International Seminar on SDEs and Related Topics


    This online seminar takes place every second Friday at
   12:30 UTC during daylight saving times        11:30 UTC otherwise    

  12:30 noon       1:30 pm       2:30 pm       7:30 pm (8:30 pm from Nov 12 on)    
    London        Berlin, Paris         Helsinki         Beijing    

                    Zoom link       Meeting ID: 618 9100 7917

No registration required. To get an e-mail reminder before each event write to sde-seminar[at]jyu.fi.


Organisers

  • Stefan Ankirchner   (FSU Jena, Germany)
  • Christian Bender   (Saarland University, Germany)
  • Rainer Buckdahn   (Universite de Bretagne Occidentale, France)
  • Dan Crisan   (Imperial College London, UK)
  • Christel Geiss   (University of Jyväskylä, Finland)
  • Stefan Geiss   (University of Jyväskylä, Finland)
  • Céline Labart   (Université Savoie Mont-Blanc, France)
  • Juan Li   (Shandong University, China)
  • Andreas Neuenkirch   (University of Mannheim, Germany)
  • Shige Peng   (Shandong University, China)
  • Adrien Richou   (University of Bordeaux, France)

Schedule 2021


Oct 29, 2021

Peter Friz (TU and WIAS Berlin):

              On rough SDEs

Absract: A hybrid theory of rough stochastic analysis is built that seamlessly combines the advantages of both Itô's stochastic - and Lyons' rough differential equations. A major role is played by a new stochastic variant of controlled rough paths spaces, with norms that reflect some generalized stochastic sewing lemma, and which may prove useful whenever rough paths and Itô integration meet. We will mentioned several applications. Joint work with Antoine Hocquet and Khoa Lê (both TU Berlin).


Nov 12, 2021

Xunyu Zhou (Columbia University, New York): TBA

Nov 26, 2021

Michael Scheutzow (Technische Universität Berlin): TBA

Dec 10, 2021

Nizar Touzi (CMAP & Polytechnique Paris): TBA

Schedule 2022


Jan 14, 2022

Arturo Kohatsu-Higa (Ritsumeikan University, Kusatsu): TBA

Jan 28, 2022

Denis Talay (INRIA & École Polytechnique): TBA

Feb 11, 2022

Mireille Bossy (Sophia Antipolis, France ): TBA

Feb 25, 2022

Xin Guo (University of California at Berkeley): TBA

Mar 11, 2022

Ying Hu (Université de Rennes 1, CNRS): TBA

Mar 25, 2022

Jianfeng Zhang (University of Southern California): TBA

Apr 08, 2022

TBA

Apr 22, 2022

TBA

May 06, 2022

TBA

May 20, 2022

TBA


Contact and links

    Stefan Geiss: stefan.geiss[at]jyu.fi or stefanfriedrich.geiss[at]gmail.com
    The online seminar is hosted by the Department of Mathematics and Statistics (University of Jyväskylä) and supported by the journal Probability, Uncertainty and Quantitative Risk.