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

    Here is a poster.

    Date: December 16th-17th, 2019

    Venue: University of Konstanz

  • Organizers

    Robert Denk (Konstanz), Leif Döring (Mannheim), Michael Kupper (Konstanz), David Prömel (Mannheim)