5th International Conference on
Stochastic Analysis
and its Applications
September 5–9, 2011
Overview (PDF)

Monday   –   Tuesday   –   Wednesday   –   Thursday   –   Friday

Schedule for Monday, September 5

Plenary talk
(Großer Hörsaal,
Wegelerstraße 10
)


09.00–09.45

L. Saloff-Coste
The heat kernel in inner uniform domains
 
Main talks
(Großer Hörsaal,
Wegelerstraße 10
)
Invited sessions
(Kleiner Hörsaal,
Wegelerstraße 10
)
Contributed sessions
(Hörsaal Theoretische Physik)
09.55–10.40

L. Ambrosio
Metric measure spaces with Riemannian Ricci curvature bounded from below
09.55–10.15

M. Grothaus
Stochastic partial differential equations via non-time-homogeneous evolution systems
09.55–10.10

K. Kuwae
On gaugeability for generalized Feynman-Kac functionals and its applications
10.10–10.25
10.20–10.40

H. Weber
Rough Burgers-like equations and their approximations
P. Jin
On drift-type pertubation for stable processes
10.25–10.40

B. Dyda
Fractional Laplacian on power functions
Coffee Break
11.10–11.55

A. Grigor'yan
On escape rate of Brownian motion on Riemannian manifolds
11.10–11.30

M. W. Yoshida
On diffusion processes taking values in direct spaces of Bohr compactification of R
11.10–11.25

N. Sandric
Recurrence and transience property for a class of Markov chains
11.25–11.40
11.35–11.55

H. Kawabi
Strong uniqueness of diffusions to Gibbs measures on a path space with exponential interactions
P. Sztonyk
Estimates of transition densities and their derivations for jump Lévy processes
11.40–11.55

J. Małecki
Suprema of Lévy processes
12.05–12.50

T. Kumagai
Markov chain approximations to non-symmetric diffusions with bounded coefficients
12.05–12.25

B. Gess
Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
12.05–12.20

X. Huang
On stochastic completeness of symmetric jump processes
12.20–12.35
12.30–12.50

R. Zhu
BSDE and generalized Dirichlet forms
R. Łochowski
On pathwise uniform approximation of processes with cadlag trajectories by processes with minimal total variation
12.35–12.50

A. Takeuchi
Density of solutions to stochastic differential equations driven by gamma processes
Lunch Break
14.40–15.25

F.-Y. Wang
Equivalent semigroup properties for the curvature dimension condition
14.40–15.00

S. Geiss
A fractional derivative on the Wiener space and applications to approximation theory
14.40–14.55

X. Zhu
The stochastic reflection problem on aninfinite dimensional convex set and BV functions in a Gelfand triple
14.55–15.10
15.05–15.25STAR

E. Hausenblas
CANCELLED
T. Dunst
Approximation of SPDEs driven by Lévy noise
15.10–15.25STAR

N. Englezos
CANCELLED
15.35–16.20

A. Guillin
Uniform convergence in Wasserstein distance
15.35–15.55

M. Kwaśnicki
Spectral theory for symmetric one-dimesional Lévy processes in domains
15.35–15.50

L. Gawarecki

Weak variational solutions with applications to stochastic partial differential equations

15.50–16.05
16.00–16.20

A. Mimica
Continuity properties of harmonic functions for jump processes
A. Karczewska
Stochastic Volterra equations in Hilbert space
16.05–16.20

M. Maurelli
Uniqueness for stochastic continuity equation, Wiener chaos and superposition solutions
Coffee Break
16.50–17.35

F. Malrieu
McKean-Vlasov equations and functional inequalities
16.50–17.10

J. Wang
The coupling of Lévy processes
16.50–17.05

E. Shamarova

Solution to the Navier-Stokes equations with random initial data

17.05–17.20
17.15–17.35

K. Yano
On the law of the occupation time for Brownian motion on the Sierpinski gasket
J. M. Tölle
Ergodicity and random attractors for singular stochastic evolution inclusions
17.20–17.35

D. Trevisan
BV functions in the classical Wiener space and an extension of the Clark-Ocone-Karatzas formula
17.45–18.30

M. Takeda
A tightness property of a symmetric Markov process and the uniform large deviation principle





17.45–18.00

P. Kuna
Coercivity identity for Glauber dynamics in the continuum and absence of phase transition for a special class of potential





18.00–18.15

A. Olu
Heat equation asymptotic of option pricing





18.15–18.30

A. Papapantoleon
On efficient and accurate log-Lévy approximations for the Lévy Libor model