This is the website of the research unit ( Forschergruppe) FOR 2402 - Rough paths, stochastic partial differential equations and related topics based in the greater Berlin area. Our research is funded by the German Science Foundation (DFG). The team comprises thirteen principal investigators based at Technische Universität Berlin (TU Berlin), Humboldt Universität Berlin (HU), Universität Potsdam (Potsdam) and the Weierstrass Institute for Applied Analysis and Stochastics Berlin (WIAS).General inquiries: Prof.s Peter K. Friz <friz@math.tu-berlin.de> and Wilhelm Stannat <stannat@math.tu-berlin.de>
interest: 3-Sep to 21-Dec, 2018: Cambridge, (opening workshop: “Renormalisation in Field Theory and stochastic pde: a gentle
Link incl. registration14 - 16 of June: 9th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis. Takes place at Weierstrass Institute. June 4-8, Summer School (IST, Vienna): Duminil-Copin, Hairer, Miller Registration link, deadline: May-1524-May: 11:00- 12:00 at TU Berlin MA 748: Scott Smith. TBA14-May to 18-May, 2018: Luminy, SPDEs Link incl. pre-registration10-May: TBC 3-May: 11:00 - 12:00 at TU Berlin MA 748: Xuerong Mao (University of Strathclyde, Glasgow): The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations19-April: Two talks this day: 11:00 - 12:00 at TU Berlin MA 748: Henri Elad Altman (Université Pierre et Marie Curie, Paris): Integration by parts formulae for the laws of Bessel bridges, and stochastic PDEs with reflection.12:00 - 13:00 at TU Berlin MA 748: Carlos Enrique Amendola Ceron (MUNICH): Varieties of Signature Tensors
22-Feb: 11:00 - 12:00 at TU Berlin MA 748: Vitalii Konarovskyi (U Leipzig). A particle model for Wasserstein type diffusion.15-Feb: 11:00 - 12:00 at TU Berlin MA 748: Olga Lopusanschi (Paris VI, LPSM). Rough paths arising form hidden Markov walks.8-Feb: 11:00 - 12:00 at TU Berlin MA 748: Khalil Chouk (TU Berlin). Recent Progress on singular SPDE: From paracontrolled distribution to regularization by noise1-Feb: 11:00 - 12:00 at TU Berlin MA 748: Andris Gerasimovics (Imperial College London). "Hörmander’s type" theorem for Rough SPDEs25-Jan: 11:00 - 12:00 at TU Berlin MA 748: Carlo Bellingeri (UPMC). Ito formula on regularity
structures applied to Stochastic heat equation.18-Jan: 11:00 - 12:00 at TU Berlin MA 748: Willem van Zuijlen (HU Berlin & WIAS). Eigenvalues of the Anderson Hamiltonian with white noise potential in 2d.11-Jan: 13:30 - 14:30 *** unusual time *** at TU Berlin MA 748: Jim Gatheral (CUNY). "Diamonds: A quant's best friend". Abstract: We introduce a new operator that allows for perturbative tree expansions in rough volatility models.14-Dec until 16-Dec (dates TBC): 8th Oxford Berlin Meeting on Applied Stochastic Analysis 7-Dec at TU Berlin MA 748: Ilya Chevyrev (Oxford), Renormalising SPDEs in regularity structures29-Nov until 1-Dec: Berlin-Leipzig meeting (at MPI Leipzig) 23-Nov: 15:30 - 16:30 at TU Berlin MA 748: 16-Nov: 15:30 - 16:30 at TU Berlin MA 748: 10-Nov: 11:00 - 12:00 at TU Berlin MA 748: 9-Nov: No talk at TU but two rough volaltility talks at HU: 15:15 - 16:00 Martin Larson (ETH), 16:15 - 17:00 Omar El Euch (Paris) 2-Nov: 15:30 - 16:30 at TU Berlin MA 748: 26-Okt: 15:30 - 16:30 at TU Berlin MA 748: 19-Oct : 15:30 - 16:30 at TU Berlin MA 748:
20-July : 12:30 - 13:30 at TU Berlin MA 748: TBA 10-July: 12:30 - 13:30 at TU Berlin MA 748: ***Note unusual day*** 29-June : 12:30 - 13:30 at TU Berlin MA 748: 22-June : 12:30 - 13:30 at TU Berlin MA 748: 15-June: 12:30 - 13:30 at TU Berlin MA 748: 8-Jun 12:30 - 13:30 at TU Berlin MA 748: 1-June: 12:30 - 13:30 at TU Berlin MA 748: 25-May: National holiday
18-May until 20-May: 7th Berlin-Oxford meeting (at WIAS, Berlin) 11-May: 4-May: 12.30 - 13.30 at TU Berlin MA748: The theory of paracontrolled calculus made it possible to obtain the local well-posedness results for some singular stochastic PDEs. In this talk, I explain how to obtain the global existence for two examples: (a) multi-component KPZ equation and (b) stochastic CGL equation on the three-dimensional torus. A probabilistic approach is used in (a) and an analytic approach is used in (b). 27-April:12:30 - 13:30 at TU Berlin MA 748: In this talk we are concerned with the study of the longtime behavior of stochastic evolution equations driven by a fractional Brownian motion (fBm). We will analyze different approaches and consider both the cases of an fBm with Hurst parameter $H\in (1/2,1)$ and $H\in (1/3,1/2]$. This talk is based on some joint works with Duc Hoang Luu (Max-Planck Institut of Leipzig), A. Neuenkirch (University of Mannheim) and B. Schmalfuss (University of Jena) 20-April 12:30 - 13:30 at TU Berlin MA 748:
29 March -7 April: There will be a minicourse at TU Berlin MA 748 Friday 31-March, 10:30-12:00 Wednesday 05-April, 14:30-16:00 Friday 07-April, 10:30-12:00 23-March 12:30-13:30 at TU Berlin MA 748: 16-March 12:30 - 13:30 at TU Berlin MA 748: We show well-posedness for the parabolic Anderson model on 2-dimensional closed Riemannian manifolds. To this end we extend the notion of regularity structures to curved space, and explicitly construct the minimal structure required for this equation. A central ingredient is the appropriate re-interpretation of the polynomial model, which we build up to any order. This is joint work with Antoine Dahlqvist (Cambridge) and Bruce Driver (UCSD). 03-March 12:30 - 13:30 at TU Berlin MA 748: ****** NOTE unusual day******* We will first give a brief overview of some recent developments in KPZ and coupled KPZ equations. Then, we will formulate a conjecture on Glauber-Kawasaki dynamics leading to a nonlinear SPDE under a certain scaling limit. KPZ reading group special Fri, 03-03, 11.00-12.20 in the RTG lounge (MA748) at TU, Wolfgang König (WIAS & TU): "Random growth processes, determinantal processes and random matrix theory". of interest: February 20 – 24, 2017: Bonn,
KPZ reading group special Fri, 17-02, 11.30-12.30 or 13.00 if necessary, in the RTG lounge (MA748) at TU, Wolfgang König (WIAS & TU): "Random growth processes, determinantal processes and random matrix theory". Ilya Chevyrev (Oxford). Recent developments on cadlag rough paths. 10-February 12:30 - 13:30 at TU Berlin MA 748: ****** NOTE unusual day******* Roland Diel (University of Nice). Rough paths and SDE driven by a distributional drift.9-February 12:30 - 13:30 at TU Berlin MA 748: Tom Holding (Warwick). Convergence along mean flows. KPZ reading group special Fri, 03-02, 11.00-12.00 or 12.30 if necessary, in the RTG lounge (MA748) at TU, Joscha Diehl (MPI Leipzig) 2-February 12:30 - 13:30 at TU Berlin MA 748: Colloquium Talk Wed, 18-01, 17:15-18:15 Dan Crisan (Imperial College) "Particle representations for SPDEs with
boundary conditions" TU MA 004 26-January 12:30 - 13:30 at TU Berlin MA 748: KPZ reading group special Fri, 20-01, 11.00-12.00 or 12.30 if necessary, in the RTG lounge (MA748) at TU, Jörg Martin (HU) Marco Furlan (U Paris Dauphine). Paracontrolled quasilinear SPDEsMartina Hofmanov (TU Berlin). Quasilinear generalized parabolic Anderson modelColloquium Talk Wed, 18-01, 18:15-19:15 Marco Romito (Universita di Pisa) "Densities for solutions of stochastic PDEs" TU MA 004 16-January 12:00 - 13:00 at TU Berlin MA 721: *** unusual day/time/location *** Riccardo Passeggeri (Imperial): Some results on the Signature and Cubature of the fractional Brownian motion for H>1/2.5-January 12:30 - 13:30 at TU Berlin MA 748: Nicolas Perkowski. On the KPZ equation and fixed point.15-December 12:30 - 13:30 at TU Berlin MA 748: 8-December: No talk this week because of the 6th Berlin-Oxford meeting (in Oxford) 1-December 12:30 - 13:30 at TU Berlin MA 748: 24-November 12:30 - 13:30 at TU Berlin MA 748: 17-Novermber 12:30 - 13:30 at TU Berlin MA 748: No talk this week because of 10-November 12:30 - 13:30 at TU Berlin MA 748: 3-November: No talk because of Berlin Paris Workshop on Stochastic Analysis and Nonlinear Stochastic Evolution Equations: Analysis and Numerics (coorganized by FOR2042) 27-Ocotober 12:15 - 13:15 (NOTE EARLIER STARTING TIME) at TU Berlin MA 748: Moments of Lèvy's area using a sticky shuffle Hopf algebra. 20-October 12.30 - 13.30 at TU Berlin MA 748:
*** SS 2016 FRIDAY SEMINAR ***
23-June, 12:30 at TU Berlin, MA 748: 16-June,11:00 - 12:00 at TU Berlin, MA 748: 9-June, 12:30 - 13:30 at TU Berlin, MA 748: 27-May, 11:00 - 12:00 at TU Berlin, MA 748: 20-May, 14:00 no talk (Simons Center: Stochastic Partial Differential Equations) 13-May, 14:00 at TU Berlin, MA 748: 6-May, 14:00 no talk (Rough Paths Oberwolfach meeting) 29-April, 14:00 at TU Berlin, MA 748: 22-April, 14:00 at TU Berlin, MA 748: |