From Analysis to Stochastics: A Workshop along Ulrich Stadtmüller's Scientific Interests

The aim of this workshop is to bring together internationally leading as well as young researchers from the diverse but closely interrelated areas of analysis, probability and statistics. Likewise various applications with a focus on biometric and economic questions shall be covered.

The selection of topics is closely related to the scientific interests of Ulrich Stadtmüller  since he started at Ulm University in the 1970ies.

The workshop takes place at Ulm University (Helmholtzstr. 18, Room 2.20) from Monday, April 3rd to Tuesday, April 4th, 2017.

Jan Beyersmann, Rüdiger Kiesel, Hartmut Lanzinger and Robert Stelzer

A registration form can be found <link file:238314 download file>here. If you wish to attend the workshop, please fill out the registration form and send it back to <link mawi finmath people nacca internal-link>Eva Nacca via e-mail, fax (please use the fax number given in the form) or regular mail by March 15, 2017.

Please note that the conference fee is 40 EUR for all participants and should be paid by March 15, 2017 (see above pdf file for bank details). In case of any queries regarding the registration or the workshop itself, please feel free to contact Eva Nacca.

• Nick Bingham (Imperial College, UK)
• Ingo Fahrner
• Allan Gut (Uppsala University, Sweden)
• Oleg Klesov (National Technical University of Ukraine, Ukraine)
• Claudia Klüppelberg (Technical University of Munich, Germany)
• Werner Kratz (Ulm University, Germany)
• Elijah Liflyand (Bar-Ilan University, Israel)
• Alexander Lindner (Ulm University, Germany)
• Hans-Georg Müller (University of California, Davis, USA)
• Markus Pauly (Ulm University, Germany)
• Miroslaw Pawlak (University of Manitoba, Canada)
• Josef Steinebach (Universitaet zu Koeln , Germany)

Furthermore the following junior scientists from Ulm University will give a talk:

• Michael Harder
• Ivan Lecei
• Johanna Vestweber

Monday, 03.04.2017

09:00-09:10 Opening

09:10-10:05  Josef Steinebach
Limit Laws for the Increments of Stochastic Processes

10:05-10:35 Michael Harder
Exchangeability of Copulas: Limits and Tests

10:35-11:00 Coffee Break

11:00-11:45 Claudia Klüppelberg
Can we identify a max-linear model on a DAG by the tail dependence coefficient matrix?

11:45-12:30 Allan Gut
The weak law of large numbers and the St. Petersburg game

12:30-14:00 Lunch

14:00-14:45 Elijah Liflyand
Asymptotic relations for the Fourier transform of a function of bounded variation

14:45-15:15 Ivan Lecei
A parametric test for the domain of attraction of a copula

15:15-15:45 Coffee Break

15:45-16:30 Ingo Fahrner
From Analysis to Stochastics: Applications of Ulrich Stadtmuller's
Scientic Interests to Banking and Insurances

16:30-17:15 Werner Kratz
Oscillation and spectral theory of continuous Hamiltonian and discrete symplectic systems with applications

 

Tuesday, 04.04.2017

09:00-09:45 Nick Bingham
Regular variation: New variations on an old theme

09:45-10:30 Oleg Klesov
Asymptotic behavior of renewal sets

10:30-10:50 Coffee Break

10:50-11:35 Alexander Lindner
On quasi-infinitely divisible distributions

11:35-12:05 Johanna Vestweber
Geometric Ergodicity of the Multivariate Continuous-time GARCH(1,1) Process

12:05-13:45 Lunch

13:45-14:30 Miroslaw Pawlak
Signal Sampling and Recovery: From Shannon to Rice

14:30-15:15 Markus Pauly
Nonparametric Procedures for Factorial Designs: Treatment Effects and Testing Hypotheses

15:15-16:00 Hans-Georg Müller
Nonlinear Methods for Samples of Densities and Functional Data

16:00-16:10 Closing

A site plan of the campus and detailed travel information can be found here.

The conference will take place in the building of the Faculty of Mathematics and Economics,  Room 2.20. The room is situated in the second floor Helmholtzstraße 18 which can be found on that map .

The best way to get there is by bus line 3 (coming from city centre). The stop is "Botanischer Garten". From there you walk approximately 5 minutes to Helmholtzstraße 18.

Substantial financial support by the board of Ulm University to organise this workshop is gratefully acknowledged.