University of Berlin

Sat, 10 Dec 2016

11:00 - 11:30

L5

MOTM option pricing under rough volatility

BENJAMIN STEMPER

(University of Berlin)

Fri, 09 Dec 2016

16:00 - 16:30

L5

Discrete Paracontrolled approach to SPDE's

MARTIN JORG

(University of Berlin)

Fri, 09 Dec 2016

15:30 - 16:00

L5

Pattern size in Gaussian fields from pinodal decompostion

LUIGI AMEDEO BIANCHI

(University of Berlin)

Fri, 09 Dec 2016

14:30 - 15:00

L5

One-dependent walks in hypergeometric-Dirichlet environments

TAL ORENSHTEIN

(University of Berlin)

Fri, 09 Dec 2016

14:00 - 14:30

L5

The moments of Levy's area using sticky shuffle Hopf algebras

YUE WU

(University of Berlin)

Fri, 09 Dec 2016

11:00 - 11:30

L5

Mean-field Gibbs-non-Gibbs transitions

WILLEM VAN ZUIJLEN

(University of Berlin)

Fri, 09 Dec 2016

09:30 - 10:00

L5

A Rough Path Perspective on renormalization

ROSA PREISS

(University of Berlin)

Fri, 09 Dec 2016

09:00 - 09:30

L5

The unified stochastic calulus with pathwise explanation

HUILIN ZHANG

(University of Berlin)