Summer School on Stochastic Analysis

Schedule

Link to  Table of Schedule                Detailed week 2 schedule is on a separate page

*** Exercise classes :

  • come along if you  can help to answer questions
  • come along if you have questions or just want to self-study.

Monday afternoon

  • Felix Otto (2:00-2:50)                                                                                                                               Regularity structures without trees and with Malliavin calculus

          Chair (Xue-Mei Li)

  • Pawel Duch (3:30-4:20).                                                                                                                                       Flow equation approach to singular stochastic PDEs 

            Chair (Xue-Mei Li)

  • Exercise Otto (5-5:45): run by Lucas Broux
  •  Reception /poster session

Tuesday morning

  • Pawel  Duch (9:30-10:20)  

           Flow equation approach to singular stochastic PDEs 

           (Chair: Martin Hairer)

 

  • Dirk  Erhard (10:55-11:25)

            Weak coupling limit of the Anisotropic KPZ equation

            (chair: Martin  Hairer)

 

  • Felix  Otto  (11:40-12:30)

           Regularity structures without trees and with Malliavin calculus  

           (chair: Martin Hairer)

Tuesday afternoon

  • Chiranjob Mukherjee  (14:30-15:00)

          Directed polymers, SPDEs  and multiplicative chaos 

          (Chair: Rhys Steel)

 

  • Exercise Duch : (16 :00-16 :45) :
  • Exercise Otto (17 :00-17 :45) run by Lucas Broux

Discussion / Poster 

Welcome Dinner (7pm at Kung Fun restaurant, M1 stop Vigie)

Wednesday  morning

  • Felix  Otto (9:30-10:20)  

          Regularity structures without trees and with Malliavin calculus   

          (Chair: Giacomo di Gisu)

  • Wejun Xu (10:55-11:25)

          Periodic homogenisation problems for some singular SPDEs

           (Chair: Fabian Germ)

  • Pawel  Duch (11:40—12:30)  

            Flow equation approach to singular stochastic PDEs 

            (Chair: Florian Huber)

Wednesday  afternoon

 

  • Robert Neel  (14:30-15:00). — mini symposium on stochastic differential geometry

           Log-derivatives of the Riemannian heat kernel in small time

           (Chair: Lukas Broux)

 

  • Erland Grong (15:15-15:45) — mini symposium on stochastic differential geoemtry

         Sub-Riemannian geometry, most probable paths and transformations.

          (Chair: Nimit Rana)

 

  • Exercise Otto (16 :15-17 :00) run by Lucas Broux
  • Posters /discussions

Thursday morning

 

  • Pawel  Duch (9:30-10:20)   

         Flow equation approach to singular stochastic PDEs 

         (Chair: Henri Elad Altman)

 

  • Shiichiro Kusuoka (10:55-11:25)

          The three-dimensional polymer measure with selfinteractions and the stochastic quantization

          (chair: Immanual Zachhuber)

 

  • Felix  Otto (11:40—12:30)  

         Regularity structures without trees and with Malliavin calculus   

       (chair: Markus Tempelmayr)

Thursday  afternoon

  • Exercise Otto (14 :30-15:15) run by Lucas Broux

 

  • Poster session/ student talks     (Chair: Toyomu Matsuda and Fabian Germ)

            Sarah-Jean Meyer (3:25-3:35 )

             A forward backward approach to stochastic quantisation

            Ruoyuan Liu (3:40-3:50)

              Global well-posedness of the dispersive Anderson model on the two-dimensional full space

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Friday Morning

  • Pawel  Duch  (9:30-10:20)

           Flow equation approach to singular stochastic PDEs 

         (Chair: Helena Kremp)

  • Shigeki Aida

           An approach to asymptotic error distributions of rough differential equations

            (Chair: Sarah Geiss)

  • Felix  Otto (11:40—12:30)   

           Regularity structures without trees and with Malliavin calculus  

          (Chair: Federico Bertacco)

Friday afternoon

  • Kevin Yang (14 :30-15:00)

         Boltzmann-Gibbs principle for non-stationary interacting particle systems

         Chair (Jaeyun Yi)

  • Immanuel Zachhuber (15:15-15:45)

          Energy solutions of 3d multiplicative stochastic wave

        Chair (Francesco Peudulla)

       Discussion /poster