Vacancy: Assistant professor in applied probability
Mannheim meets Konstanz: Workshop in Stochastics
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.
Participants
- Sam Baguley (Mannheim)
- Robert Denk (Konstanz)
- Leif Döring (Mannheim)
- Niklas Dexheimer (Mannheim)
- Stephan Eckstein (Konstanz)
- Philip Gut (Mannheim)
- Christian Hirsch (Mannheim)
- José Miguel Zapata García (Konstanz)
- Felix Hummel (München)
- Matti Kiiski (Mannheim)
- Markus Kunze (Konstanz)
- Michael Kupper (Konstanz)
- Lukas Trottner (Mannheim)
- David Prömel (Mannheim)
- Quan Shi (Mannheim)
- Simon Weißmann (Mannheim)
Program
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 Practical Information
Organizers
Robert Denk (Konstanz), Leif Döring (Mannheim), Michael Kupper (Konstanz), David Prömel (Mannheim)