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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 TU Berlin, HU Berlin, FU Berlin, U Potsdam, WIAS, U Bielefeld and U Halle-Wittenberg.

General inquiries: Prof.s  Peter K. Friz <friz@math.tu-berlin.de> , Nicolas Perkowski <perkowski@math.fu-berlin.de>, Wilhelm Stannat <stannat@math.tu-berlin.de>


        Thursday seminar (usual time: 11:00-12:00 CET)

Summer semester 2024  - from Apr. 8 until Jul. 15


13 June *** Unusual time 15:00:16:00***: Sven Wang (HU, in presence)

6 June: 

30 May: Oleg Butkowsky (WIAS, in presence)
 Stochastic sewing for optimal weak uniqueness of SDEs and SPDEs 

23 May: Tobias Hurth (FU berlin)
 On global solutions to the semi-discrete stochastic heat equation 

16 May *** unusual time 16:00-17:00 CET***: Zachary Selk (Queen's University, online)
 Rough paths above Weierstrass functions

9 May: NO SEMINAR (Ascension day) 

2 May: Helena Kremp (TU Wien, in presence)
 Higher order approximation for nonlinear SPDEs with additive space-time white noise

25 Apr: Paul Hager (HU, in presence)
 Advancing optimal stochastic control with signatures

18 Apr: 1) Mazyar Ghani Varzaneh (FernUni Hagen, in presence)
Dynamical behavior of partial differential equations with multiplicative rough noise

2) Tom Klose (U Warwick, in presence)
 Large deviations for the Phi^4_3 measure via stochastic quantisation


Extra talk:

*** unusual day, Tue *** 27 Feb: Marco Rehmeier (Bielefeld), 11:00  @ TU

On nonlinear Markov processes in the sense of McKean

We introduce and study nonlinear Markov processes in the sense of McKean, initiate a theory of these processes, and present a large class of new examples. More precisely, we construct nonlinear Markov processes with one-dimensional time marginals given as solution flows of nonlinear Fokker-Planck equations. These processes are given by path laws of weak solutions to the corresponding distribution-dependent stochastic differential equation. Our results apply to nonlinear Fokker-Planck equations with locally density-dependent coefficients, which includes many important nonlinear parabolic PDEs. Thus, we establish a one-to-one correspondence between solution flows of such PDEs and nonlinear Markov processes. Important examples are porous media and Burgers equation, as well as the 2D vorticity Navier-Stokes equation.


22 Feb: Sigurd Assing (Warwick)
Optimal stopping under partial information


Winter semester 2023-2024  - from Oct. 17 until Feb. 2

1 Feb: Hannes Kern (TUB)
 Application of stochastic multiparameter sewing to regularity of local times and regularization by noise

25 Jan: Yuchen Sun (HU)
 Rough backward SDEs of Marcus-type with discontinuous Young drivers 

18 Jan: No seminar (Evaluation of CRC/TRR Proposal)

11 Jan: Ioannis Gasteratos (tbc), Ariane Carrance (tbc), Pavlos Zoubouloglou (tbc), Sotiris Kotitsas (tbc)


*** XMAS BREAK ***


21 Dec: Linus Bleistein (INRIA, online)
 Statistical Learning Theory for Continuous Time Models Through the Lens of Neural ODEs and Signatures

14 Dec:  Man Yang (Kyushu, in presence)
 Stochastic homogenization of parabolic equations with lower order terms

7 Dec: Xingcheng Xu (Shanghai AI Laboratory, online)
 Weighted Signature Kernels and Applications 

30 Nov: Lingyi Yang (Oxford, online)
 Economic nowcasting with signatures

23 Nov: P. Lineares (Imperial)
 Algebraic renormalization of rough paths and regularity structures based on multi-indices

16 Nov:Ni Hao (Oxford, online)
 Path development network for sequential data analysis 

9 Nov: Luca Pelizzari (WIAS, in presence)
 Rough PDEs for local stochastic volatility models
2 Nov: Antoine Hocquet (TUB, in presence)
 A journey through rough stochastic analysis and partial differential equations 

26 Oct: Bowen Fang (Warwick, online)
 A Neural RDE-based model for solving path-dependent PDEs

19 Oct: Huaizhong Zhao (U Durham, in presence)
 Ergodicity of non-stationary stochastic processes.


Summer semester 2022-2023  - from Apr. 17 until Jul. 22:
20 Jul: Bin Pei (Northwestern Polytechnical University, Xi'an, online)
 Averaging principle for fast-slow systems driven by fractional Brownian motions
13 Jul:  Laure Coutin (Toulouse, online)
 The Itô-Tanaka trick: a non-semimartingale approach
6 Jul: Igor Honoré (Université Lyon 1, online)
Selection by vanishing viscosity in for the transport equation
30 Jun (*Friday 10h-12h at FU*): Harprit Singh (Imperial, in presence *talk moved to FU due to the closure of the math building*)
 Regularity structures on manifolds and vector bundles
22 Jun: Jaeyun Yi (Korean Institute of Advanced Study, online)
 Fractal geometry of the parabolic Anderson model.
15 Jun: Jasper Barr (Adelaide, online, *unusual time 9:00-10:00 CET*)
 Convergence of regime-switching SDE via rough path theory
8 Jun: Songbo Wang (École Polytechnique Palaiseau, online)
 Uniform in time propagation of chaos for mean-field Langevin dynamics
1 Jun: Amir Dembo (Stanford University, in presence)
 Limit law for Brownian cover time of the two-dimensional torus
25 May: Younes Zine (Edinburgh, in presence)
 Convergence problems for singular stochastic dynamics
18 May: NO SEMINAR (ascension day)
11 May: Umberto Pappalettera (Bielefeld, in presence)
 Second order perturbation theory of two-scale systems in fluid dynamics
4 May: Rhys Steele (Imperial, online)
 BPHZ renormalization in regularity structures via spectral gap
27 Apr: NO SEMINAR (Berlin-Oxford meeting)
20 Apr: Zimo Hao (Bielefeld, online)
 Second order fractional mean-field  SDEs with singular kernels and measure initial data 


OFF-TERM
30 Mar: Milica Tomasevic (École Polytechnique, in presence)
 Particle approximation of the doubly parabolic Keller-Segel equation in the plane

23 Feb: Sigurd Assing (Warwick, in presence tbc)
 One way to turn the primitive equations into stochastic dynamical systems for climate modelling

Winter semester 2022-2023  (from Oct 21 until Feb 21)


16 Feb: Sarah-Jean Meyer (Oxford, in presence)
 A Forward-Backward Approach to the sine-Gordon QFT 

9 Feb: Lorenzo Marino (Warsaw Academy of Science, online)
 Weak regularization by degenerate Levy noise

2 Feb: Max Sauerbrey (TU Delft, online)
 Martingale solutions to the stochastic thin-film equation

26 Jan: Tim Seitz (Konstanz, online)
 Stochastic evolution equations with rough boundary noise 

19 Jan: Avi Mayorcas (TUB, in presence) ** CANCELLED **
 Blow-up criteria for an SPDE model of chemotaxis 

12 Jan: Zachary William Bezemek (Boston University)
 Large deviation and importance sampling for weakly interacting diffusions

5 Jan: Carlo Bellingeri (TUB, in presence)
A Young type Euler Maclaurin formula and applications


*** HAPPY XMAS ***


16 Dec: Sebastian Andres (Manchester, 11:00-12:00 CET, in presence)
 First passage percolation with long-range correlations

15 Dec: Antoine Hocquet (TUB, online, 11:00-12:00 CET)
 Quasilinear rough evolution equations

8 Dec: Fabio Coppini (University of Florence, 11:00-12:00 CET)
 Some insights on mean field systems and random graphs 

1 Dec: Thomas Wagenhofer (TUB, in presence, 11:00-12:00 CET)
 Weak error estimates forr rough volatility models

24 Nov: Nikolas Tapia (TUB, in presence)
 The geometry of controlled rough paths

17 Nov: Emanuela Gussetti (Bielefeld, online)
 Pathwise central limit theorem and moderate deviations via rough paths for a class of  SPDEs with multiplicative small noise

10 Nov: Satoshi Hayakawa (Oxford, in presence)
 Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures

3 Nov: Hung Nguyen (University of California, Los Angeles, online 16:00-17:00 CET)
 The small mass limit of the long time statistics of a stochastic damped wave equation.

27 Oct: Elena Issoglio (University of Torino, online, 11:00-12:00 CET)
 SDEs with drift in Besov spaces 

20 Oct: Yuzuru Inahama (University of Kyushu, online, 11:00-12:00 CET)
 Support theorem for pinned diffusion processes 

Early speaker: Oct 7: Mark Veraar (TU Delft, in presence MA 748, 11:00-12:00 CET):
 SPDEs in critical spaces


Summer Semester 2022 (from Apr 21 until July 21)

21 July: Alisa Knizel (Chicago, online, usual time 11:00-12:00 CET)
 Stationary measure for the open KPZ equation

14 July: Toyomu Matsuda (FU, tbc, in presence)
 An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

7 July: Emanuela Gussetti (Bielefeld, in presence)
 On ergodicity of invariant measures for the stochastic Landau-Lifshitz-Gilbert equation in 1D

30 June: Darrick Lee (EPFL, online)
 Mapping space signatures

23 June: Max Nendel (U Bielefeld, Hybrid talk)
 Operator semigroups in the mixed topology and the infinitesimal description of Markov processes

16 June: Hannes Kern (TUB, Hybrid talk)
 On reconstruction in the square increment setting
9 June: Florian Krach (ETH Zurich, online)
 Extended Neural Jump ODE

2 June (1600-1700 CET): Bjoern Bringmann (IAS Princeton, online)
 Invariant Gibbs measures for the 3-dimensional cubic nonlinear wave equation

26 May: no seminar (public holiday)

19 May: Francesca Cottini (U Milano-Bicocca, Hybrid talk)
 Gaussian limits for subcritical chaos

12 May: No talk (Berlin-Oxford meeting)

5 May: Hugo Eulry (U Rennes, online)
 Variational methods for the Anderson operator

28 Apr: Antonio Agresti (IST Austria, online)
 Reaction-diffusion equations with transport noise in critical spaces

21 Apr: Huilin Zhang (RCMIS, U Shandong & Humboldt, Hybrid talk)
 Exponential mixing for dissipative PDEs with bounded noise

Extra sessions

7 Apr Yvain Bruned (Edinburgh, Hybrid talk)

Low regularity integrators via decorated trees

17 Mar Lorenzo Dello Schiavo (IST Austria)
 Conformally invariant random fields, quantum Liouville measures, and random Paneitz operators on Riemannian manifolds of even dimension

10 Mar William Salkeld  (WIAS)

Random controlled rough paths

03 Mar Markus Tempelmayr (MPI MiS)

A diagram-free approach to the stochastic estimates in regularity structures

24 Feb  Lukas  Anzeletti  (Université Paris-Saclay) 

Regularisation by noise for SDEs with distributional drift

Winter Semester dates (from Oct 21 until Feb 17)

17 Feb Philipp Forstner (TUB)

Surface Quasi-Geostophic Equation Driven By Space-Time White Noise

10 Feb  Florian Bechtold (Bielefeld University)

Weak solutions to singular multiplicative SDEs via regularization by noise

 3 Feb  Mate Gerenscer (TU Wien)

Boundary renormalisation of stochastic PDEs

27 Jan Henri Elad-Altman (FU)

Scaling limits of additive functionals of rough processes without self-similarity

20 Jan  Michele Coghi (University of Trento)

Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering

13 Jan  Lucas Broux (Sorbonne Université)

The Sewing lemma for $0 < \gamma \leq 1$.

6 Jan Wolfang Bock  (Kaiserslautern Universität )

      Recent Results on Weakly Self-Avoiding fractional Brownian Motion 

16 Dec Johann Gehringer (Imperial College)  

Homogenization of Fast-Slow Systems Driven by Fractional Noise  

Eric Bates (Wisconsin-Madison)

Empirical measures, geodesic lengths, and a variational formula in first-passage percolation 

9 Dec  Tommaso Cornelis-Rosati  (Imperial College) 

Lyapunov exponents in a random environment 

Alexander Dunlap (NYU) 

Fluctuations of solutions to the KPZ equation on a large torus 

2 Dec Yizheng Yuan (TUB)

Refined regularity of SLE 

25 Nov David Criens (U Freiburg)

Propagation of chaos for weakly interacting SPDEs

Hai Lê (Penn state University)

Long-time behavior of a randomly perturbed oscillator

18 Nov Alexey Bufetov (U Leipzig)

   Asymptotics of multi-species ASEP 

11 Nov  Higher Structures Emerging from Renormalisation

4 Nov Tal Orenshtein (TU & WIAS)

   Space-time correlations for directed polymers in Brownian environments 

28 Oct 14:00 - 15:00 Konstantin Matetski (Columbia University)

     KPZ universality of random growing interfaces 

21 Oct 11:00 -12:00  Khoa Lê (TUB)

    Taming singular stochastic differential equations: A numerical method

Dates for the Summer Semester; starting 12.04.2021 ending 17.07.2021

15 Jul 11:00 - 12:00 Zoom meeting: Theresa Lange (Bielefeld University)

    Regularization by noise of an averaged NSE

8 Jul 11:00 - 12:00 Zoom meeting: Gianmario Tessitore (University of Milano-Bicocca)

    Two scale optimal control problems and singular limit of BSDEs

1 Jul 11:00 - 12:00 Zoom meeting: Lucio Galeati (U Bonn)

    Scaling limits of SPDEs with transport noise and applications

24 Jun 11:00 - 12:00 Zoom meeting: Carlo Bellingeri (TU Berlin):

    The non-commutative signature of a path

17 Jun 11:00 - 12:00 Zoom meeting: Paul Gassiat (Paris Dauphine)       

    Neumann boundary conditions for stochastic viscosity solutions    

    &

    12:00 - 13:00 Zoom meeting: Pablo Linares (MPI Leipzig)

    A tree-free approach to regularity structures: the construction of the structure group

10 Jun 11:00 - 12:00 Zoom meeting: Khoa Lê (TUB)

    On the Euler-Maruyama scheme for stochastic differential equations with integrable drifts.

3 Jun 11:00-12:00 Zoom meeting: Helena Kremp (FU)

    Weak rough-path type solutions for singular Lévy SDEs

    &

    13:00-14:00 Zoom meeting: Bertram Tschiderer (U Wien)

    A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions

27 May 16:00 - 17:00 Zoom meeting: Ioannis Gasteratos (Boston University)

    Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations

20 May 11:00 - 12:00 Zoom meeting: Immanuel Zachhuber (FU):

    The Anderson Hamiltonian and its Strichartz estimates on compact surfaces

13 May: No seminar (public holiday)

6 May: two speakers:

    11:00 - 12:00 Zoom meeting: Nikolay Barashkov (U Bonn)

    Construction and Large Deviations for some continuum EQFT's by a variational method.

    &

    16:00 - 17:00 Zoom meeting: Andrzej Swiech (Georgia Institute of Technology)

    Singular perturbations and optimal control of stochastic systems in infinite dimension

29 Apr 11:00 - 12:00 Zoom meeting: Chengcheng Lin (TU Berlin)

   Approximations of singular SDEs

22 Apr 11:00 - 12:00 Zoom meeting: Hannes Kern (TU Berlin)

   A stochastic reconstruction theorem

15 Apr 11:00 - 12:00 Zoom meeting: Emanuela Gussetti (U Bielefeld)

    A rough path approach to the stochastic Landau-Lifshitz-Gilbert equation.

           

(No official seminar activity between Feb 19 and April 14)

   

Dates for the Winter Semester  14.10.2020 to 18.02.2021, (Thursday seminar)

18 Feb 11:00 - 12:00 Zoom meeting: Lauri Viitasaari (Aalto University):

    Variability of functions and Hölder driven differential systems with BV-coefficients

     10-12 Feb 14th Oxford-Berlin Young researchers Meeting on Applied Stochastic Analysis (no seminar)

4 Feb 11:00 - 12:00 Zoom meeting: Anne De Bouard (École Polytechnique):

    Stochastic Gross-Pitaevskii equation and invariant measure

28 Jan 11:00 - 12:00 Zoom meeting: William Salkeld (University of Nice) :

    Probabilistic rough paths

21 Jan *Unusual time* 16:00 - 17:00 Zoom meeting: Yanghui Liu (Baruch College, University of New York):

    Numerical approximation for rough differential equations

14 Jan 11:00 - 12:00 Zoom meeting: James-Michael Leahy (Imperial College London):

    On rough fluid equations

7 Jan 11:00 - 12:00 Zoom meeting: Antoine Hocquet (TU Berlin):

    Monoid-valued Sewing Lemmata and applications

    *Holiday period*

17 Dec 11:00 - 12:00 Zoom meeting: Paul Hager (TU Berlin):

Unified signature cumulants and generalized Magnus expansions

10 Dec: No seminar (Oberwolfach meeting from Dec 7-12)

3 Dec 11:00 - 12:00 Zoom meeting: Nikolaos Zygouras (University of Warwick):

Higher dimensional KPZ and Edwards-Wilkinson universality

26 Nov 11:00 - 12:00 Zoom meeting: Giuseppe Cannizzaro (University of Warwick):

A new Universality Class in (1+1)-dimensions: the Brownian Castle

19 Nov 11:00 - 12:00 Zoom meeting: Mitia Duerinckx (Orsay University):

A new perspective on random Schrödinger operators at small disorder.

        IRTG seminar on 18 Nov, 17:00-18h00: Hendrik Weber (Bath University), see https://www3.math.tu-berlin.de/stoch/IRTG/irtg-seminar/

12 Nov 11:00 - 12:00 Zoom meeting: Willem Van Zuijlen (WIAS): Quantitative heat kernel estimates for diffusions with distributional drift.

2nd speaker 12:00-13:00 : Oleg Butkovsky (WIAS & TUB): Regularization by noise for PDEs - a stochastic sewing approach

5 Nov 11:00 - 12:00 Zoom meeting: Lorenzo Zambotti (University Paris Dauphine)

A Microlocal Approach to Renormalization in Stochastic PDEs

29 Oct *** Unusual time: 16:00-17:00 *** Zoom meeting: Samy Tindel (Purdue University):

A coupling between Sinai’s random walk and Brox diffusion

22 Oct 11:00 - 12:00 Zoom meeting session: Rongchan Zhu (Bielefeld University):

On ill- and well-posedness of dissipative martingale solutions to stochastic 3D Euler equations

15 Oct: No seminar (Overlap with "Higher structures emerging from renormalization", ESI Vienna, online)

*** Summer Semester  14.04.2020 to 18.07.2020, Thursday SEMINAR ***

16 July 11:00 - 12:00 Zoom meeting session: Henri Elad-Altman (Imperial): On scaling limits of dynamical wetting models in the discrete and the continuum

9 July 11:00 - 12:00 Zoom meeting session: Antoine Lejay (U Nancy): Around the non-linear Sewing Lemma

2 July 11:00 - 12:00 Zoom meeting session: Ana Djurdjevac (TUB): Towards Finite Element Discretization of the Dean-Kawasaki equation

25 - Jun 11:00 - 12:00 Zoom meeting session: Lucio Galeati (U Bonn): Regularisation by noise and notions of irregularity

18 - Jun 11:00 - 12:00 Zoom meeting session: Andrew Allan (ETHZ): Robust filtering and propagation of uncertainty in hidden Markov models

11 - Jun 11:00 - 12:00 Zoom meeting session: Francesco Caravenna (U Milano-Bicocca): Hairer's Reconstruction Theorem without Regularity Structures

Mon 8. Tue 9. and Wed 10. Juni : Berlin-Oxford Meeting (online)

4 - Jun 11:00 - 12:00 Zoom meeting session: Pavel Zorin-Kranich (U Bonn): Variational estimates for martingale transforms

28 - May 11:00 - 12:00 Zoom meeting session: Yvain Bruned (U Edinburgh): BPHZ renormalisation and vanishing subcriticality limit of the fractional Phi^3_d model

21 - May 11:00 - 12:00 no seminar (public holiday)

14 - May 11:00 - 12:00 Zoom meeting session: Antoine Mouzard (U rennes): Quasilinear singular SPDEs and paracontrolled calculus

7 - May 11:00 - 12:00 Zoom meeting session: Nimit Rana (U Bielefeld): Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain

30 - Apr 11:00 -12:00 Zoom meeting session:  Tommaso Cornelis Rosati (FU) : The Krein-Rutman theorem, twice

23 - Apr 11:00 - 12:00 Zoom meeting session:  Leonardo Tolomeo (U Bonn) Ergodicity for stochastic wave equations.

16 - Apr 11:00 - 12:00 Zoom meeting session:  Alexandra Neamtu (TU München):

Global solutions for quasilinear SPDEs via the boundedness-by-entropy method.

09 - Apr 11:00 - 12:00 Zoom meeting session: Clayton Barnes (Technion):

Large-scale behavior of systems of reflecting diffusions with local-time drift.

02 - Apr 11:00 - 12:00 Zoom meeting session: Paul Breiding (TUB) Title: How many eigenvalues of a random tensor are real?

Important note: due to the coronavirus situation in Europe, the seminar activities are modified. The talks announced will be transformed to 'meeting' sessions, via the appication 'Zoom'. The talks will be announced to the mailing list as usual, with a zoom address for appointment. If you have any question, please send an email to Antoine Hocquet at  antoine.hocquet86[at]gmail.com

*** Off-term activity ***

27 - Feb 11:00 - 12:00 at TU Berlin MA 748:  Arturo Jaramillo Gil (U Luxembourg): Quantitative Erdös-Kac theorem for additive functions, a self-contained probabilistic approach

*** Winter Semester  14.10.2019 to 15.02.2020, Thursday SEMINAR ***

14 - Feb 14:00 - 15:30 **unusual time and place** Dirk Erhard (UF Bahia): 2D Anisotropic KPZ equation at stationarity, in Nicolas Perkowski's group seminar (FU), see https://www.mi.fu-berlin.de/math/groups/stoch/teaching/_Stochastics_MSc-S/2019ws_S_stoch_Analysis.html

13 - Feb 11:00 - 12:00 at TU Berlin MA 748: Ben Seeger (Paris Dauphine): Scaling limits and homogenization of Hamilton-Jacobi equations with stochastic forcing

        - additional speaker 12:00 - 13:00: Haesung Lee (Universität Bielefeld) Well-posedness for a class of degenerate Itô-SDEs with fully discontinuous coefficients

06 - Feb 11:00 - 12:00 at TU Berlin MA 748: Gregorio Moreno Flores* (Pontificia Universidad Católica de Chile): Convergence to the Burgers equation: two examples

        *additional talk Jan 31 10:15 - 11:45 at Nicolas Perkowski's master seminar (FU), see  https://www.mi.fu-berlin.de/math/groups/stoch/teaching/_Stochastics_MSc-S/2019ws_S_stoch_Analysis.html

30 - Jan 11:00 - 12:00 at TU Berlin MA 748: Andrey Pilipenko (Ukrainian academy of sciences): On exponential decay of a distance between solutions of an SDE with discontinuous drift

        - additional speaker 12:00 - 13:00:  Fabian Andsem Harang (Oslo University): Volterra Equations Driven by Rough Signals

27 - Jan 13:00 - 14:00 at TU Berlin MA 748: Herbert Koch (U Bonn) **unusual time** : The three dimensional nonlinear wave equation with quadratic nonlinearity and additive space-time white noise

23 - Jan 11:00 - 12:00 at TU Berlin MA 748: Vlad Margarint (NYU Shanghai): Backward LDE as a Singular RDE, the welding homeomorphism and new structural information about the SLE traces

16 - Jan 11:00 - 12:00 at TU Berlin MA 748: Rosa Preiss (TU Berlin): Signatures of paths transformed by polynomial maps

09 - Jan 11:00 - 12:00 at TU Berlin MA 748: Tom Klose (TU Berlin): Precise Laplace asymptotics for the generalized Parabolic Anderson model

19 - Dec 11:00 - 12:00 at TU Berlin MA 748: Siragan Gailus (Boston University): Small-noise fluctuations for a fractional SDE perturbed by a fast Ito diffusion

12 - Dec: 11:00 - 12:00 at TU Berlin MA 748: Willem van Zuijlen (WIAS): From periodic to Dirichlet and Neumann on boxes

05 - Dec: 11:00 - 12:00 at TU Berlin MA 748: No seminar (Berlin Oxford meeting)

04 - 06 Dec: 12th Berlin-Oxford meeting at Oxford University

28 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Paul Hager (TU Berlin): The multiplicative chaos of fractional Gaussian fields with zero Hurst parameter

21 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Khoa Le (TU Berlin): Stochastic sewing lemma and applications

14 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Immanuel Zachhuber (U Bonn): Strichartz estimates of the Anderson Hamiltonian

7 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Pierre Clavier (Potsdam): Resurgence of a two-point function

31 - Oct: 11:00 - 12:00 at TU Berlin MA 748: Huanyu Yang (FU Berlin): Sharp interface limit of stochastic Cahn-Hilliard equations

24 - Oct: 11:00 - 12:00 at TU Berlin MA 748: Nikolas Tapia (WIAS & TU Berlin): Strong solutions for rough transport equation of any Hölder regularity

21 - 25 Oct: Singular SPDEs and Related Topics at Hausdorff research institute of mathematics Bonn

17 - Oct: 11:00 - 12:00 at TU Berlin MA 748: No seminar

18 - 20 Sep:  Workshop -  Statistik von SPDE 

*** Sommer Semester  8.4.2019 bis 13.07.2019, Thursday SEMINAR ***

11 - July: 10:00 - 11:00 at TU Berlin MA 748: Nikolas Nüsken (Potsdam): An introduction to the feedback particle formulation in nonlinear filtering and parameter estimation

4 - July: 11:00 - 12:00 at TU Berlin MA 748: Alexander Schmeding (TU Berlin): A geometric view on stochastic Euler equation

1 - 5 July:Paths between Probability, PDEs, and Physics at Imperial College London.

27 - June: 11:00 - 12:00 at TU Berlin MA 748: Nina Holden (ETH Zürich): Cardy embedding of random planar maps

26 - June: Wahrscheinlichkeitstheoriekolloquium @ HU, Mathias Beiglböck & Nina Gantert

20 - June: 11:00 - 12:00 at TU Berlin MA 748: Nikolas Tapia (TU Berlin): Time warping invariants of multidimensional time series

13 - June: 11:00 - 12:00 at TU Berlin MA 748: No seminar today, but notice http://sfb1114.imp.fu-berlin.de/events/crc-colloquium

12 - June: Wahrscheinlichkeitstheoriekolloquium @ HU, Martin Hutzenthaler & Olivier Pamen

6 - June: 11:00 - 12:00 at TU Berlin MA 748: Tom Klose (TU Berlin): Stochastic Taylor Expansions for gPAM

30 - May: Public holiday

16 - May:  11:00 - 12:00 at TU Berlin MA 748: Steffen Rohde (U Washington): Random (often rough) and deterministic planar loops

15 - May: Wahrscheinlichkeitstheoriekolloquium @ HU, Rama Cont & Christa Cuchiero

9 - May:  11:00 - 12:00 at TU Berlin MA 748: Torstein Nilssen (TU Berlin): Rough nonlinear Fokker-Planck equations

 2 - May:   11:00 - 12:00 at TU Berlin MA 748: Eyal Neumann (IC London): Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint

25 - April:  11:00 - 12:00 at TU Berlin MA 748: Michele Coghi (WIAS): Stochastic nonlinear Fokker-Planck equations

11 - April: 11:00 - 12:00 at TU Berlin MA 748: Yizheng Yuan (TU Berlin): On a Garsia-Rodemich-Rumsey type inequality and the regularity of Schramm-Loewner evolution

*** Off-term activity ***

4 - April: 11:00 - 12:00 at TU Berlin MA 748: Carlo Bellingeri (UPMC): Rediscovering Quasi-shuffle Rough Paths

25 - March: 11:00 - 12:00 at TU Berlin MA 748: Tal Orenshtein (TU Berlin): Additive functionals as rough paths, with applications to random walks in random conductances.

                  12:00 - 13:00 at TU Berlin MA 748: Mate Gerencser (IST Vienna): Integration by parts in regularity structures and applications

14 - March: 11:00 - 12:00 at TU Berlin MA 748: Stéfano De Marco (École Polytechnique): Forward variance models and VIX derivatives

13 - March: 10:00 - 11:00 at TU Berlin MA 748: Augustin Moinat (University of Warwick): Space-time localisation for the dynamic Φ_3^4 model

21 - Feb: 11:00 - 12:00 at TU Berlin MA 748: Gerald Trutnau (Seoul National University): Existence, uniqueness and ergodic properties for time-homogeneous Itoˆ-SDEs with locally integrable drifts and Sobolev diffusion coefficients

*** Winter Semester  15.10.2018 bis 16.02.2019, Thursday SEMINAR ***

14 - Feb: 11:00 - 12:00 at TU Berlin MA 748: Peter Nejjar (IST Austria): Schur Processes with free boundaries

              12:00 - 13:00 at TU Berlin MA 748: Pavel Zorin-Kranich (U Bonn): Variational estimates for martingale paraproducts

              14:30 - 15:30 at TU Berlin MA 748: Philipp Harms (University of Freiburg): Markovian lifts of fractional processes

8 - Feb: 11:00 - 12:00 at TU Berlin MA 748: Kristoffer Andersson (Chalmers University of Technology, Gothenburg): Deep learning based methods for stochastic optimal control

7 - Feb: 11:00 - 12:00 at TU Berlin MA 748: Alejandro Ramirez (Pontificia Universidad Católica de Chile): Random walk at weak and strong disorder

             12:00 - 13:00 at TU Berlin MA 748: Fabian Andsem Harang (University of Oslo): A multiparameter sewing lemma and applications

31 - Jan: 11:00 - 12:00 at TU Berlin MA 748: Pavel Zorin-Kranich (U Bonn): Variational estimates for martingale paraproducts (**cancelled - moved to Feb 14th**)

               12:00 - 13:00 at TU Berlin MA 748: Loic Foissy (Université du Littoral Côte d'Opale): Typed trees and their algebraic structures

24 - Jan: 11:00 - 12:00 at TU Berlin MA 748: Alexandra Neamtu (TU Munich): Center manifolds for rough differential equations

             12:00 - 13:00 at TU Berlin MA 748: Håkon Hoel (Chalmers University of Technology, Gothenburg): Numerical methods for stochastic conservation laws

FYI: T. Lyons visits FOR2402 from 18-Jan to 25-Jan

17 - Jan: no seminar --> Jan 16 - 18, 2019 Berlin-Leipzig workshop in analysis and stochastics

10 - Jan: 11:00 - 12:00 at TU Berlin MA 748: Antoine Hocquet (TU Berlin): Rough stochastic analysis

20 - Dec: Title: 11:00 -12:00 at TU Berlin MA 748: Joscha Diehl (MPI Leipzig): "Areas of areas" and the path signature Abstract: We show that, using iterated application of the area-operator, one can obtain the entire path signature of a smooth curve. In algebraic terms, this means that areas-of-areas shuffle-generate the tensor algebra. Joint work with R. Preiss (TU Berlin) and J. Reizenstein (Facebook).

13 - Dec: 12:00 - 13:00 at TU Berlin MA 748: Sebastian Riedel (TUB): A dynamical theory for stochastic delay differential equations

                  Of interest: Cambridge Newton Institute: Scaling limits & SPDEs: recent developments and future directions , Workshop 10th December 2018 to 14th December 2018 

6 - Dec: no seminar --> Dec. 6-8, 2018, Website:http://www.tu-berlin.de/?spde2018 "Nonlinear Stochastic Evolution Equations: Analysis, Numerics and Applications",  

29 - Nov: no seminar (Berlin Oxford meeting)

22 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Ryuya Namba (Okayama University): CLT for non-symmetric RWs on nilpotent covering graphs and a distorted Brownian rough path

               

                12:00 - 13:00 at TU Berlin MA 748: Takashi Kumagai (Kyoto University): Homogenization of symmetric stable-like processes in random media

15 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Josef Teichmann (ETHZ): Besov spaces in Regularity Structures

                12:00 - 13:00 at TU Berlin MA 748: Philipp Schoenbauer (Imperial College London): Malliavin calculus, densities and a Hörmander theorem for singular SPDEs

                15:30 - 16:30 at TU Berlin MA 748: Josef Teichmann (ETHZ): Reservoir Computing and Rough Path

8 - Nov: no seminar (DFG Evaluation!) 

1 - Nov:11:00 - 12:00 at Tu Berlin MA 748: J-D. Deuschel and A. Hocquet (both TU Berlin): summary of P5 and P1 respectively. 

25 - Okt: 11:00 - 12:00 at Tu Berlin MA 748: S. Riedel and C. Bayer (TU Berlin/WIAS): summary of P4 and P3 respectively.

18 - Okt: 11:00 - 12:00 at TU Berlin MA 748: Y. Boutaib and P. Friz (both P2/FOR2402): The geometry of regularity structures / Malliavin Calculus and beyond

*** Summer Semester 2018 Thursday SEMINAR ***

5 - July: 11:00 - 12:00 at TU Berlin MA 748: Pierre Francois Rodriguez (UCLA): Percolation of sign clusters for the Gaussian free field

28 - June: 11:00 - 12:00 at TU Berlin MA 748: Nguyen Tuan Anh (TU Berlin): Breaking the curse of dimensionality for approximating semi-linear parabolic partial differential equations at single space-time points.

WT Colloquium: Wed, 11-Jul: MA-748, TBA

    June 25-27: JDD60 Conference, Link incl. registration

14 - 16 of June: 9th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis. Takes place at Weierstrass Institute.

WT Colloquium: Wed, 13-Jun: Wendelin Werner, MA-748, 4pm c.t.

    June 4-8, Summer School (IST, Vienna): Duminil-Copin, Hairer, Miller Registration link, deadline: May-15

31 - May: 11:00 - 12:00 at TU Berlin MA 748: Archil Gulisashvili (Ohio University): Asymptotic expansions in fractional stochastic volatility models

25 - May: 11:00 - 12:00 at TU Berlin MA 748: *** Note unusual day*** Pavlos Tsatsoulis (University of Warwick):  Exponential loss of memory for the dynamic$\Phi^4_2$ with small noise

24-May: 11:00 - 12:00 at TU Berlin MA 748: Scott Smith (MPI Leipzig): Parabolic equations with rough coefficients and singular forcing

17-May: 11:00 - 12:00 at TU Berlin MA 748: Torstein Nilssen (TU Berlin): Burgers equation with rough transport noise

WT Colloquium: Wed, 16-May: TBA, MA-748, 5pm c.t.

   14-May to 18-May, 2018: Luminy, SPDEs Link incl. pre-registration

10-May: National holiday

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 Equations

WT Colloquium: Wed, 2-May: Steffe Rohde,   Title: The conformal continuum random tree MA-748, 5pm c.t.

26-April: 11:00 - 12:00 at TU Berlin MA 748: Cyril Labbe. Localisation of the continuous Anderson Hamiltonian in 1d.

        24-26 April: Berlin-Oxford Pathwise SLE Meeting

19-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

*** Winter Semester 2017/18 Thursday SEMINAR ***

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 noise

1-Feb: 11:00 - 12:00 at TU Berlin MA 748: Andris Gerasimovics (Imperial College London). "Hörmander’s type" theorem for Rough SPDEs

25-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 structures

29-Nov until 1-Dec:   Berlin-Leipzig meeting (at MPI Leipzig)

23-Nov: 15:30 - 16:30 at TU Berlin MA 748:Huy Tran (TU Berlin), The regularity of SLE curves

16-Nov: 15:30 - 16:30 at TU Berlin MA 748: Nathanael Berestycki (U Cambridge), A characterisation of the Gaussian free field

10-Nov: 11:00 - 12:00 at TU Berlin MA 748: Atul Shekhar (KTH Stockholm). Smoothing of Boundary Behaviour in Planar Stochastic Evolutions.

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: Alexander Schmeding (TU Berlin). Euler-Arnold theory for SPDEs?

26-Okt: 15:30 - 16:30 at TU Berlin MA 748: Ale Jan Homburg (University of Amsterdam). From random dynamics to partially hyperbolic dynamics

19-Oct : 15:30 - 16:30 at TU Berlin MA 748: Hajer Bahouri (Université Paris-Est Marne-la Vallée), New approach in the analysis of the Heisenberg group and applications.

*** 18.04.2017-22.07.2017 Summer Semester 2016/17 Thursday SEMINAR ***

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*** Sebastian Riedel (TU Berlin) Random dynamical systems and rough paths

29-June : 12:30 - 13:30 at TU Berlin MA 748: Khalil Chouk (TU Berlin) Regularization for stochastic Burger's Equation

22-June : 12:30 - 13:30 at TU Berlin MA 748: Antoine Hocquet (TU Berlin) Energy estimates for Rough PDEs

15-June: 12:30 - 13:30 at TU Berlin MA 748: Alexandros Saplaouras (TU Berlin) Martingale Representations and BSDEJs are stable

8-Jun 12:30 - 13:30 at TU Berlin MA 748: Felix Otto (MPI Leipzig), Quasi-linear SPDEs via a rough path approach. Extended abstract

1-June: 12:30 - 13:30 at TU Berlin MA 748: Huilin Zhang (TUB / Shandong U) - Integration and differential equations driven by cadlag rough paths

25-May: National holiday

18-May until 20-May:  7th Berlin-Oxford meeting (at WIAS, Berlin)

11-May: 12.30 - 13.30 at TU Berlin MA748: Martin Barlow (University of British Columbia). Yor's conjectures on the structure of filtrations. 

4-May: 12.30 - 13.30 at TU Berlin MA748: Masato Hoshino (Waseda University), Global solutions of some singular stochastic PDEs

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: María J. Garrido-Atienza (Sevilla), Title: Exponential Stability of solutions to SPDEs driven by fractional Brownian motion

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: Christian Kuehn (TUM), Regularity structures and fractional diffusion.

      ! Langenbach-Seminar (WIAS-ESH) Wed, 19-4, 15:15-16:00: same talk!

*** Off-semester activities, Spring 2017 ***

29 March -7 April: Ben Seeger (Chicago), Progress on the Lions-Souganidis stochastic viscosity theory.

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: Xiaoqin Guo (Purdue). Quantitative homogenization and a Harnack inequality for non-ellitpic random walk in balanced random environment

16-March 12:30 - 13:30 at TU Berlin MA 748: Joscha Diehl (MPI Leipzig). The parabolic Anderson model on Riemann surfaces.

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*******  Tadahisa Funaki (University of Tokyo). KPZ, nonlinear fluctuations in 2D stochastic dynamics.

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,Recent Development in Singular Stochastic PDEs

*** 17.10.2016 - 18.02.2017: Winter Semester 2016/17 Thursday SEMINAR ***

 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".

16-February 12:30 - 13:30 at TU Berlin MA 748: 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: Oleg Butkovsky (TU Berlin). Regularization by noise and flows of solutions for a stochastic

heat equation.

      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: Ismaël Bailleul (U Rennes). (Higher-order) paracontrolled calculus

      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)

19-January 12:30 - 13:30 at TU Berlin MA 748: Marco Furlan (U Paris Dauphine).  Paracontrolled quasilinear SPDEs

                    13:30 - 14:30 at TU Berlin MA 748:  Martina Hofmanov (TU Berlin). Quasilinear generalized parabolic Anderson model

     Colloquium 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.

12-January 12:30 - 13:30 at TU Berlin MA 748: TBA (Attention: ECMATH Center Days @ Zuse Inst.)

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: Raphael Kruse. On a randomized numerical solver for Caratheodory ODEs.

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: Pierre Clavier (U Potsdam). Poles of regularized Branched Zeta Values.

24-November 12:30 - 13:30 at TU Berlin MA 748: Milton Jara (IMPA). Non-equilibrium fluctuations of interacting particle systems

17-Novermber 12:30 - 13:30 at TU Berlin MA 748: No talk this week because of BMS 10th anniversary.

10-November 12:30 - 13:30 at TU Berlin MA 748: Peter Friz (TU/WIAS). From rough paths to regularity structures and back.

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:  Yue Wu (TU) The Moments of Lèvy's area using a sticky shuffle Hopf algebra.

20-October 12.30 - 13.30 at TU Berlin MA 748: Tal Orenshtein (Humboldt/TU)  One-dependent random walks in hypergeometric-Dirichlet environments

*** SS 2016 FRIDAY SEMINAR  ***

15-July, Friday, 2pm at TU Berlin, MA 748: Youness Boutaib (TUB and U Potsdam) 'Two ways of defining rough paths on manifolds'

23-June, 12:30 at TU Berlin, MA 748:  Huy Tran (UCLA) The conformal removability of some Sierpinski gaskets.

16-June,11:00 - 12:00 at TU Berlin, MA 748: Ilya Chevyrev (TU Berlin) Renormalisation of stochastic rough differential equations

9-June, 12:30 - 13:30  at TU Berlin, MA 748: Yilin WANG (ETH Zurich) "The energy of chordal Loewner chain"

27-May, 11:00 - 12:00 at TU Berlin, MA 748: Khalil Chouk (HU) The continuous Anderson hamiltonian in dimension two

20-May, 14:00 no talk (Simons Center: Stochastic Partial Differential Equations)

13-May, 14:00 at TU Berlin, MA 748: Antoine Hocquet (Ecole Polytechnique) Finite-time singularities of the stochastic harmonic map flow on surfaces.

6-May, 14:00 no talk (Rough Paths Oberwolfach meeting)

29-April, 14:00 at TU Berlin, MA 748:  Giuseppe Cannizzaro (TU Berlin) Malliavin Calculus for Regularity Structures: The case of gPAM

22-April, 14:00 at TU Berlin, MA 748:  Massimiliano Gubinelli (Bonn) Sewing rough conservation laws.