Probability
Session coordinators: Alberto Ohashi and Leandro Ciolleti
Zoom link https://us02web.zoom.us/j/89885003572?pwd=OE91U1RLeFdHcWcydzZPNDFvTVlpUT09
Time Zone: GMT - 3
Plenary Speaker
Michael Scheutzow (TU Berlin, Germany)
Session Speakers
Carlo Marinelli (University College London, England)
Ciprian Tudor (University of Lille, France)
Dirk Erhard (Universidade Federal da Bahia, Brazil)
Fabian Harang (BI Norwegian Business School, Norway)
Francesco Russo (Ensta-Institut Polytechnique de Paris, France)
Harald Oberhauser (University of Oxford, England)
Hugo de La Cruz (Fundação Getúlio Vargas, Brazil)
Khoa Lê (TU Berlin, Germany)
Leandro Pimentel (Universidade Federal do Rio de Janeiro, Brazil)
Michael Hoegele (Universidad de los Andes)
Seiichiro Kusuoka (Kyoto University, Japan)
Thomas Cass (Imperial College London, England)
Yuri Saporito (Fundação Getúlio Vargas, Brazil)
Yuzuru Inahama (Kyushu University, Japan)
Session Schedule
Monday, January 17, 2022
Speaker: Ciprian Tudor
Title: Statistical Inference for the stochastic wave equation with space-time white noise
Time: 10:30 am - 11:10 am
Speaker: Carlo Marinelli
Title: On the Malliavin differentiability of solutions to reaction-diffusion equations with multiplicative noise
Time: 11:20 am - 12:00 pm
Speaker: Hugo de La Cruz
Title: A weak simulation method for the response analysis of stochastic vibration systems with nonlinear adjustable stiffness
Time: 15:10 pm - 15:50 pm
Speaker: Michael Hoegele
Title: The cutoff phenomenon for Ornstein-Uhlenbeck system with small Lévy noise
Time: 16:00 pm - 16:40 pm
Tuesday, January 18, 2022
Speaker: Yuzuru Inahama
Title: Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds
Time: 8:00 am - 8:40 am
Speaker: Thomas Cass
Title: Signatures and expected signatures for Gaussian processes
Time: 8:50 am - 9:30 am
Speaker: Fabian Harang
Title: Pathwise Volterra equations and regularization through additive noise in the multiplicative stochastic heat equations
Time: 10:30 am - 11:10 am
Speaker: Leandro Pimentel
Title: Integration by Parts and the KPZ Two-Point Function
Time: 11:20 am - 12:00 pm
Wednesday, January 19, 2022
Speaker: Francesco Russo
Title: Semimartingales with jumps, weak Dirichlet processes and path dependent martingale problems
Time: 10:30 am - 11:10 am
Speaker: Khoa Lê
Title: Rough stochastic differential equations
Time: 11:20 am - 12:00 pm
Thursday, January 20, 2022
Speaker: Harald Oberhauser
Title: Signature Cumulants and Non-linear Independent Component Analysis for Stochastic Processes
Time: 10:30 am - 11:10 am
Speaker: Yuri Saporito
Title: PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
Time: 11:20 am - 12:00 pm
Friday, January 21, 2022
Speaker: Seiichiro Kusuoka
Title: Construction of a non-Gaussian and rotation-invariant $\Phi^4$ measure and associated flow on ${\mathbb R}^3$ through stochastic quantization
Time: 8:00 am - 8:40 am
Speaker: Dirk Erhard
Title: Weak coupling limit of the Anisotropic KPZ equation
Time: 8:50 am - 9:30 am