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Marco Rehmeier

I obtained my master's degree in October 2018 at Bielefeld University, where I am now a doctoral student in the Stochastic Analysis Group of Prof. Dr. Michael Röckner.

Research stay at Seoul National University: Mar-Aug 2020 (planned)

Contact

Office: D5-152
P.O.-Box: #231 (Room V3-128)
E-Mail: mrehmeier(at)math.uni-bielefeld.de

Research Interests

Probability theory, in particular Stochastic Analysis and Stochastic (Partial) Differential Equations. Currently I am specifically interested in the existence and uniqueness of flows for linear Fokker-Planck-Kolmogorov equations and possible conclusions for the corresponding SDE and Martingale problem.

Publications

  • M. Rehmeier, On Cherny's results in infinite dimensions: A theorem dual to Yamada-Watanabe
    (accepted for publication in Stochastics and Partial Differential Equations: Analysis and Computations)

Preprints

  • M. Rehmeier, Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness; https://arxiv.org/abs/1904.04756. (Apr 2019)

Attendence at Conferences and Workshops

  • 9th International Conference on Stochastic Analysis and Its Applications (Bielefeld, 09/18)
  • Winter School on Stochastic PDEs and Mean Field Games (Bologna, Jan 19)
  • Seventh Bielefeld-SNU Joint Workshop in Mathematics (Bielefeld, Feb 19)
  • 41. Nordwestdeutsches Funktionalanalysis-Kolloquium (Essen, Jun 19)
  • Recent Trends in Stochastic Analysis and SPDEs (Pisa, Jul 2019)
  • 29. Jyväskylä Summer School (topic: Selected Topics in the Theory of BSDEs (Jyväskylä, Aug 19)
  • IRTG Summer School on probability theory and stochastic dynamics (Bielefeld, Aug 19)
  • Annual DMV-Conference 2019 (Karlsruhe, Sep 2019)
  • Touch down of stochastic analysis in Bielefeld (Bielefeld, Sep 19)

Talks

  • Contributed talk: On Cherny's results in infinite dimensions: A theorem dual to Yamada-Watanabe (Bielefeld, Mar 19)
  • Contributed talk: Existence of flows for linear FPK-equations and its connection to well-posedness (Essen, Jun 19)
  • Contributed talk: Introduction to quasi-stationary distributions and first general properties (Bielefeld, Aug 19)
  • Contributed talk: On Cherny's results in infinite dimensions: A theorem dual to Yamada-Watanabe (Karlsruhe, Sep 19)

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