Foto: Anna Logue

Research Seminar

The seminar is jointly organized by the groups of Leif Döring (probability theory), Andreas Neuenkirch (computational stochastics), David Prömel (mathematical finance), Claudia Schillings (mathematical optimization), Claudia Strauch (mathematical statistics), Martin Schlather (applied probability), and Klaus D. Schmidt (actuarial science) at the University of Mannheim.

Venue: Wednesday, 12.00-12.45, B6 A304.

Spring 2020

DateSpeakerTitle
26.02.2020Ari-Pekka Perkkiö (LMU München)Dynamic programming and duality in convex stochastic optimization
11.03.2020Nicole Bäuerle (KIT)Portfolio optimization in fractional and rough Heston models
25.03.2020No seminarGPSD in Dresden
01.04.2020Julien Berestycki (Oxford) 
22.04.2020

Sam Baguley (Mannheim)

 
29.04.2020Xiaolin Zeng (Strassbourg) 
13.05.2020Andrew Allan (ETH Zurich) 
20.05.2020Igor Kortchemski (Paris) 
27.05.2020Matyas Barczy (Debrecen)

 

    Past Terms

  • Autumn 2019

    DateSpeakerTitle
    04.09.2019Peter Mörters (Köln)Metastability of the contact process on evolving scale-free networks 
    11.09.2019Martin Möhle (Tübingen)On the block counting process and the fixation line of the Bolthausen-Sznitman coalescent 
    19.09.2019 (Donnerstag, 12.00, A303)Michael Neumann (Jena)A central limit theorem for weakly dependent random variables
    25.09.2019Robert Denk (Konstanz)A semigroup approach to nonlinear Lévy processes
    25.09.2019Rasmus Waagepetersen (Aalborg)Multinomial logistic regression for multivariate point processes
    02.10.2019Lisa Hartung (Mainz)High points of a random model of the Riemann-Zeta function and Gaussian  multiplicative chaos
    09.10.2019Philipp Wacker (Erlangen)

    Wavelet-based priors for Bayesian inference with an application to hydraulic tomography

    16.10.2019Oleg Butkovskiy (Berlin)Regularization by noise for SDEs and related systems: a tale of two approaches
    23.10.2019Masoumeh Dashti (Sussex)Posterior consistency in Bayesian inference with exponential priors
    23.10.2019

    Vesa Kaarnioja (Sydney)

     

    Higher order quasi-Monte Carlo rules for UQ using periodic random vartiables
    30.10.2019Matti Kiiski (Mannheim)Martingale Optimal Transport Duality
    06.11.2019Kirstin Strokorb (Cardiff) 
    13.11.2019,  10:30 Uhr!Günter Last (Karlsruhe)On the lace expansion for the random connection model
    20.11.2019Michael Kupper (Konstanz)

    Homogeneous martingale optimal transpor

     

  • Spring 2019

    DateSpeakerTitle
    20.02.2019Peter Parczewski (Mannheim)Optimal Approximation of Wiener Functionals
    27.02.2019Christian Hirsch (Mannheim)Random Networks in Topological Data Analysis & Materials Science
    27.03.2019Helmut Pitters (Mannheim) 
    03.04.2019Markus Heydenreich (München) 
    08.05.2019Jonas Krampe (Mannheim)Bootstrap Based Inference for Sparse High-Dimensional Times Series Models
    15.05.2019Matthias Schulte (Bern)Component Counts in the random connection model
    22.05.2019Philip Weißmann (Mannheim)Completely asymmetric stable processes conditioned to avoid an interval
    29.05.2019Alex Drewitz (Köln)Branching random walk in random environment and the parabolic Anderson model

     

  • Autumn 2018

    Autumn 2018

    DateSpeakerTitle
    26.09.2018Philip Weißmann (Mannheim)Lévy processes conditioned to avoid and hit intervals
    10.10.2018Sam Baguley (Mannheim)On stable SDEs
    17.10.2018Clément Foucart (Paris)Continuous-state branching processes with competition: duality and reflection at infinity
    17.10.2018Cyril Labbé (Paris)Localisation of the continuous Anderson hamiltonian in 1d
    07.11.2018Sebastian Fuchs (Dortmund)Extreme Negative Dependence and Kandell's Tau
    14.11.2018Helmut Pitters (Mannheim)The number of segregating sites converges to the Brownian sheet
    21.11.2018Caroline Geiersbach (Wien)Stochastic Approximation for Shape Optimization
    28.11.2018Matthias Löffler (Cambridge)Spectral Thresholding for the estimation of Markov chain transition operators
    05.12.2018Volker Betz (Darmstadt)The number of cycles in random permutations without long cycles
    05.12.2018Kolyan Ray (London) 
    11.12.2018Maite Wilke Berenguer (Bochum)Simultaneous migration in the seed bank coalescent

     

  • Spring 2018

    Spring 2018

    DateSpeakerTitle
    21.02.2018Philip Weißmann (Mannheim)Lévy processes conditioned to avoid an interval
    28.02.2018Stochastiktage Freiburg*****
    14.03.2018Leif Döring (Mannheim)Entrance and Exit from Infinity for Stable SDEs
    19.03.2018Helmut Pitters (Dresden)Lifting preferential attachment trees yields beta coalescents
    10.04.2018Johannes Schmidt-Hieber (Leiden)Statistical theory for deep neural networks with ReLU activation function
    25.04.2018Marco Meyer (Hamburg)A Frequency Domain Hybrid Bootstrap for Spectral Means and General Stationary Processes
    09.05.2018Moritz Schauer (Leiden)Continuous-discrete smoothing of diffusions
    23.05.2018Claudia Strauch (Mannheim)Sub-Norm adaptive estimation of the characteristics of scalar ergodic diffusions
    23.05.2018Markus Bibinger (Marburg)Volatility estimation for stochastic PDEs using high-frequency observations
    23.05.2018Mathias Vetter (Kiel)A universal approach to estimate the conditional variance in semimartingale limit theorems
    23.05.2018Mathias Trabs (Hamburg)Low-rank diffusion matrix estimation for high dimensional time-changed Lévy Processes
    30.05.2018Ingmar Schuster (Berlin)Markov chain importance sampling: efficient estimators for Metropolis Hastings and discretized Langevin
    30.05.2018Aretha Teckentrup (Edinburgh)Surrogate Models in Large-Scale Bayesian Inverse Problems
    30.05.2018Simon Weißmann (Mannheim)Continuous time limit of the Ensemble Kalman filter for inverse problems
       

     

  • Autumn 2017

    DateSpeakerTitle
    13.09.2017Sören Christensen (Hamburg)Are American Options European after all?
    20.09.2017Christian Mönch (Mannheim)Persistence and Decorrelation for the Rosenblattprocess 
    25.10.2017Kirstin Strokorb (Cardiff)Local variance reduction for intrinsically stationary Gaussian random fields and its use for the simulation of Brown-Resnick processes
    30.10.2017Vlad Vysotskiy (Sussex), 16.00, C116Stability of overshoots of recurrent random walks
    08.11.2017Dirk Blömker (Augsburg)A strongly convergent numerical scheme from EnKF continuum analysis
    22.11.2017Kweku Abraham und Sven Wang (Cambridge) 
    22.11.2017Jonas Latz (München)Multilevel Sequential Monte Carlo for Bayesian Inverse Problems
    29.11.2017Randalf Altmeyer (Berlin)Estimation of Occupation Time Functionals
    29.11.2017Alex Watson (Manchester)A probabilistic approach to spectral analysis of growth-fragmentation equations
    06.12.2017Stavros Vakeroudis (Samos)Windings of Stochastic Processes

     

  • Spring 2017

    DateSpeakerTitle
    01.03.2017Daria Khromenkova (Mannheim, economics) Restless Strategic Experimentation
    05.04.2017Lorenzo Taggi (Darmstadt)Ensembles of self-avoiding polygons
    03.05.2017Matthias Krause (Mannheim, computer science)Über Flusschiffren mit beweisbarer „Beyond the Birthday Bound“ -Sicherheit gegenüber generischen Angriffen
    10.05.2017Konrad Kolesko (Darmstadt)Fixed points of the multivariate smoothing transform
    17.05.2017Daniel Heck (Mannheim, psychology)Quantifying Uncertainty in Transdimensional Markov Chain Monte Carlo
    24.05.2017Philip Weißmann (Mannheim)Stochastic potential theory and applications to Lévy proce

     

  • Autumn 2016

    Autumn 2016

    DateSpeakerTitle
    21.09.2016Antonis Papapantoleon (Mannheim)Fréchet-Hoeffding bounds and model-free finance
    05.10.2016Wim Schoutens (Leuven)Applied Conic Finance
    12.10.2016Elias Strehle (Mannheim)Order Anticipation Strategies in a Model of Transient Price Impact
    19.10.2016Lukas Gonon (Zürich)Skorokhod Embedding for Lévy Processes
    26.10.2016Claudia Strauch (Heidelberg)Martingale approximation, exponential inequalities and their statistical applications in Markov diffusion models
    02.11.2016Dominik Schuhmacher (Göttingen)Convergence rates for the degree distribution in a dynamic network model
    09.11.2016Ilya Molchanov (Bern)Set-valued portfolios and set-valued risks
    09.11.2016Juri Hinz (UT Sydney)Solving Stochastic Switching Problems -- Novel Methods in Applications
    15.11.2016Hajo Holzmann (Marburg)Nonparametric Identification and Estimation in a Triangular Random Coefficient Regression Model
    23.11.2016Philipp Harms (Freiburg)Markovian representation of fractional Brownian motion and some
    applications in finance
    07.12.2016Alexander Kalinin (Mannheim)Mild solutions to quasilinear parabolic path-dependent PDEs
    14.12.2016Mathieu Rosenbaum (Paris)Rough Heston Model

     

  • Spring 2016

    Spring 2016

    DateSpeakerTitle
    17.02.2016Philip Weißmann (Mannheim)Composite Likelihood
    24.02.2016Martin Dirrler (Mannheim)Conditionally Max-stable Random Fields
    13.04.2016Jerome Blauth (Mainz)Infinite rate mutually catalytic branching driven by alpha-stabler Lévy processes  
    20.04.2016Mario Hefter (Kaiserslautern)Optimal Strong Approximation of the One-dimensional Squared Bessel Process
    27.04.2015Andreas Neuenkirch (Mannheim)Rough Paths in a nutshell
    04.05.2016Taras Shalaiko (Mannheim)Integral Representations for Fractional Brownian Motion
    11.05.2015Matthias Hammer (Berlin)A new look at the symbiotic branching model
    25.05.2016Matthias Schulte (Karsruhe)Malliavin-Stein method for Poisson functionals
    01.06.2016Andrea Kuntschik (Frankfurt)Balanced Irreducible 2x2 Pólya Urns: Rates of convergence

     

  • Autumn 2015

    Autumn 2015

    DateSpeakerTitle
    01.10.2015Andreas Neuenkirch (Mannheim)Multi-Level Quadrature of Discontinuous Payoffs in the Heston Model
    08.10.2015Leif Döring (Mannheim)Perpetual Integrals for Lévy Processes
    15.10.2015Sebastian Riedel (Berlin)Random dynamical systems and rough paths
    22.10.2015Frank Aurzada (Darmstadt)Persistence probabilities
    29.10.2015Anita Behme (München)Invariant distributions of Ito-Lévy processes
    05.11.2015Peter Parczewski (Mannheim)Approximation of Skorohod integrals and the Poincaré lemma for Brownian motion
    12.11.2015Dimitri Schwab (Mannheim)Mosaic Random Fields on the Sphere
    19.11.2015Matti Leimbach (Berlin)Noise-induced Stochastic Stabilization
    23.11.2015Vicky Fasen (Karlsruhe)Risk contagion under multivariate regular variation and asymptotic tail independence
    26.11.2015*** Kolloquium Heidelberg *** 
    03.12.2015Lisa Beck (Augsburg)Regularization by Noise for the Stochastic Transport Equation
    10.12.2015Jürgen Potthoff (Mannheim)Brownian Motion on Metric Graphs I
    17.12.2015Florian Werner (Mannheim)Brownian Motion on Metric Graphs II
       

     

  • Spring 2015

    Spring 2015

    DateSpeakerTitle
    20.04.2015Leif Döring (Mannheim)Self-Similar Markov Processes
    27.04.2015Andrej Depperschmidt (Freiburg)Behavior of Ancestral Lineages in a Simple Locally Regulated Population Model
    04.05.2015Matthias Meiners (Darmstadt)Solutions to Complex Smoothing Equations
    11.05.2015Martin Schlather (Mannheim)Simulation of Random Fields
    18.05.2015Kirstin Strokorb (Mannheim)Tail Chains for Markov Chains