6th International Conference on Stochastic Analysis and Its Applications

List of Talks

  • abstract
    abstract
    slides
    slides
    AbdulRahman Al-Hussein (Qassim University, Saudi Arabia)
    BSPDEs and their applications to stochastic optimal control
  • abstract
    abstract
    slides
    slides
    Sebastian Andres (Universität Bonn, Germany)
    Invariance Principle for the Random Conductance Model with dynamic Conductances
  • abstract
    abstract
    slides
    slides
    David Applebaum (University of Sheffield, UK)
    Second quantised representation of Mehler semigroups associated with Banach space valued Lévy processes
  • abstract
    abstract
    Bartosz Bandrowski (University of Zielona Góra, Poland)
    Perturbed Volterra equations of convolution type
  • abstract
    abstract
    slides
    slides
    Rodrigo Bañuelos (Purdue University, West Lafayette, USA)
    Heat trace asymptotics for Schrödinger operators
  • abstract
    abstract
    slides
    slides
    Mariusz Bieniek (Maria Curie-Skłodowska University, Lublin, Poland)
    Extinction of Fleming-Viot-type particle systems with strong drift
  • abstract
    abstract
    Katarzyna Borkowska (University of Technology and Life Sciences in Bydgoszcz, Poland)
    Generalized BSDEs driven by fractional Brownian motion (poster)
  • abstract
    abstract
    slides
    slides
    Dariusz Buraczewski (University of Wrocław, Poland)
    On solutions of linear stochastic equations in the critical case
  • abstract
    abstract
    slides
    slides
    Krzysztof Burdzy (University of Washington, Seattle, USA)
    Reflected Brownian motion in fractal domains
  • abstract
    abstract
    slides
    slides
    Yana Butko (Bauman Moscow State Technical University, Russia)
    The method of Feynman formulae for approximation of Markov evolution
  • abstract
    abstract
    slides
    slides
    Bartłomiej Dyda (Universität Bielefeld and Wrocław University of Technology, Germany and Poland)
    Some inequalities concerning Dirichlet forms of stable processes
  • abstract
    abstract
    slides
    slides
    Lawrence Evans (University of Missouri, Columbia, USA)
    Existence of an Invariant Measure for the Kick-Forced Primitive Equations with Physical Boundary Conditions
  • abstract
    abstract
    slides
    slides
    Christel Geiss (University of Innsbruck, Austria)
    Lévy driven BSDEs: L2-regularity and fractional smoothness
  • abstract
    abstract
    slides
    slides
    Nicola Gigli (Université de Nice, France)
    On the differential structure of metric measure spaces and applications
  • abstract
    abstract
    slides
    slides
    Tomasz Grzywny (TU Dresden and Wrocław University of Technology, Germany and Poland)
    On the potential theory of one-dimensional subordinate Brownian motions
  • abstract
    abstract
    slides
    slides
    Masanori Hino (Graduate School of Informatics, Kyoto University, Japan)
    Geodesic distances and intrinsic distances on some fractal sets
  • abstract
    abstract
    slides
    slides
    Yasushi Ishikawa (Ehime University, Matsuyama, Japan)
    Optimal Consumption Control Problem Associated with Jump-Diffusion Processes
  • abstract
    abstract
    slides
    slides
    Adam Jakubowski (Nicolaus Copernicus University, Toruń, Poland)
    S-topology on the Skorokhod space. Recent developments and complements
  • abstract
    abstract
    slides
    slides
    Tomasz Jakubowski (Wrocław University of Technology, Poland)
    Fractional Laplacian with singular drift
  • abstract
    abstract
    slides
    slides
    Naotaka Kajino (Universität Bielefeld, Germany)
    Weyl's Laplacian eigenvalue asymptotics for the measurable Riemannian structure on the Sierpinski gasket
  • abstract
    abstract
    slides
    slides
    Kamil Kaleta (Wrocław University of Technology, Poland)
    Intrinsic ultracontractivity and ground state estimates for Feynman-Kac semigroups of some class of Lévy processes
  • abstract
    abstract
    slides
    slides
    Grzegorz Karch (University of Wrocław, Poland)
    Nonlocal porous medium equation
  • abstract
    abstract
    slides
    slides
    Moritz Kaßmann (Universität Bielefeld, Germany)
    Local Regularity of Nonlocal Operators
  • abstract
    abstract
    slides
    slides
    Panki Kim (Seoul National University, Korea)
    On Green function of subordinate Brownian motion
  • abstract
    abstract
    slides
    slides
    Tomasz Komorowski (Maria Curie-Skłodowska University, Lublin, Poland)
    Behavior of a passive tracer in a long range correlated flow
  • abstract
    abstract
    slides
    slides
    Tadeusz Kulczycki (Wrocław University of Technology, Poland)
    Gradient estimates of q-harmonic functions of fractional Schrödinger operator
  • abstract
    abstract
    slides
    slides
    Kazumasa Kuwada (Ochanomizu University, Tokyo, Japan)
    An extension of Wasserstein contraction associated with the curvature-dimension condition
  • abstract
    abstract
    slides
    slides
    Kazuhiro Kuwae (Kumamoto University, Japan)
    On analytic characterizations of gaugeability for generalized Feynman-Kac functionals
  • abstract
    abstract
    slides
    slides
    Mateusz Kwaśnicki (Polish Academy of Sciences and Wrocław University of Technology, Poland)
    Two-term asymptotics for Lévy operators in intervals
  • abstract
    abstract
    Ki-Ahm Lee (Seoul National University, Korea)
    Regularity theory and Asymptotic Behaviors in Integro-differential operators
  • abstract
    abstract
    slides
    slides
    Xue-Mei Li (University of Warwick, UK)
    Convergence of Stochastic Processes and Collapsing of Manifolds
  • abstract
    abstract
    Janna Lierl (Universität Bonn, Germany)
    Boundary Harnack principle on inner uniform domains
  • Terry J. Lyons (University of Oxford, UK)
    What have rough paths got to do with finance: Extending Itō's formula
  • abstract
    abstract
    slides
    slides
    Jan Maas (Universität Bonn, Germany)
    Ricci curvature of Markov chains via convexity of the entropy
  • abstract
    abstract
    Marinela Marinescu and Daniela Ijacu (Bucharest Academy of Economic Studies, Romania)
    Three problems for stochastic flows associated with nonlinear SPDEs and backward parabolic equations with parameters
  • abstract
    abstract
    slides
    slides
    Ante Mimica (Universität Bielefeld, Germany)
    Harnack Inequalities for Subordinate Brownian Motions
  • abstract
    abstract
    James Norris (University of Cambridge, UK)
    Estimates on the convergence of Kac's particle model for a dilute gas of hard spheres to the Boltzmann equation
  • abstract
    abstract
    slides
    slides
    Harald Oberhauser (TU Berlin, Germany)
    Revisiting Clark's robustness problem in nonlinear filtering
  • abstract
    abstract
    slides
    slides
    Adam Osękowski (University of Warsaw, Poland)
    Orthogonal martingales and Riesz transforms
  • abstract
    abstract
    slides
    slides
    Mihai Pascu (Transilvania University of Brașov, Romania)
    Brownian couplings and applications
  • abstract
    abstract
    slides
    slides
    Robert Philipowski (Université du Luxembourg, Luxembourg)
    Ricci flow, Brownian motion and entropy
  • abstract
    abstract
    slides
    slides
    Katarzyna Pietruska-Pałuba (University of Warsaw, Poland)
    Poincaré inequality and related function spaces on fractals
  • abstract
    abstract
    slides
    slides
    Jan Rosiński (University of Tennessee, Knoxville, USA)
    Asymptotic independence and limit laws for Wiener chaos
  • abstract
    abstract
    slides
    slides
    Andrzej Rozkosz (Nicolaus Copernicus University, Toruń, Poland)
    Semilinear obstacle problem with measure data and generalized reflected BSDEs
  • abstract
    abstract
    slides
    slides
    Michał Ryznar (Wrocław University of Technology, Poland)
    Dirichlet heat kernels and exit times for subordinate Brownian motions
  • abstract
    abstract
    René Schilling (TU Dresden, Germany)
    Path Properties of Feller Processes Via the Symbol
  • abstract
    abstract
    Alina Semrau-Giłka (University of Technology and Life Sciences in Bydgoszcz, Poland)
    Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (poster)
  • abstract
    abstract
    slides
    slides
    Grzegorz Serafin (Wrocław University of Technology, Poland)
    Some relationships between potential theories of classical and hyperbolic Brownian motion
  • abstract
    abstract
    slides
    slides
    Yuichi Shiozawa (Okayama University, Japan)
    Conservation property of symmetric jump-diffusion processes
  • abstract
    abstract
    slides
    slides
    Bartłomiej Siudeja (University of Oregon, Eugene, USA)
    Lower bounds for heat traces
  • abstract
    abstract
    Boubaker Smii (King Fahd University of Petroleum and Minerals, Saudi Arabia)
    Feynman graph representation of the KPZ equation driven by Lévy noise
  • abstract
    abstract
    slides
    slides
    Renming Song (University of Illinois, Urbana-Champaign, USA)
    Dirichlet heat kernel estimates for relativistic stable processes
  • abstract
    abstract
    slides
    slides
    Alexander Soshnikov (University of California, Davis, USA)
    On the Distribution of the Outliers in Large Random Matrices
  • abstract
    abstract
    slides
    slides
    Joachim Syga (University of Zielona Góra, Poland)
    Application of semimartingale measure to the investigation of stochastic inclusions
  • abstract
    abstract
    slides
    slides
    Karol Szczypkowski (Wrocław University of Technology)
    Schrödinger perturbations of transition densities
  • abstract
    abstract
    slides
    slides
    Tomoko Takemura (Nara Women's University, Japan)
    Lévy measure density corresponding to inverse local time
  • abstract
    abstract
    slides
    slides
    Kaneharu Tsuchida (National Defense Academy of Japan, Yokosuka, Japan)
    On a sufficient condition for large deviations of additive functionals
  • abstract
    abstract
    Toshihiro Uemura (Kansai Univesity, Osaka, Japan)
    On dual generators for nonlocal semi-Dirichlet forms
  • abstract
    abstract
    slides
    slides
    Laura Villafuerte Altuzar (Universidad Autónoma de Chiapas, Tuxtla Gutiérrez, Mexico)
    The Differential transform method for solving random differential models
  • abstract
    abstract
    slides
    slides
    Zoran Vondraček (University of Zagreb, Croatia)
    On potential theory of subordinate Brownian motion in unbounded sets
  • abstract
    abstract
    Jian Wang (Fujian Normal University, Fuzhou, China) cancelled!
    Weighted-Poincaré Inequalities for Nonlocal Dirichlet Forms
  • abstract
    abstract
    slides
    slides
    Jon Warren (University of Warwick, UK)
    A multi-layer extension of the KPZ equation
  • abstract
    abstract
    Monika Wrzosek (University of Gdańsk, Poland)
    The Newton method for stochastic functional differential equations (poster)
  • abstract
    abstract
    slides
    slides
    Jerzy Zabczyk (Polish Academy of Sciences, Warsaw, Poland)
    Regularity of generalized Ornstein-Uhlenbeck processes
  • abstract
    abstract
    slides
    slides
    Adrian Zălinescu (“Alexandru I. Cuza” University, Iași, Romania)
    Stochastic variational inequalities driven by Poisson random measures
  • abstract
    abstract
    slides
    slides
    Lorenzo Zambotti (Université Pierre et Marie Curie - Paris 6, France)
    On Exceptional times of Fleming-Viot processes with mutation

List of all abstracts