Vacancy: Assistant professor in applied probability
The aim of the workshop was to give the young researcher from Mannheim and Konstanz in the probability, mathematical finance and uncertainty quantification the possibility to present and discuss their work.
09.10–09.40 | Hummel | An overview of white noise |
09.40–10.05 | Gut | A quasi-Monte Carlo method for an optimal control problem constrained by parametric PDEs |
10.05–10.30 | Weißmann | Adaptive regularization within ensemble Kalman inversion |
11.00–11.25 | Hirsch | A spatial small-world graph arising from activity-based reinforcement |
11.25–11.50 | Eckstein | Optimal transport and distributinally robust optimization: Numerical methods using dual structures and neural networks |
11.50–12.15 | Baguley | Potential theory and Lévy Processes |
13.45–14.10 | Trottner | Overshoots of Lévy Processes from a Markovian perspective |
14.10–14.35 | García | Large deviations built on max-stability |
14.35–15.00 | Shi | Interval partition evolutions related to stable processes |
15.30–15:55 | Kiiski | Characterization of optional projections |
15.55–16.25 | Kunze | |
18:30 | Christmas market |
Robert Denk (Konstanz), Leif Döring (Mannheim), Michael Kupper (Konstanz), David Prömel (Mannheim)