbolic Correlation Integral: Measuring Complexity in Short-range Dependent Time Series.

Alexander Schnurr, Angelika Silbernagel, Manuel Ruiz Marin

Weighted Discrete ARMA Models for Categorical Time Series

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Predictive inference for discrete-valued time series

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A Statistical Method for Anomaly Detection in Multivariate EEG Time Series

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Exact Representation for Product of Two Normals via Non-Central Chi-Square Distribution

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On the Stress-Strength Models for the Dagum Distribution under Adaptive Type-II Progressively Hybrid Censoring

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Bayesian nonparametric estimation and inference using optimal transport divergences

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Decompounding under general mixing distributions

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Statistical Optimal Transport 
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Distributional convergence of empirical entropic optimal transport and applications

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Leibniz on the Problem of Points (1676–78)

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Some elements for a (pre)history of martingales

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Power-like divergence of the diameter of the transition front of the solution to the F-KPP equation in heterogeneous medium

Pascal Hanigk, Lisa Hartung, Alexander Drewitz

On Random Simplex Picking

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Normal and α-stable convergence in weight-dependent random connection models

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Quasi-infinitely divisible distributions

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Divisibility of probability measures

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Alternative Transient Solutions for M/G/1 System with Multiple Server Vacations

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Optimal sequential sampling for attributive tests at consecutive times

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Nonparametric isotropy test for spatial point processes using random rotations

Chiara Fend, Claudia Redenbach

Early Visualizations of Electron Probability Densities

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Random walks in dynamical random environments

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