Invited Talks

Daniel Bartl (Wien): The Wasserstein space of stochastic processes

Wolfgang Bock (Kaiserslautern): Stochastic Quantization of the fractional Edwards measure

Oleg Butkovsky (Berlin): Regularization by noise via stochastic sewing with random controls

Karen Habermann (Warwick): A polynomial expansion for Brownian motion and its fluctuation process

Benjamin Gess (Bielefeld, Leipzig): The stochastic thin film equation

Martin Herdegen (Warwick): Bubbles in discrete time models

Sima Mehri (Warwick): A stochastic Gronwall lemma and wellposedness of path dependent SDEs driven by martingale noise

Vitalii Konarovskyi (Leipzig): Sticky-reflected stochastic heat equation driven by colored noise

Martin Slowik (Mannheim): On gradient estimates of the heat kernel for random walks in time-dependent random environments

Sascha Troscheit (Wien): Dimension theory and quasi-symmetric embeddability in random geometry

Aleksandra Zimmermann (Duisburg-Essen): A finite volume scheme for a stochastic heat equation driven by multiplicative noise

Gilles Bonnet (Bochum): Weak convergence of the intersection point process of Poisson hyperplanes

Alexander Holroyd (Bristol): Random matching and fairness

Daniel Hug (Karlsruhe):

Mathew Penrose (Bath): Coverage and connectivity in stochastic geometry

Jan Swart (Prague): Frozen percolation on the Marked Binary Branching Tree

Claudia Klüppelberg (München): Consistent estimation of a latent tree based on extreme observations

Jan Nagel (Dortmund): Sum rules via large deviations: polynomial potentials and the multi-cut regime

Marco Oesting (Stuttgart): Evaluation of binary classifiers for extremes

Giovanni Peccati (Luxembourg): Quantitative two-scale stabilization on the Poisson space

Martin Wendler (Magdeburg): Convergence of U-Processes in Hölder Spaces with Application to Robust Change-Point Detection

Laurence Carassus (Reims): No-arbitrage with multiple-priors in discrete time

Paul Embrechts (Zurich): The public communication and understanding of risk

Christian Furrer (Kopenhagen): Multi-state modeling in life insurance: old ideas and new methods

Agnes Handwerk: From mathematicization in economics to modern financial mathematics

Birgit Rudloff (Vienna): Time consistency of the mean-risk-proble

Luitgard Veraart (London): When does portfolio compression reduce systemic risk?

Mario Wüthrich (Zurich): LocalGLMnet: interpretable deep learning for tabular data

Natalia Nolde (Vancouver): Reverse stress testing and multivariate extremes

Kirstin Strokorb (Cardiff): Conditional Independence in Extremes

Jere Koskela (Warwick): Non-reversible and gradient-based MCMC for coalescent trees

Cornelia Pokalyuk (Frankfurt): Fixation of slightly advantageous alleles in Cannings models

Arno Siri-Jégousse (Mexico City): Coalescent models for populations under recurrent bottlenecks

Emmanuel Schertzer (Wien): Probabilistic models related to the SARS-CoV-2 pandemic

Charline Smadi (Grenoble): Parasite infection in a cell population with deaths

Lisa Hartung (Mainz): Log-correlated fields: Some useful tools

Roland Bauerschmidt (Cambridge): The arboreal gas

Daniel Ueltschi (Warwick): Random loop representation of quantum spin chain, and proof of dimerization

Fred Espen Benth (Oslo): Hedging of volumetric risk in renewable energy markets

Julia Eisenberg (Wien): Dividend maximisation with negative and positive preference rates

Agnès Sulem (Paris): Non-linear mixed optimal control/ stopping (game) problems and applications in finance

Stefan Thonhauser (Graz): Dividend maximization with a penalty - time inconsistent view

Andreas Basse-O'Connor (Aarhus): A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages

Markus Bibinger (Würzburg): Inference on jumps in high-frequency order-price models with one-sided noise

Carsten Chong (New York): Mixed semimartingales: Volatility estimation in the presence of fractional noise

Franziska Kühn (Dresden): Applications of martingale problems in the theory of Lévy-driven SDEs

Ester Mariucci (Versailles): Non-asymptotic bounds for the CDF of Lévy processes and applications in statistics

Fabian Mies (Aachen): Regularity of multifractional moving average processes with random Hurst exponent

Ivan Kojadinovic (Pau): Open-end nonparametric sequential change-point detection sensitive to changes in the mean

Efstathios Paparoditis (Nicosia): Prediction Bands for Functional Time Series

Suhasini Subba Rao (College Station): Graphical models for multivariate nonstationary time series

Alexandra Carpentier (Magdeburg/Potsdam)

Gilles Blanchard (Paris): Fast rates for prediction with limited expert advice

Nicole Mücke (Braunschweig)

Ingo Steinwart (Stuttgart)

Hajo Holzmann (Marburg): Statistically optimal estimation of signals in modulation spaces using Gabor frames

Jan Johannes (Heidelberg): Linear Functional Estimation under Multiplicative Measurement Errors

Enno Mammen (Heidelberg): Superefficient estimation of future conditional hazards based on marker information

Alexander Meister (Rostock): Nonparametric estimation of the ability density in the Mixed-Effect Rasch Model

Angelika Rohde (Freiburg): Sharp adaptive similarity testing with pathwise stability for ergodic diffusions

Aurore Delaigle (Melbourne): Covariance estimation for fragments of functional data

Sasha Goldenshluger (Haifa): Density deconvolution under general assumptions

Cristina Butucea (Paris): Local differential privacy and support recovery for sparse Gaussian vectors

Patrick Cheridito (Zürich): Deep splitting method for (S)PDEs

Andreas Eberle (Bonn): Convergence bounds for Hamiltonian Monte Carlo in high dimension

Martin Hutzenthaler (Duisburg-Essen): On a stochastic Gronwall inequality

Michaela Szölgyenyi (Klagenfurt): Numerics for SDEs with Sobolev drift via reduction to quadrature problems

Larisa Yaroslavtseva (Passau): An adaptive strong order 1 method for SDEs with discontinuous drift coefficient