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Vorträge


WS 2018/2019

15.01.2019, SR 307 Carl-Zeiss-Str. 3, 12 Uhr c. t.
Herr Dr. Sebastian Riedel (Technische Universität Berlin)
"A dynamical theory for stochastic delay differential equations"

27.11.2018, SR 307 Carl-Zeiss-Str. 3, 12 Uhr c. t.
Frau Laura Gay (Ècole Centrale de Lyon)
"Joint Law of an Ornstein-Uhlenbeck Process and its Supremum"

13.11.2018, SR 307 Carl-Zeiss-Str. 3, 12 Uhr c. t.
Herr Dr. Long Teng (Bergische Universität Wuppertal)
"A multi-step scheme based on cubic spline for solving BSDEs"

30.10.2018, SR 307, Carl-Zeiss-Str. 3, 13:00 Uhr
Herr Prof. Dr. Hongjun GAO (Nanjing University, Nanjing, China)
"BMO and Morrey - Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations"


SS 2018

07.08.2018, SR 3517, Ernst-Abbe-Platz 2, 5. OG

Herr Dmitrii Lisovskii (Lomonosov Moscow State University, Russia)

"Bayesian sequential analysis for a Brownian bridge"


03.07.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Frau Prof. Dr. Hannelore Lisei (Babes-Bolyai-Universität Cluj, Rumänien)

"Optimal and Epsilon-Optimal Control for Stochastic Equations of Schrödinger Type"


19.06.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Prof. Dr. Vadym Radchenko (Taras Shevchenko National University of Kiev, Ukraine)

"The asymptotic behaviour of the solutions of SPDE´s driven by general stochastic measures"


12.06.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Prof. Dr. Gerald Trutnau (Seoul National University, South Korea)

"Existence and uniqueness results for Ito-SDEs with locally integrable drifts and Sobolev Diffusion coefficients"


05.06.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Frau Dr. Kateryna Hlyniana, (National Academy of Sciences, Kiev, Ukraine)

"Limit theorems for number of clusters in a coalescing stochastic flow"


29.05.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Prof. Dr. Yong XU (derzeit Universität Potsdam)

"Averaging priciples for non-autonomous slow-fast systems of stochastic reaction-diffusion equations driven by Poisson random measures"


22.05.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Dr. Alexey Rudenko (National Academy of Sciences, Kiev, Ukraine)

"Local times for Brownian motion on Carnot group"


15.05.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Dr. Sebastian Riedel (Technische Universität Berlin)

"Rough paths and random dynamical systems"


08.05.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Anselm Hudde (Universität Duisburg-Essen)

"A perturbation Theory and applications to numerical approximation of SDEs"


17.04.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Prof. Dr. Andrey Dorogovtsev (National Academy of Sciences, Kiev, Ukraine)

"Dynkin renormalization for Brownian self-intersections with the Hilbert weights"


10.04.2018, SR 114 August-Bebel-Str. 4, 14 Uhr c. t.

Frau Iaroslava Korenovska (derzeit Friedrich-Schiller-Universität Jena)

"Clusters in Arratia flow and random integral operators"


WS 2017/2018

06.02.2018, SR 147 UHG, Fürstengraben 1, 12 Uhr c. t.

Herr Dr. Semen Bodnarchuk (National Technical University of Ukraine)

"The modified Euler method for SDE´s driven by Wiener noise: weak convergence order"


30.01.2018, SR 147 UHG, Fürstengraben 1, 12 Uhr c. t.

Herr Prof. Dr. Georgyi Shevchenko (Taras Shevchenko National University of Kiev, Ukraine)

"Identification of the moving average representation of a stationary stable process"


12.12.2017, SR 147 UHG, Fürstengraben 1, 12 Uhr c. t.

Herr Dr. David Prömel, (University of Oxford, United Kingdom)

"On Skorokhod Embeddings and Poisson Equations"


SS 2017

09.08.2017, SR 225, Carl-Zeiss-Str. 3, 14 Uhr c. t.

Frau Dr. Minoo Kamrani (Razi University, Iran; z. Zt. Montanuniversität Leoben, Austria)

"Numerically computable a posteriori bounds for SPDEs"


08.08.2017, SR 225 Carl-Zeiss-str. 3, 10 Uhr c. t.

Frau Prof. Dr. Erika Hausenblas (Montanuniversität Leoben, Austria)

"The Stochastic Gray-Scott-System"


18.07.2017, SR 209 Carl-Zeiss-Str. 3, 14 Uhr c. t.

Herr Prof. Dr. Paulo Ruffino (Cidade Universitária Campinas, Brasil)

"Rotation Numbers for Stochastics Dynamical Systems"


04.07.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Dr. Oleg Butkovskiy (derzeit TU Berlin)

"Convergence of Markov processes to the invariant measure in the Wasserstein metric with applications to SPDEs and stochastic delay equations"


13.06.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Prof. Dr. Yuliia Mishura (National University of Kiev, Ukraine)

"Representation Problems and Asymptotic behavior of Some Functionals Connected to Fractional Brownian Motion"


30.05.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Dr. Iurii Ganychenko (Universität Potsdam)

"Rates of approximation of integral functionals of Markov processes"


16.05.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Holger Metzler (Max Planck Institute for Biogeochemistry)

"Carbon cycle as a stochastic process"


09.05.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Dr. Georgii Ryabov (National Academy of Sciences Kiev, Ukraine)

"Random dynamical systems generated by coalescing stochastic flows on R"


25.04.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Herr Prof. Dr. Alexander Gushchin, Lomonossov University Moskau, Russia

"The joint law of terminal values of a nonnegative submartingale and its compensator"


11.04.2017, SR 108 August-Bebel-Str. 4, 14 Uhr c. t.

Frau Kataryna Hlyniana (National Academy of Sciences of Ukraine, Kiev)

"Asymptotic properties of an one-dimensional system of Brownian particles with respect to spatial parameter"


WS 2016 /2017

27.03.2017, SR 3517 Ernst-Abbe-Platz 2, 10 Uhr s.t.

Frau Xiaoyu Zhang (Northwestern Polytechnical University; Xi´an, China)

"Random attractors and Bifurcations for a nonlinear equation driven by Lévy noise"


20.12.2016, HS 4 Abbeanum, 14 Uhr c.t.

Frau Prof. Dr. Meihua Yang (School of Mathematics and Statistics, Wuhan; China)

"Some progress about the dynamics of reaction-diffusion equations"


23.11.2016, SR 306 Carl-Zeiss-Str. 3, 10:00 Uhr

Herr Prof. Dr. Andrey Dorogovtsev (National Academy of Sciences, Kiev, Ukraine)

"The stochastic semi-groups and its Levy noise"


22.11.2016, HS 4 Abbeanum, 14 Uhr c.t.

Herr M. Sc. Robert Hesse (Friedrich-Schiller-Universität Jena)

"Introduction to regularity structures III"


08.11.2016, HS 4 Abbeanum, 14 Uhr c.t.

Herr M. Sc. Robert Hesse (Friedrich-Schiller-Universität Jena)

"Introduction to regularity structures II"


01.11.2016, HS 4 Abbeanum, 14 Uhr c.t.

Herr M. Sc. Robert Hesse (Friedrich-Schiller-Universität Jena)

"Introduction to regularity structures I"


25.10.2016, HS 4 Abbeanum, 14 Uhr c.t.

Herr Dr. Alexey Rudenko (National Academy of Science, Kiev, Ukraine)

"The renormalized local time for Lévy area of the increments of two-dimensional Brownian motion"

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SS 2016

09.06.2016, SR 307 Carl-Zeiss-Str. 3, 15:00 Uhr

Herr Prof. Dr. Manfred Heinz Denker (Pennsylvania State University)

"The Lindeberg Theorem for Dynamical Systems"


07.06.2016, SR 308 Carl-Zeiss-Str. 3, 10 Uhr c.t.

Frau Prof. Dr. Hakima Bessaih (University of Wyoming)

"Homogenization and averaging of Brinkman Flows in heterogeneous media"


17.05.2016, SR 308 Carl-Zeiss-Str. 3, 10 Uhr c.t.

Herr Dr. Georgii Ryabov (National Academy of Sciences Kiev, Ukraine)

"Orthogonal structure of functionals from Brownian stochastic flows"


19.04.2016, SR 021 August-Bebel-Str. 4 , 10 Uhr c.t.

Herr Federico Cornalba (University of Bath, UK)

"A nonlocal stochastic Cahn-Hilliard equation"


14.04.2016, SR 308 Carl-Zeiss-Str. 3, 16 Uhr c.t.

Frau Prof. Dr. Christophette Blanchet-Scalliet (Ecole Centrale de Lyon)

"Successive enlargement of filtrations and application to insider information"

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WS 2015/2016

19.01.2016, SR 308 Carl-Zeiss-Str. 3, 14:00 Uhr

Herr Prof. Igor Chueshov (Kharkov University, Ukraine)

"Synchronization in coupled stochastic sine - Gordon wave model"


14.01.2016, SR 384 Carl-Zeiss-Str. 3, 16 Uhr c.t.

Frau Dr. Elena Boguslavskaya (Brunel University London)

"A-transform, its properties and some applications"


17.12.2015, SR 384 Carl-Zeiss-Str. 3, 16 Uhr c.t.

Herr Prof. Dr. Manfred Heinz Denker (Pennsylvania State University)

"Avalanche Dynamics"


26.11.2015, SR 384 Carl-Zeiss-Str. 3, 16 Uhr c.t.

Herr Prof. Dr. Nicolas Perkowski (Humboldt-Universität zu Berlin)

"Some results in game-theoretic probability"


12.11.2015, SR 384 Carl-Zeiss-Str. 3, 16 Uhr c.t.

Herr Prof. Dr. Yong Xu (Northwestern Polytechnical University Xi´an, Shaanxi)

"Recent work on stochastic dynamical systems driven by Lévy noise"


27.10.2015, HS 9 Carl-Zeiss-Str. 3, 14 Uhr c.t.

Frau Prof. Olga Iziumtseva (The National Academy of Sciences of Urkaine)

"On local times for Gaussian integrators"

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SS 2015

15.07.2015, SR 122 Carl-Zeiss-Str. 3, 12 Uhr c.t.

Frau Dr. Victoria Knopova (Universität Kiev, z. Zt. TU Dresden)

"On level and image sets of some Lévy-type processes"


08.07.2015, SR 122 Carl-Zeiss-Str. 3, 12 Uhr c.t.

Herr Prof. Dr. Vadim Radchenko (Universität Kiev, z. Zt. FSU Jena)

"Integral equations with general stochastic measures"


24.06.2015, SR 122 Carl-Zeiss-Str. 3, 12 Uhr c.t.

Herr Dr. Johannes Ruf (University College London)

"Convergence of local supermartingales and Novikov-Type conditions for processes with jumps"


10.06.2015, SR 122 Carl-Zeiss-Str. 3, 12  Uhr c.t.

Frau Prof. Dr. Hakima Bessaih (University of Wyoming)

"Homogenization of the stochastic Navier-Stokes equation in perforated domain"


08.06.2015, SR 130 Carl-Zeiss-Str. 3, 16 Uhr c.t.

Herr Prof. Dr. Philipp Strack (University of California, Berkeley, USA)

"On the Speed of Social Learning"

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WS 2014/2015

23.03.2015, SR 3517 Ernst-Abbe-Platz 2, 16:00 Uhr

Herr Dr. Nikolaus Schweizer (Universität Duisburg-Essen)

"Perturbation theory of Markov chains via Wasserstein distance"


27.01.2015, HS 4 Abbeanum, 14 Uhr c.t.

Herr Prof. Dr. Andreas Neuenkirch (Universität Mannheim)

"The Maximum Rate of Convergence for the Approximation of the Fractional Lévy Area at a Single Point"


27.01.2015, SR 108 August-Bebel-Str. 4, 16:00 Uhr

Frau Prof. Dr. Erika Hausenblas, Montanuniversität Leoben / Österreich

"SPDEs driven by boundary Lévy noise: control theoretical results and support Theorems"


16.12.2014, SR 013b August-Bebel-Str. 4. 16:45 Uhr

Frau Prof. Dr. Xiaoying Han (Auburn University, Alabama)

"Long term behavior of Stochastic lattice dynamical systems in the weighted spaces"


12.12.2014, SR 013b August-Bebel-Str. 4, 13:00 Uhr

Herr Prof. Dr. Tomás Caraballo (Universidad de Sevilla)

"Dynamics of Random and Non-autonomous Chemostats"


06.11.2014, SR 308 Carl-Zeiss-Str. 3, 10 Uhr c.t.

Herr Dr. Hoang Duc Luu, TU Dresden

Stability for a class of hybrid systems with random impulses

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SS 2014

08.09.2014, SR 3517 Ernst-Abbe-Platz 2, 14:00 Uhr

Herr Prof. Dr. Igor Chueshov, Kharkov National University, Ukraine

"Comparison Principle, Invariance and Monotonicity for Stochastic Delay Differential Equations"


19.08.2014, SR 3517 Ernst-Abbe-Platz 2, 17:00 Uhr

Herr Dipl.-Math. Alexander Fromm, Humbold-Universität Berlin

"Skorokhod embedding via decoupling fields to FBSDE"


24.06.2014, SR 3319 Ernst-Abbe-Platz 2, 16:00 Uhr

Herr Dr. Paul Krühner, University of Oslo

"Optimal bounds for SDE's with measurable drift coefficient"


12.06.2014, SR 117 August-Bebel-Str. 4, 12 Uhr c.t.

Herr Prof. Ivan Veselic, TU Chemnitz

"Grenzverteilungssätze für stochastische Modelle komplexer physikalischer Systeme"


27.05.2014, SR 3319 Ernst-Abbe-Platz 2, 18:00 Uhr

Herr Dr. Nikolaus Schweizer, Universität Duisburg-Essen

"Robust Measurement of Heavy-Tailed Risks: Theory and Implementation"


13.05.2014, SR 3319 Ernst-Abbe-Platz 2, 18:00 Uhr

Prof. Mihai Gradinaru, Université de Rennes 1

"Penalization method for discrete models (homogenious pining or birth and death process)"

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WS 2013/ 2014

20.03.2014, SR 3517 Ernst-Abbe-Platz 2, 09:30 Uhr

Dr. Michael Högele, Universität Potsdam

"Coupling distances between Levý measures and applications to noise sensitivity of SDE"


20.01.2014, SR 3517 Ernst-Abbe-Platz 2, 17:45 Uhr

Prof. Dr. Hannelore Lisei, Babes-Bolyai-University Cluj-Napoca / Rumänien

"The Stochastic Klein-Gordon-Schrödinger System"


02.12.2013, SR 3517 Ernst-Abbe-Platz 2, 17:45 Uhr

Vitalii Konarovskyi, Yuiy Fedkovych Chernivtsi National University (derzeit Universität Jena)

"Mathematical model of coalescing diffusion particles system with variable weights"


11.11.2013, SR 3517 Ernst-Abbe-Platz 2, 17:45 Uhr

M. Sc. Alexandra Neamtu (Universität Jena)

"Backward stochastic Differential Equations in UMD Banach Spaces"

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SS 2013

02.07.2013, SR 003 August-Bebel-Str. 4, 16:15 Uhr

Prof. Dr. José Valero (Elche Alicante, Spanien)

"Random attractors for stochastic lattice dynamical systems without uniqueness"

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18.06.2013, SR 114 CZ3, 16:15 Uhr

Prof. Dr. Y. Kabanov, (Université de Franche-Comté, France)

"On Essential Supremum and Essential Maximum with Respect to Random Partial Orders with Applications to Hedging of Contingent Claims under Transaction Costs"

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28.05.2013, SR 013b August-Bebel-Str. 4, 16:15 Uhr

Prof. I. D. Chueshov (Kharkov)

"On random kick model generated by 3D viscous primitive equations for ocean circulation"

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24.04.2013, HS 4 Abbeanum, 16:15 Uhr

Jaques Lévy-Vehel (INRIA Paris)

"Self-regulating processes"

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