Prerecorded Talks

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

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

Youness Boutaib (Aachen): A short review of rough paths on manifolds

Paul Eisenberg (Vienna): Abstract polynomial processes

Alexander Kalinin (Munich): Support characterization for regular path-dependent stochastic Volterra integral equations

Francesco Mattesini (Münster, Leipzig): Asymptotics of transportation cost for the occupation measure of fractional Brownian motion

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

Dominic Tobias Schickentanz (Darmstadt): Brownian Motion Conditioned to Spend Limited Time Below a Barrier

Pietro Siorpaes (London): Pathwise local times and Tanaka–Meyer formulae for càdlàg paths

Stefan Tappe (Freiburg): Infinite dimensional affine processes

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

Yue Wu (Oxford): The random periodic solution of a stochastic differential equation with a monotone drift and its numerical approximation

Carina Betken (Bochum): Central limit theory for geometric functionals of Poisson cylinder processes

David Criens (Freiburg): A parabolic Harnack principle for balanced difference equations in random environments

Andrej Depperschmidt (Erlangen): Local limit theorem for random walk on oriented percolation

Thomas Finn (Bath): Non-equilibrium multi-scale analysis and coexistence in competing first-passage percolation

Peter Gracar (Cologne): Characterizing the infinite component of the weight-dependent random graph in 1D

Arne Grauer (Cologne): Chemical distance in weight-dependent random connection models

Anna Gusakova (Bochum): Limit theorems for random convex chain and random polygone in polygone

Nannan Hao (Munich): Graph distances in scale-free percolation

Nico Heizmann (Chemnitz): Internal diffusion limited aggregation on the Sierpinski gasket

Alexander Hinsen (Berlin): A shape theroem for first passage percolation on the Poisson-Gilbert disk model

Christian Hirsch (Groningen): Simplicial percolation

Konrad Kolesko (Giessen): Limit theorems for general branching processes

Bas Lodewijks (Bath): Fine asymptotics of high degrees in weighted random recursive trees with i.i.d. bounded weights

Lukas Lüchtrath (Cologne): Percolation phase transition in weight-dependent random conncection models

Kathrin Meier (Bochum): Central limits for generalized descents and inversions in permutations and finite Weyl group elements

Peter Nejjar (Bonn): Cutoff Profile of ASEP on a Segment

Maximilian Nitzschner (New York): Disconnection for the harmonic crystal with random conductances

Moritz Otto (Magdeburg): Limit laws for large kth-nearest neighbor balls

Federico Pianoforte (Bern): Exponential approximation of the minimum interpoint distance in Kolmogorov distance

Alexis Prévost (Cambridge):  Critical exponents for a percolation model on transient graphs

Ghulam Qadir (Heidelberg): Flexible Modeling of Variable Asymmetries in Cross-Covariance Functions for Multivariate Random Fields

Marco Seiler (Göttingen): On the contact process in a time evolving edge random environment

Quan Shi (Mannheim): Diffusion limits of random walks on integer compositions and their applications

Mathias Sonnleitner (Linz): Random sections of p-ellipsoids, optimal recovery and Gelfand numbers of diagonal operators

Weile Weng (Berlin): Quenched functional CLT for random walks in random environments with bounded cycle representation

Johannes Wieditz (Göttingen): Characteristic and necessary minutiae in fingerprints

Osvaldo Angtuncio Hernandez (Duisburg-Essen): On the profile of trees with a given degree sequence

Yanjia Bai (Bonn): Refined Large Deviation Principle for Branching Brownian Motion Conditioned to Have a Low Maximum

Mátyás Barczy (Szeged): Limit theorems for Bajraktarevic and Cauchy quotient means of independent identically distributed random variables

Imma Valentina Curato (Ulm): Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

Carolin Forster (Stuttgart): Non-stationary max-stable models with an application to heavy rainfall data

Lorenz Frühwirth (Graz): Large deviation principles for lacunary sums

Tabea Glatzel (Dortmund): The speed of random walk on Galton-Watson trees with vanishing conductances

Michael Juhos (Granz): The asymptotic volume of intersections of p-ellipsoids

Carolin Kleemann (Bochum): Maximum interpoint distance of high-dimensional random vectors

Rafal Lochowski (Warsaw): Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions

Martin Möhle (Tübingen): A restaurant process with cocktail bar

Frank Röttger (Geneva): Total positivity in graphical extremes

Ecaterina Sava-Huss (Innsbruck): Interpolating between random walk and rotor walk

Yuki Ueda (Hokkaido): On rate of convergence towards free extreme value distributions

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

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

Andrew Allan (Zürich): A càdlàg rough path foundation for robust finance

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

Maximilian Diehl (Kaiserslautern): Evolution of a Life Insurer's Balance Sheet and Robust Strategies for Investing and Financing

Stefan Eckstein (Hamburg): Calculating robust price bounds using generative adversarial nets

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

Matteo Gambara (Zürich): Consistent recalibration equity models

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

Laura Körber (Berlin): Merton’s optimal investment problem with jump signals

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

Marek Oheim (Kaiserslautern): Unisex Tariffs in Life Insurance

Simon Pojer (Graz): Ruin Probabilities in a Markovian Shot-Noise Environment

Francesca Primavera (Vienna): Lévy type signature models

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

Thorsten Schmidt (Freiburg): No arbitrage in insurance

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

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

Linus Wunderlich (London): The deep parametric PDE method for option pricing

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

Wei Xu (Berlin): The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics

Yufei Zhang (London): A fast iterative algorithm for mean-field control problems with non-smooth costs

Fatlinda Avdullai (Kaiserslautern): Artificial Neural Network and Time Series Approaches to Forecast the Triggering Factor for Private Health Insurance Tarifs

Paolo Colusso (Lausanne): Learning Multivariate Financial Data with Tensor Completion and Deep Learning

Tobias Fissler (Vienna): Backtesting CoVaR using Multi-Objective Elicitability

Julian Sester (Singapore): A deep learning approach to data-driven model-free pricing and to martingale optimal transport

Julia Steinmetz (Dortmund): Asymptotic Theory and Bootstrap Inference for Mack's model

Jad Beyhum (Leuven): A nonparametric instrumental approach to endogeneity in competing risks models

Florin Boenkost (Frankfurt): Survival Probabilities of Slightly Supercritical Branching Processes in iid Random Environment

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

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

Jonas Lueg (Göttingen): Wald Space: Information Geometry for Phylogenetic Trees

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

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

Tobias Paul (Berlin): Modelling interactions of mutation, dormancy and transfer

Helmut Pitters (Mannheim): The number of cycles in a random permutation and the number of segregating sites jointly converge to the Brownian sheet

Zsófia Talyigás (Bath): Genealogy of the N-particle branching random walk with polynomial tails

András Tóbiás (Berlin): Host-virus dynamics in the presence of contact-mediated dormancy

Aurélien Velleret (Frankfurt): Asymptotic comparison of clicking ability in the Mueller ratchet

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

Sebastian Bergmann (Bochum): Gibbs-non-Gibbs transitions in Widom-Rowlinson models on trees

Diana Conache (Munich): Variance of voltages in a lattice Coulomb gas

Matthew Dickson (Munich): On the Huang-Yang-Luttinger Loop Soup

Markus Dietz (Freiberg): On a stochastic arc furnace model

Florian Henning (Bochum): Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees

Jonas Jalowy (Münster): Fluctuations of the magnetization in the Block Potts Model

Stefan Junk (Tsukuba): Number of open paths in oriented percolation as zero temperature limit of directed polymer

Yana Kinderknecht (Braunschweig): Feynman-Kac Formulae for generalized time-fractional evolution equations

Peter Mühlbacher (Warwick): Rigorous results on efficient sampling from Quantum Heisenberg models

Steffen Polzer (Darmstadt): A functional central limit theorem for Polaron path measures

Quirin Vogel (Shanghai): Bose-Einstein condensation and infinite loops

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

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

Bernard Effah Nyarko (Cottbus): Stochastic Optimal Control Methods for the Water Management of Irrigation Systems

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

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

Philipp Guth (Mannheim): One-shot approach for surrogates in PDE-constrained optimization under uncertainty

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

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

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

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

Niklas Dexheimer (Aarhus): Nonparametric invariant density and drift estimation for stochastic damping Hamiltonian systems

Nina Dörnemann (Bochum): Linear spectral statistics of sequential sample covariance matrices

Sascha Gaudlitz (Berlin): Statistical Inference on the reaction term in semi-linear SPDEs

Florian Hildebrandt (Hamburg): Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations

Viet Hoang (Ulm): An inverse problem in the context of harmonizable symmetric alpha-stable processes

Malon Janssen (Würzburg): Volatility estimation under one-sided errors

Laura Jula Vanegas (Göttingen): Analyzing cross-talk between superimposed signals

Martin Kilian (Darmstadt): Persistence probabilities of fractional processes

Dan Leonte (London): Simulation methods for trawl processes

Farid Mohamed (Ulm): Almost periodically stationary processes

David Oechsler (Dresden): On q-scale functions of spectrally negative Lévy processes

Gregor Pasemann (Berlin): Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach

Albert Rapp (Ulm): Long Range Dependence for Stable Random Processes

Sebastian Rickelhoff (Siegen): Semimartingales with Killing and Their Fourth Characteristic

Dennis Schroers (Oslo): A weak law of large numbers for realised covariation in a Hilbert space setting

Bennet Ströh (Ulm): Approximations, asymptotics and inference for continuous-time locally stationary processes

Anton Tiepner (Aarhus): Nonparametric estimation of the first order coefficient in convection-diffusion SPDEs from mutiple local measurements

Lukas Trottner (Mannheim): Learning to reflect: A unifying approach for data-driven stochastic control strategies

Wei Xu (Berlin): A Ray-Knight Theorem for Spectrally Positive Stable Processes

Boris Aleksandrov (Hamburg): Novel Goodness-of-Fit Tests for Binomial Count Time Series

Carina Beering (Hamburg): A Test of Independence for Locally Stationary Processes Using a Weighted Characteristic Function-based Distance

Alexander Braumann (Braunschweig): Simultaneous Inference for Autocovariances based on Autoregressive Sieve Bootstrap

Theresa Eckle (Bochum): Testing for isotropy with irregularly spaced spatial data

Johannes Heiny (Bochum): Sequential change point detection in high-dimensional time series

Philipp Klein (Magdeburg): Moving sum data segmentation for stochastic processes based on invariance

Martin Kroll (Bochum): Adaptive spectral density estimation by model selection under local differential privacy

Sebastian Kühnert (Kassel): Lagged Covariance and Cross-Covariance Operators of Processes in Cartesian Products of Abstract Hilbert Spaces

Sebastian Neblung (Hamburg): Sliding and disjoint blocks estimators for the extremal index

Ines Nüßgen (Siegen): Ordinal Pattern Dependence in the Context of Long-Range Dependence

Sven Otto (Bonn): Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction

Artur Bille (Ulm): Spectral clustering of combinatorial fullerene isomers based on their facet graph structure

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

Stephan Huckemann (Göttingen): Clustering Manifold Data Based on Principal Nested (Stratified) Spheres

Anastasis Kratsios (Zürich, Basel): Universal Probability Measure-Valued Deep Neural Networks

Sophie Langer (Darmstadt): Estimation of a regression function on a manifold by fully connected deep neural networks

Joseph Meyer (Heidelberg): Random Planted Forests

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

Stefan Richter (Heidelberg): Statistical analysis of Wasserstein GANs with applications to time series forecasting

Bernhard Stankewitz (Berlin): From inexact optimization to learning via gradient concentration

Mahsa Taheri (Bochum): Statistical Guarantees for the Stationary Points of Shallow and Linear Neural Networks

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

Sergio Brenner Miguel (Heidelberg): Anistropic spectral cut-off estimation under multiplicative measurement errors

Benjamin Eltzner (Göttingen): Testing for Uniqueness of Estimators

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

Gerrit Grobler (Potchefstroom): A New Goodness-of-Fit Test for the Rayleigh Distribution Based on Stein's Characterisation

Shayan Hundrieser (Göttingen): Limit Distributions for Empirical Circular Optimal Transport

Karolina Klockmann (Vienna): Fully data-driven non-parametric estimation of Toeplitz covariance matrices

Alexander Kreiß (Leuven): Using Laguerre Polynomials for Semi-Parametric Estimation in Measurement Error Problems with an Application to Epidemics

Vitalii Makogin (Ulm): Change-point methods for anomaly detection in fibrous media

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

Marilena Müller (Heidelberg): Testing for local alignment of locally stationary Hawkes processes

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

Christof Schötz (Heidelberg): A Law of Large Numbers for Fréchet Mean Sets

Maximilian Steffen (Hamburg): PAC-Bayesian Estimation in High-Dimensional Multi-Index Models with Unknown Active Dimension

Do Tran (Göttingen): Fréchet means and geometry

Elzanie Bothma (Potchefstroom): A new class of tests for the Weibull distribution using Stein's method in the presence of random right censoring

Jonas Brehmer (Heidelberg): Using scoring functions to evaluate point process forecasts

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

Fatima Jammoul (Graz): Consistently recovering the signal from noisy functional data

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

Thomas Kuenzer (Graz): Estimating the conditional distribution in functional regression problems

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

Dmitry Otryakhin (Stockholm): Fast automatic deforestation detection

Marius Smuts (Potchefstroom): Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization

Thomas Staudt (Göttingen): Measuring statistical dependency with optimal transport

Christian Weiß (Hamburg): Some goodness-of-fit tests for the Poisson distribution with applications in Biodosimetry

Alexis Anagnostakis (Nancy): Rate of convergence to the local time of sticky diffusions

Sam Baguley (Potsdam): General path integrals and stable SDEs

Petru A. Cioica-Licht (Duisburg-Essen): Weighted L_p-Sobolev regularity for SPDEs on domains with corner singularities

Lucio Galeati (Bonn): Sinular DDSDEs driven by additive fBm

Lukas Gonon (Munich): Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality

Tom Klose (Berlin): Precise Laplace asmptotics for the generalized parabolic Anderson model

Avi Mayorcas (Cambridge): A Stochastic Model of Chemorepulsion with Additive Noise and Nonlinear Sensitivity

Annalena Mickel (Mannheim): Optimal $L^1$-Approximation of the log-Heston SDE by Euler-Type Methods

Stefan Perko (Jena): Approximating stochastic gradient descent with diffusions: error expansions and impact of learning rate schedules

Tommaso Rosati (London): Longtime behaviour of the Allen-Cahn equation with generic initial datum

Katharina Schuh (Bonn): Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models

Markus Tempelmayr (Leipzig): A tree-free approach to regularity structures -- the structure group

Willem van Zuijlen (Berlin): Total mass asymptotics of the parabolic Anderson model

Simon Weissmann (Heidelberg): Analysis of the ensemble Kalman inversion: from discrete to continuous time

Lukas Wessels (Berlin): Peng's Maximum Principle for Stochastic Partial Differential Equations