Live Sessions

If a prerecorded talk on YouTube attracts your attention, you can either leave a comment below the video on YouTube, or talk to the speaker during a live discussion. In essence we are using the concept of "inverted classroom" for a research conference.

How do the live sessions work?

  • There are 20 minute invited opening talks (live), followed by a 10 minute discussion.

  • Following the live talk there will be discussions of several prerecorded talks that participants can watch on YouTube before or during the conference mornings. Contributed speakers will start to recall the content of their talk (about 2 minutes). The following open discussion (questions, suggestions, remarks, new ideas) is chaired by a moderator.

Everyone is welcome to join the discussions! Just give it a try! The sessions will not be recorded!

List of live discussions according to sessions

1. Stochastic analysis (Chairs: Max von Renesse, Mathias Beiglböck)

Session 1 (Monday, 12:00) - zoom room 3:

Session 2 (Monday, 13:45) - zoom room 3:

  • Sascha Troscheit (Wien, invited live talk): Dimension theory and quasi-symmetric embeddability in random geometry

  • Oleg Butkovsky (Berlin, invited live talk): Regularization by noise via stochastic sewing with random controls

  • Wolfgang Bock (Kaiserslautern, invited live talk): Stochastic Quantization of the fractional Edwards measure

Session 3 (Tuesday, 12:00) - zoom room 5:

Session 4 (Tuesday, 13:45) - zoom room 5:

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

  • Patricia Alonso Ruiz (College Station): Heat semigroup approach to isoperimetric inequalities in Dirichlet spaces

  • Max Nendel (Bielefeld): Wasserstein perturbations of Markovian transition semigroups

  • Jonas Blessing (Konstanz): Stochastic representations for viscous Hamilton-Jacobi equations

Session 5 (Wednesday, 13:45) - zoom room 3:

  • Vitalii Konarovskyi (Leipzig, invited live talk): Sticky-reflected stochastic heat equation driven by colored noise

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

  • Benjamin Gess (Bielefeld/Leipzig, invited live talk): The stochastic thin film equation

Session 6 (Thursday, 12:00) - zoom room 5:

  • Martin Herdegen (Warwick, invited live talk): Bubbles in discrete time models

  • Stefan Tappe (Freiburg): Infinite dimensional affine processes

  • Paul Krühner (Wien): Abstract polynomial processes

  • Julian Wendt (Jena): Large ranking games with diffusion control

  • Daniel Bartl (Wien, invited live talk): The Wasserstein space of stochastic processes

2. Spatial stochastics and random structures (Chairs: Peter Mörters, Matthias Reitzner)

Session 1 (Monday, 13:45) - moderator Matthias Reitzner - zoom room 4:

Session 2 (Tuesday, 12:00) - moderator Markus Heydenreich - zoom room 3:

Session 3 (Wednesday, 12:00) - moderator Matthias Schulte - zoom room 2:


Session 4 (Thursday, 12:00) - moderator Anna Gusakova - zoom room 3:


Session 5 (Friday, 12:00) - moderator Peter Mörters - zoom room 3:

3. Limit theorems, large deviations and extremes (Chairs: Anja Janssen, Hanna Döring)

Session 1 (Monday, 13:45) - moderator Alexander Schnurr - zoom room 5:

Session 2 (Tuesday, 13:45) - moderator Wolfgang König - zoom room 1:

Session 3 (Wednesday, 12:00) - moderator Sebastian Engelke - zoom room 1:

  • Claudia Klüppelberg (München, invited live talk): Consistent estimation of a latent tree based on extreme observations

  • Daniel Willhalm (Groningen): Upper large deviations for power-weighted edge lengths in spatial random networks

  • Xiaochuan Yang (Bath): Component count of random geometric graphs in the intermediate regime

  • Frank Röttger (Genf): Total positivity in graphical extremes

Session 4 (Thursday, 12:00) - moderator Anja Janssen - zoom room 1:

Session 5 (Thursday, 13:45) - moderator Christoph Thäle - zoom room 1:

4. Finance, insurance and risk: Modelling (Chairs: Kathrin Glau, Thomas Mikosch)

Session 1 (Monday, 12:00) - moderator Kathrin Glau - zoom room 1:

Session 2 (Monday, 13:45) - moderator Thomas Mikosch - zoom room 1:

Session 3 (Tuesday, 12:00) - moderator Birgit Rudloff - zoom room 1:

  • Paul Embrechts (Zürich, invited live talk): The public communication and understanding of risk

  • Josef Anton Strini (Graz): Approximation of Gerber-Shiu functions

  • Domagoj Demeterfi (London): Chebyshev interpolation to accelerate credit exposure calculations

  • Cassandra Milbradt (Berlin): A cross border market model with limited transmission capacities

Session 4 (Wednesday, 13:45) - Luitgard Veraart - zoom room 1:

Session 5 (Wednesday, 15:30) - moderator Kathrin Glau - zoom room 1:

Session 6 (Thursday, 13:45) - moderator Thorsten Schmidt - zoom room 3:

  • Laurence Carassus (Reims, invited live talk): Quasi-sure essential supremum and applications to finance

  • Julia Ackermann (Gießen): Optimal trade execution in a stochastic order book model

  • Evgueni Kivman (Berlin): Small impact analysis in stochastically illiquid markets

  • Johannes Wiesel (New York): Entropic Optimal Transport: Convergence of Potentials

Session 7 (Friday, 13:45) - Laurence Carassus - zoom room 2:

  • Birgit Rudloff (Wien, invited live talk): Time consistency of the mean-risk-problem

  • Nilusha Karunathunge Gamage (Kaiserslautern): Equilibrium Pricing Model for Index Insurance

  • Emanuel Rapsch (Berlin): Towards Energy Transition: Designing Incentives for a Game of Change

  • Shijie Xu (Liverpool): Statistical Consistent Term Structures Are Flat

5. Finance, insurance and risk: Statistics (Chairs: Jeanette Wörner, Johanna Ziegel)

Session 1 (Tuesday, 15:30) - moderators Jeannette Woerner & Johanna Ziegel - zoom room 1:

6. Stochastic modelling in biology (Chairs: Maite Wilke Berenguer, Martin Möhle)

Session 1 (Monday, 12:00) - zoom room 4:

Session 2 (Wednesday, 12:00) - zoom room 5:

  • Arno Siri-Jégousse (Mexico-City, invited live talk): Coalescent models for populations under recurrent bottlenecks

  • Iulia Dahmer (Mainz): Joint fluctuations of the lengths of Beta(2-\alpha,\alpha)-coalescents

  • Nils Hansen (Bochum): Griffiths Representation for Jump Diffusions with Moment Duality to Coordinated Branching-Coalescing Processes

  • Florian Nie (Berlin): The stochastic F-KPP Equation with seed bank and on/off branching coalescing Brownian motion

Session 3 (Wednesday, 13:45) - zoom room 5:

Session 4 (Friday, 12:00) - zoom room 5:

Session 5 (Friday, 13:45) - zoom room 5:

  • Emmanuel Schertzer (Wien, invited live talk): Probabilistic models related to the SARS-CoV-2 pandemic

  • Henrik Wiechers (Göttingen): Learning Torus PCA based classification for multiscale RNA backbone structure correction with application to SARS-CoV-2

  • Ibrahim Mbouandi Njiasse (Cottbus): Stochastic Epidemic Models and Extended Kalman Filter Estimates of Non-Observable States

  • Fanni K. Nedény (Szeged): Limit theorems for the aggregation of random coefficient INAR(1) processes

7. Stochastic modelling in physics and engineering (Chairs: Silke Rolles, Volker Betz)

Session 1 (Tuesday, 13:45) - moderator Silke Rolles - zoom room 2:

Session 2 (Tuesday, 15:30) - moderator Silke Rolles - zoom room 2:

Session 3 (Friday, 13:45) - moderator Volker Betz - zoom room 3:

8. Stochastic optimization and operations research (Chairs: Nicole Bäuerle, Hanspeter Schmidli)

Session 1 (Monday, 13:45) - moderator Nicole Bäuerle - zoom room 6:

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

  • Tamara Göll (Karlsruhe): Nash Equilibria in a Portfolio Optimisation Problem under a Relative Performance Criterion

  • Florian Aichinger (Linz): Merton's portfolio problem for a class of multivariate affine Volterra models

  • Jörn Sass (Kaiserslautern): Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift

Session 2 (Tuesday, 13:45) - moderator Hanspeter Schmidli - zoom room 3:

  • Julia Eisenberg (Wien, live invited talk): Dividend maximisation with negative and positive preference rates

  • Leonie Violetta Brinker (Köln): Optimal reinsurance strategies for drawdown control

  • Christian Laudagé (Kaiserslautern): Scalarized utility-based multi-asset risk measures

  • Simon Fischer (Kiel): Limit Behavior for Optimal Stopping Problems with Finite Time Hoizon

Session 3 (Tuesday, 15:30) - moderator Nicole Bäuerle - zoom room 3:

  • Fred Espen Benth (Oslo, live invited talk): Hedging of volumetric risk in renewable energy markets

  • Ricarda Rosemann (Kaiserslautern): Regulation of Emission Trading Systems: A Stochastic Control Model

  • Paul Honore Takam (Cottbus): Stochastic Optimal Control of Thermal Energy Storages

Session 4 (Wednesday, 15:30) - moderator Hanspeter Schmidli - zoom room 5:

9. Stochastic processes: Theory and statistics (Chairs: Mark Podolskij, Alexander Schnurr)

Session 1 (Monday, 12:00) - moderator Mark Podolskij - zoom room 5:

Session 2 (Tuesday, 15:30) - moderator Markus Bibinger - zoom room 5:

Session 3 (Wednesday, 13:45) - moderator Fabian Mies - zoom room 4:

Session 4 (Wednesday, 15:30) - moderator Carsten Chong - zoom room 4:

Session 5 (Thursday, 12:00) - moderator Franziska Kühn - zoom room 4:

Session 6 (Friday, 12:00) - moderator Alexander Schnurr - zoom room 6:

10. Time series (Chairs: Carsten Jentsch, Axel Bücher)

Session 1 (Tuesday, 13:45) - moderator Anne Leucht - zoom room 6:


Session 2 (Wednesday, 15:30) - moderator Carsten Jentsch - zoom room 6:

Session 3 (Friday, 13:45) - moderator Axel Bücher - zoom room 6:

11. Statistical learning and computational statistics (Chairs: Nicole Mücke, Michael Vogt)

Session 1 (Wednesday, 13:45) - moderator Michael Vogt - zoom room 2:

Session 2 (Wednesday, 15:30) - moderator Sophie Langer - zoom room 2:

  • Alexandra Carpentier (Potsdam, live invited talk): Several structured thresholding bandit problem

  • Benjamin Walter (Darmstadt): Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling

  • Youness Boutaib (Aachen): Path classification with continuous-time linear stochastic RNNs

  • Nathawut Phandoidaen (Heidelberg): Forecasting time series with neural networks

Session 3 (Friday, 12:00) - moderator Bernhard Stankewitz - zoom room 4:

Session 4 (Friday, 13:45) - moderator Nicole Mücke- zoom room 4:

12. Nonparametric and asymptotic statistics (Chairs: Ursula Müller, Tatyana Krivobokova)

Session 1 (Monday, 12:00) - moderator Enno Mammen - zoom room 2:

  • Alexander Meister (Rostock, live invited talk): Nonparametric estimation of the ability density in the Mixed-Effect Rasch Model

  • Dennis Müller (Rostock): Minimax Estimation of the Mode of Functional Data

  • Christoph Reihl (Bayreuth): Confidence bands for the covariance kernel of Banach space valued functional data

  • Felix Gnettner (Magdeburg): Depth-based two sample testing

Session 2 (Monday, 13:45) - moderator Jan Johannes - zoom room 2:

Session 3 (Tuesday, 12:00) - moderator Tatyana Krivobokova - zoom room 2:

Session 4 (Thursday, 12:00) - moderator Angelika Rohde - zoom room 2:

Session 5 (Thursday, 13:45) - moderator Hajo Holzmann - zoom room 2:

13. Statistical methodology (Chairs: Alexander Meister, Mathias Trabs)

Session 1 (Tuesday, 12:00) - moderator Alexander Meister - zoom room 4:

  • Aurore Delaigle (Melbourne, live invited talk): Covariance estimation for fragments of functional data

  • Johannes Krebs (Heidelberg): On approximation theorems for the Euler characteristic with applications to the bootstrap

  • Shayan Hundrieser (Göttingen): Testing under Finite Sample Smeariness of Fréchet Means on the Circle

  • Raoul Müller (Göttingen): Non-Euclidean distance based Levene's test

Session 2 (Tuesday, 13:45) - moderator Mathias Trabs - zoom room 4:

Session 3 (Wednesday, 12:00) - moderator Mathias Trabs - zoom room 4:

14. S(P)DEs: Theory and Numerics (Chairs: Arnulf Jentzen, Thomas Kruse)

Session 1 (Tuesday, 15:30) - moderator Arnulf Jentzen - zoom room 4:

Session 2 (Wednesday, 12:00) - moderator Patrick Cheridito - zoom room 3:


Session 3 (Wednesday, 15:30) - moderator Thomas Kruse - zoom room 3:

Session 4 (Thursday, 13:45) - moderator Larisa Yaroslavtseva - zoom room 4:

Session 5 (Friday, 12:00) - moderator Martin Hutzenthaler - zoom room 2: