Photo credit: 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

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

Sam Baguley (Mannheim)

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


    Past Terms

  • Autumn 2019

    Date Speaker Title
    04.09.2019 Peter Mörters (Köln) Metastability of the contact process on evolving scale-free networks 
    11.09.2019 Martin 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
    25.09.2019 Robert Denk (Konstanz) A semigroup approach to nonlinear Lévy processes
    25.09.2019 Rasmus Waagepetersen (Aalborg) Multinomial logistic regression for multivariate point processes
    02.10.2019 Lisa Hartung (Mainz) High points of a random model of the Riemann-Zeta function and Gaussian  multiplicative chaos
    09.10.2019 Philipp Wacker (Erlangen)

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

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

    Vesa Kaarnioja (Sydney)


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

    Homogeneous martingale optimal transpor


  • Spring 2019

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


  • Autumn 2018

    Autumn 2018

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


  • Spring 2018

    Spring 2018

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


  • Autumn 2017

    Date Speaker Title
    13.09.2017 Sören Christensen (Hamburg) Are American Options European after all?
    20.09.2017 Christian Mönch (Mannheim) Persistence and Decorrelation for the Rosenblattprocess 
    25.10.2017 Kirstin Strokorb (Cardiff) Local variance reduction for intrinsically stationary Gaussian random fields and its use for the simulation of Brown-Resnick processes
    30.10.2017 Vlad Vysotskiy (Sussex), 16.00, C116 Stability of overshoots of recurrent random walks
    08.11.2017 Dirk Blömker (Augsburg) A strongly convergent numerical scheme from EnKF continuum analysis
    22.11.2017 Kweku Abraham und Sven Wang (Cambridge)  
    22.11.2017 Jonas Latz (München) Multilevel Sequential Monte Carlo for Bayesian Inverse Problems
    29.11.2017 Randalf Altmeyer (Berlin) Estimation of Occupation Time Functionals
    29.11.2017 Alex Watson (Manchester) A probabilistic approach to spectral analysis of growth-fragmentation equations
    06.12.2017 Stavros Vakeroudis (Samos) Windings of Stochastic Processes


  • Spring 2017

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


  • Autumn 2016

    Autumn 2016

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


  • Spring 2016

    Spring 2016

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


  • Autumn 2015

    Autumn 2015

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


  • Spring 2015

    Spring 2015

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