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.