5th International Conference on
Stochastic Analysis
and its Applications
September 5–9, 2011

Participants

Name Affiliation Talk
Session
Adeyemi, Akeju University of Ibadan


Adil Khan, Muhammad Abdus Salam School, Pakistan Further results on convex functions and separable sequences with applications
f4
Adinya, Ini University of Ibadan


Ageel, Mohammed Jazan University


Ahmad, Ferhana Oxford University


Aida, Shigeki Tohoku University Tunneling for spatially cut-off P(φ)2-Hamiltonian slides M21
Al-Hussein, Abdul Rahman Quassim University


Almeida, Luis Roberto Lucinger UNICAMP



Alonso-Ruiz, Patricia LMU München


Ambrosio, Luigi Scuola Normale Superiore Pisa Metric measure spaces with Riemannian Ricci curvature bounded from below slides M1
Amorim Neves, Eduardo UNICAMP


Andres, Sebastian University of British Columbia Invariance principle for the random conductance model slides G1
Angst, Jürgen IRMAR, University Rennes 1 Construction and asymptotics of relativistic diffusions on Lorentz manifold slides
f1
Baglioni, Lorenzo Universita di Pisa


Bailleul, Ismael Cambridge University Relativistic processes: where we are and what is ahead of us? slides D6
Banerji, Anashua University of Heidelberg


Barlow, Martin University of British Columbia Loop erased walk and uniform spanning trees slides P2
Baudoin, Fabrice Purdue University Curvature dimension inequalities for subelliptic diffusion operators slides D4
Behzadi, Mohammad Hassan Islamic Azad University, Tehran Ranking DMUs by coefficient of variation criterion
i4
Bernabei, Maria Simonetta University of Camerino


Bernal, Francisco Insituto Superior Technico, Lisbon A comparison of high-order methods for probabilistically solving elliptic boundary value problems
h3
Bertoin, Jean Université Pierre et Marie Curie, Paris 6 Burning cars in a parking lot slides P3
Bhardwaj, Ramakant University Bhopal Some common fixed point theorems in Banach spaces For random operator
d9
Bhardwaj, Purvee University Bhopal High pressure behaviour of yttrium antimonid
i5
Bismut, Jean-Michel Université Paris-Sud The hypoelliptic Laplacian and probabilityslides M17
Bogdan, Krzysztof Wrocław University of Technology On Bergman spaces
M27
Bonnefont, Michel Université Bordeaux 1


Boukali, Anissa Uni Siegen


Bovier, Anton Universtität Bonn


Burghoff, Toralf Universität Jena


Cavalletti, Fabio SISSA Local CD implies global MCP
e7
Černý, Jiří ETH Zürich Critical behaviour of the vacant set of random walk on random graphs slides G2
Chen, Zhen-Qing University of Washington, Seattle


Chendjou, Gilbert University of Younde, Cameroon


Cioica, Petru A. Philipps-Universität Marburg


Cox, Sonja Delft University of Technology Convergence rates of the implicit Euler scheme for SPDEs in UMD Banach spaces
d2
Cruzeiro, Ana-Bela Universidade de Lisboa Generalized stochastic Navier-Stokes flows slides M18
Dadakhodjaev, Rashidkhon A. University of Tashkent, Uzbekistan Real ideals of compact operators of W*-algebras
d4
Debbasch, Fabrice UPMC, France Stochastic processes on Lorentzian manifolds: construction and applications slides D1
Deng , Chang Song Bejing Normal University Exponential convergence rates of second quantization semigroups and applications

d12
Deuschel, Jean-Dominique Technische Universität Berlin A quenched invariance principle fornon-elliptic random walk in balanced random enviroment slides M10
Dippon , Jürgen Universität Stuttgart Kiefer-Wolfowitz type stochastic approximation in continuous time
k1
Dirksen, Sjoerd Delft University of Technology Moment estimates for Poisson stochastic integrals in Lq-spaces
d6
Döring, Leif Université Pierre et Marie Curie, Paris 6 On mutually catalytic branching, Brownian motion in a cone and generalized voter processesslides l2
Driver, Bruce University of California Feynman path integrals in curved spaces slides M20
Dunst, Thomas Universität Tübingen Approximation of SPDEs driven by Lévy noise
b2
Dyda, Barlomiej Universität Bielefeld Fractional Laplacian on power functions slides a3
Eberle, Andreas Universität Bonn Reflection coupling and Wasserstein contractivity without convexity slides A5
El-Borai, Mahmoud M. Alexandria University Fractional partial differential equations driven by fractional Gaussian noise
d3
Eldredge, Nate Cornell University Widder's theorem for Dirichlet spaces slides h4
Elworthy, David University of Warwick


Englezos, Nikolaos University of Piraeus Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
b3
Erbar, Matthias Universität Bonn Displacement convexity and Ricci curvature for finite Markov chains
e2
Evans, Lawrence Christopher University of Missouri at Columbia An approximation scheme for reflected stochastic differential equations
k3
Freiberg, Uta R. Universität Jena


Fukushima, Ryoki  Tokyo Institute of Technology


Funano, Kei Kyoto University Concentration of measure phenomenon and eigenvalues of Laplacian
e5
Gawarecki, Leszek Kettering University Weak variational solutions with applications to SPDEs slides b4
Gayrard, Véronique Université de Provence, Marseille Aging in mean field spin glasses slides M14
Geiss, Christel Universität Innsbruck Malliavin fractional smoothness in terms of the number operator slides d10
Geiss, Stefan Universität Innsbruck A fractional derivative on the Wiener space and applications to approximation theory B1
Gess, Benjamin University of Bielefeld Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
C5
Gigli, Nicola Université de Nice Optimal transport maps on spaces with Ricci curvature bounded below slides E3
Gomes, Andre Oliveira Universidade de Lisboa


Greven, Andreas Universität Erlangen-Nürnberg Multiscale analysis of emerging rare mutants slides M12
Grigor'yan, Alexander Universität Bielefeld On escape rate of Brownian motion on Riemannian manifolds slides M2
Grothaus, Martin Universität Kaiserslautern Stochastic PDEs via non-time-homogeneous evolution systems
C1
Guillin, Arnaud Université Blaise Pascal, Clermont-Ferrand II Uniform convergence in Wasserstein distance slides M5
Hairer, Martin University of Warwick Rough stochastic PDEs slides P5
Hajri, Hatem Université de Paris sud Tanaka's equation and the Csaki-Vincze transformation
h1
Hashmi, Muntazim Abbas ASSMS, GCU, Lahore, Pakistan


Hausenblas, Erika Montanuniversität Leoben The stochastic reaction diffusion equation driven by Lévy noise
B2
Hees, Katharina Uni Siegen


Hess, David University of Giessen


Helgesson, Peter Mathamitical Sciences, Chalmers


Herrmann, Samuel Ecole des Mines Nancy A random walk on moving spheres approach for the simulation of Bessel hitting times
g1
Holroyd, Alexander Microsoft Research, Rochester Invariant matching
M9
Huang, Xueping Universität Bielefeld On stochastic completeness of symmetric jump processes slides a7
Huesmann, Martin Universität Bonn Optimal transport between random measures
E5
Huq, Mahmudul Universität Halle Development of scalarization method for proximal point algorithm: challenges and issues
k2
Iftimie, Bogdan Academy of Economic Studies of Bucharest


Iizuka, Masaru Kyushu Dental College Conditional Processes induced by one-dimensional generalized diffusion processes related to stochastic models in population genetics
l5
Ingolfsson, Ketill Elkins Park The asymptotic solution of a singular Mendelian system of differential equations and its geometric interpretation
f3
Jacob, Niels Swansea University Geometry and transition densities of jump-type processes
M16
Jahnel, Benedikt Universität Wuppertal


Jansen, Sabine WIAS Berlin Random partitions in statistical mechanics slides H2
Jin, Peng Universität Wuppertal On drift-type pertubation for stable processes
a2
Juillet, Nicolas Université de Strasbourg Convexity in the Wasserstein space over Rd
F4
Kajino, Naotaka University of Bielefeld On-diagonal oscillation of the heat kernels on p.c.f. self-similar fractals slides G5
Kaleta, Kamil Wrocław University Spectral gap estimate for fractorial Schrödinger operator in the interval
F5
Kalimulina, Elmira Russian Academy of Sciences, Moscow A model of an open queuing network with several types of customers and parameters depending on system state
m2
Kamrani, Minoo Tarbiat Modares University Stability analysis of finite difference method and convergence of spectral collocation method for SPDEs
k6
Karczewska, Anna University of Zielona Gora Stochastic Volterra equations in Hilbert space
b5
Kassmann, Moritz Universität Bielefeld Nondegenerate nonlocal Dirichlet forms slides A3
Kawabi, Hiroshi Okayama University Strong uniqueness of diffusions to Gibbs measures on a path space with exponential interactions slides C4
Keller-Ressel, Martin TU Berlin On the limit distributions of continuous-state branching processes with immigration slides H4
Ketterer, Christian Universität Bonn


Khaliq, Abdul Middle Tenessee State University A split-step Adams-Moulton Milstein method for stiff stochastic differential equations
k4
Kim, Panki Seoul National University Behavior of heat kernel for jump process slides M15
Kliem , Sandra University Duisburg-Essen Hierarchically interacting Lambda-Cannings processes slides H5
Klimovsky, Anton Eindhoven University of Technology Renormalisation of hierarchically interacting Lambda-Cannings processes in the mean-field limit slides H6
Kocadağlι, Ozan Mimar Sinan F.a. University


Kromer, Eduard University of Giessen


Kuhwald, Isabelle Universität Jena


Kulczycki, Tadeusz Polish Academy of Sciences, Warsaw Stationary distributions for jump processes with inert driftslides A1
Kumagai, Takashi Kyoto University Markov chain approximations to non-symmetric diffusions with bounded coefficients slides M3
Kuna, Tobias University of Reading, UK Coercivity identity for Glauber dynamics in the continuum and absence of phase transition for a special class of potential
b10
Kunze, Markus University of Ulm Martingale problems on Banach spaces slides d11
Kusuoka, Seiichiro Kyoto University Diffusion processes in thin tubes and their limits on graphs slides A4
Kuwada, Kazumasa Ochanomizu University Optimal transport and coupled diffusion by reflection slides e1
Kuwae, Kazuhiro Kumamoto University On gaugeability for generalized Feynman-Kac functionals and its applications slides a1
Kwaśnicki, Mateusz Polish Academy of Sciences, Warsaw Spectral theory for symmetric one-dimesional Lévy processes in domains slides B3
Lam, Elizabeth University of Toronto


Landwehr, Sandra University Düsseldorf


Ledoux, Michel University of Toulouse


Lee, Paul University of California, Berkeley Comparison theorems in 3D contact subriemannian manifolds slides E4
Leshchenko, Dmytro Odessa State Academy of Civil Engineering and Architecture Perturbed rotation of a rigid body close to the Lagrange case under stochastic oscillations of point of support
h9
Lévy, Thierry Université de Genève The master field on the plane
D3
Li, Xiangdong AMSS, Beijing Perelman's W-entropy for the Witten Laplacian and the Fokker-Planck equation on Riemannian manifolds slides D5
Li, Xue-Mei University of Warwick SDE with non-smooth coefficients
D2
Li, Zenghu Beijing Normal University Forward and backward stochastic partial differential equations of super-Lévy processes slides M13
Lierl, Janna Cornell University


Łochowski, Rafal Warsaw School of Economics On pathwise uniform approximation of processes with càdlàg trajectories by processes with minimal total variation slides a8
Lücht-Eisenbach, Isolde G. CEWS, HRZ, University of Bonn Bonn Vaccine development for malaria based on mathematical models of stochastic analysis
i2
Luks, Tomasz Université d'Angers, France Hardy spaces of α-harmonic functions on the complement of the sphere and of the hyperplane
h8
Lyons, Terry J. University of Oxford The expected signature of a stochastic process. Some new PDE's
M23
Maas, Jan University of Bonn Gradient flows of the entropy for finite Markov chains slides E2
Mai , Thanh Tan TU Kaiserslautern


Mainini, Edoardo Università degli Studi di Pavia Gradient flow of nonlocal aggregation models and superconductivity models
e6
Małecki, Jacek Wrocław University Suprema of Lévy Processes
a6
Malrieu, Florent Université de Rennes McKean-Vlasov equations and functional inequalities slides M6
Manger, Alexa Universität Duisburg-Essen


Manna, Utpal Indian Institute of Science Education and Research, Thiruvananthapuram


Marko, Roland University of Bonn



Maurelli, Mario Scuale Normale Superiore, Pisa Uniqueness for stochastic continuity equation, Wiener chaos and superposition solutions
b6
Melcher, Tai University of Virginia


Méléard, Sylvie CMAP Palaiseau Random modelling of adaptive dynamics for sexual populations slides M11
Menz, Georg MPI Leipzig Log-Sobolev inequality for Kawasaki dynamics with superquadratic single-site potential
F2
Mimica, Ante University of Bielefeld Continuity properties of harmonic functions for jump processes slides B4
Moreno, Pilar Pablo de Olavide University Distribution of the successful and blocked events in a Geo/Geo/c retrial queue
m3
Mudakkar, Syeda Rabab Lahore School of Economics, Pakistan Rademacher inequality with applications
i6
Mustafa , Dawan Mathematical Sciences, Chalmers


Najafi, Morteza Nattagh Sahrif University of Technology Observation of SLE(κ, ρ) on the Critical Statistical Models
g2
Nakashima, Makoto Kyoto University Minimal positions of branching random walks in random environment
l3
Neklyudov, Mikhail Universität Tübingen Influence of noise to ferromagnetic systemsslides g5
Neves, Eduardo-Jordao IME-USP Non-reversible stochastic Ising model and signaling networks
g3
Noh, Hong University of Oxford


Obabiyi, Olawale University of Ibadan


Okorie, Stephen  Yaba College of Technology


Olu, Akeju Adeyemi University of Ibadan Heat equation asymptotic of option pricing
c1
Önalan, Ömer Marmara University


Papapantoleon, Antonis TU Berlin On efficient and accurate log-Lévy approximations for the Lévy Libor model slides c2
Peng, Shige Shandong University TBA
P4
Popov, Serguei   UNICAMP Conditional quenched CLT for random walks among random conductances on Zd
l6
Popescu, Ionel IMAR and Gatech Free functional inequalities on the circle
F1
Pourkalbassi Esfahani University of Malaysia


Pratelli, Aldo Universita di Pavia The rectified cost function in mass transportation
F3
Pronk, Matthijs TU Delft


Rakhimov, Abdugafur University of Tashkent, Uzbekistan State spaces of JWB*-triples
d8
Raquepas, Joseph USAF


Rezvani Majid Universität Bielefeld


Riedel, Sebastian TU Berlin Convergence rates for the full Gaussian rough paths slides h7
Riedle, Markus University of Manchester Lévy processes in Banach spaces slides d5
Röckner, Michael Universität Bielefeld


Rodrigues Albuquerque , Roberta, University of Warwick


Roelly, Sylvie Universität Potsdam Infinite system of Brownian balls with Brownian radii
H1
Rosestolato, Mauro Scuale Normale Superiore, Pisa


Rotenstein, Eduard Alexandu Ioan Cuza University


Ryznar, Michal Technical University of Wrocław Potential theory of one-dimensional geometric stable processes slides A6
Sabbagh, Ali American University of Iraq Spatiotemporal chaos of spiral waves due to core expansion
d7
Saloff-Coste, Laurent Cornell University The heat kernel in inner uniform domains slides P1
Sandric, Nikola University of Zagreb Recurrence and transience property for a class of Markov chains
a4
Sanz-Solé, Marta University of Barcelona A large deviation principle for a stochastic wave equation slides C2
Sarkar, Barun University of Wuppertal


Satoshi, Ishiwata University of Tsukuba


Scheutzow, Michael TU Berlin


Schilling, René University of Dresden


Schlichting, André Max-Planck-Institut, Leipzig


Schultka, Mirco Universität Greifswald


Scott, Michael Universirty of Warwick


Shamarova, Evelina University of Porto Solution to the Navier-Stokes equations with random initial data
b7
Shigekawa, Ichiro Kyoto University The spectrum of non-symmetric operators and Markov processes slides M24
Smii, Boubaker King Fahd University


Stan, Mihaela University Plitehnica, Romania


Stannat, Wilhelm TU Darmstadt Stochastic Navier-Stokes equations with Coriolis force slides M25
Stummer, Wolfgang University of Erlangen-Nürnberg Generalized relativeb entropies between Feller-type branching diffusions and their approximations
e3
Sturm, Karl-Theodor Universität Bonn


Süß, André Universitat de Barcelona


Sznitman, Alain-Sol ETH Zürich Random interlacements and Gaussian free field slides M8
Sztonyk, Pawel Wrocław University of Technology Estimates of transition densities and their derivations for jump Lévy processesslides a5
Taghavi, Mohsen Shiraz University


Takatsu, Asuka IHES Displacement convexity of generalized relative entropy slides e4
Takeda, Masayoshi Tohoku University A tightness property of a symmetric Markov process and the uniform large deviation Principle slides M7
Takemura, Tomoko Nara Women's University Recurrence/transience criteria for skew product diffusion processes
h6
Takeuchi, Atsushi Osaka City University Density of solutions to stochastic differential equations driven by gamma processes slides a9
Tanaka, Ryokichi Kyoto University Hydrodynamic limit for weakly asymmetric exclusion processes in crystal lattices slides l4
Tardif, Camille IRMA Strasbourg Dynamics of the stochastic flow generated by a relativistic diffusion slides f2
Telcs, András Budapest University of Technology and Economics Resolvent metrics and heat kernel estimates slides G3
Thäle, Christoph University of Osnabrück The size of visibility sets for some continuum percolation models in the hyperbolic plane slides g4
Thaler, Horst University of Camerino


Thalmaier, Anton University of Luxembourg Stochastic calculus with respect to moving metrices and connections slides M22
Thiery, Alexandre University of Warwick


Timar, Adam University of Vienna A Poisson allocation of optimal tail
E6
Tölle, Jonas M. TU Berlin Ergodicity and random attractors for singular stochastic evolution inclusions
b8
Torbin, Grygoriy University of Ukraine On calculation of the Hausdorff dimension: Faithful and non-faithful vitality coverings
g6
Trevisan, Dario Scuale Normale Superiore, Pisa BV functions in the classical Wiener space and an extension of the Clark-Ocone-Karatzas formula slides b9
Tsagkarogiannis, Dimitrios University of Rome


Tugaut, Julian Universität Bielefeld Convergence of a self-stabilizing process slides l1
ul Haq, Ahsan University of the York


Unterberger, Jérémie Université Nancy I


Urombo, Jack Harare Institut of Technology, Belvedere A numerical method for stochastic homogenization
k5
van Neerven, Jan TU Delft Maximal Lp-regularity for stochastic evolution equations
F6
Voisin, Guillaume University Duisburg-Essen


von Renesse, Max Kostja TU Berlin Ergodic properties of stochastic shortening flows in the plane slides E1
Vondracek, Zoran University of Zagreb Minimal thinness for subordinate Brownian motion slides A2
Wang, Feng-Yu Beijing Normal University Equivalent semigroup properties for the curvature dimension condition slides M4
Wang, Jian University of Hong Kong The coupling of Lévy processes slides B5
Wang, Shidong University of Bonn


Weber, Hendrik Warwick University Rough Burgers-like equations and their approximations slides G4
Wei, Fajin University of Leicester Pathwise stationary solutions of the stochastic infinity-Laplacian equation
h5
Wei, Liu University of Bielefeld


Werner, Laura University of Giessen


Winter, Anita University Duisburg-Essen Aldous's move on cladograms in the diffusion limit
H3
Xu, Lihu TU Berlin On stochastic Burger and 2D Navier-Stokes equations driven by α-stable noises
i1
Yam, Philip University of Hong Kong Linear quadratic mean field games
m1
Yang, Wei University of Warwick Controlled nonlinear Markov Processes slides h2
Yang, Yuxin University of Warwick


Yano, Yuko Kyoto University On the law of the occupation time for Brownian motion on the Sierpinski gasket
G6
Yano, Kouji Kyoto University On universal sigma-finite measures for penalisations by multiplicative weights
B6
Yoshida, Minoru W. Tokyo University On diffusion processes taking values in direct spaces of Bohr compactification of R
C3
Yvinec, Romain Université de Lyon Analytical and numerical study of a stochastic self-regulated gene expression model with jump and diffusion process
i3
Zähle, Martina University of Jena A pathwise approach to parabolic SPDE in metric measure spaces slides M19
Zakirov, Furqat The Tashkent automobile and road institute


Zhang, Jinping North China Electric Power University, Beijing Set-valued stochastic integrals with respect to Poisson processes in a Banach space
d1
Zhang, Tusheng University of Manchester A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients process slides M26
Zhu, Rong-chan Beijing University / University of Bielefeld BSDE and generalized Dirichlet forms slides C6
Zhu, Xiangchan University of Bielefeld The stochastic reflection problem on an infinite-dimensional convex set and BV functions in a Gelfand triple slides b1
Zilch, Katrin University of Giessen