Program
Thursday, 9th June
10:00-11:00 Walter Schachermayer
Trajectorial Otto calculus
11:00-11:30 Coffee Break
11:30-12:30 N. Sri Namachchivaya
Stochastic Dynamics of Engineered and Natural Systems
12:30-14:00 Lunch Break
14:00-15:00 Nina Gantert
A concentration phenomenon for random fragmentations
15:00-16:00 Gonçalo dos Reis
Numerics for Self-stabilizing diffusions under super measure, and early life electric batteries range prognostics
16:00-16:30 Coffee Break
16:30-17:30 Martin Schweizer
A fresh look at absence of arbitrage
17:30-18:15 Reception
19:00 Dinner at restaurant "Nolle"
Friday, 10th June
9:30-10:30 Michael Röckner
On a longstanding open problem in the theory of Markov processes
10:30-11:30 Rama Cont
A model-free approach to continuous-time finance
11:30-12:00 Coffee Break
12:00-13:00 Nicolas Perkowski
Three applications of stochastic sewing to regularization by noise
The book of abstracts can be download here.