IRTG summer school on probability theory and stochastic dynamics

August 19 - 23, 2019

Location:

Bielefeld University
Faculty of Mathematics
UHG V2-210 / 216

Click here for the poster.

Speakers

  • Vladimir Bogachev

Ornstein-Uhlenbeck operators and semigroups [Click here for the abstract.]
The lecture notes can be found here .

  • Franziska Kühn

Martingale problems and their connection to Markov processes [Click here for the abstract.]
The lecture notes can be found on www.math.tu-dresden.de/~fkuehn/download/lecture-notes-bielefeld-kuehn.pdf

  • Alexander Shaposhnikov

Introduction to Crippa - De Lellis regularity results [Click here for the abstract.]

  • Alexander Veretennikov

Introduction to SDEs and their ergodic properties [Click here for the program.]

  • Arnulf Jentzen

Overcoming the curse of dimensionality: from nonlinear Monte Carlo to deep artificial neural networks [Click here for the abstract.]

Workshop

  • Martin Kolb

Martin Kolb

As part of the summer school, on Wednesday August 21st, Prof. Martin Kolb offers a workshop on quasi-stationary distributions. Everybody is invited to give a presentation of 30-60 minutes. Here is given the list of possible topics. For the schedule of the talks of participants please click here.

Program

Conference dinner

The conference dinner will take place on Thursday, August 22nd at 18:00

Financial Support

Limited financial support is available for female young researchers. Please apply for the financial support by sending a very short letter of motivation and your CV to cgrumbach@math.uni-bielefeld.de. The financial support covers the travel and accomodation expenses. Please apply until July 15th.

Registration

Please register for the workshop of Prof. Martin Kolb and let us know, whether you would like to give a presentation. Please also register for the conference dinner.

Please register here: https://www.math.uni-bielefeld.de/~jgrumbach/dev/summerschool2019/registration


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