TU Graz
Graz University of Technology

Kolloquium im Fachgebiet Stochastik

Type

Vortrag

Topic

Information Communication & Computing (Field of Expertise)

6. bis 8. Mai 2024

6. Mai 2024

09:00-10:00 Uhr, Dennis Schroers (Universität Bonn): "Copula Theory for Functional Data Analysis"
10:30-11:30 Uhr, Verena Schwarz (Universität Klagenfurt): "Numerical approximation of stochastic differential equations with jump noise"
13:30-14:30 Uhr, Martin Friesen (Dublin City University): "Affine Volterra processes: From stochastic stability to statistical inference"

7. Mai 2024

09:00-10:00 Uhr, Stefan Tappe (Universität Wuppertal): "Invariance of closed convex cones for stochastic partial differential equations"
10:30-11:30 Uhr, Larisa Yaroslavtseva (Universität Graz): "On strong approximation of SDEs with a discontinous drift coefficient"
13:30-14:30 Uhr, Florian Bechthold (Universität Bielefeld): "Pathwise methods in stochastic analysis and applications of S(P)DEs"

8. Mai 2024

09:00-10:00 Uhr, Gudmund Pammer (ETH Zürich): "Adapted optimal transport and applications in mathematical finance"
10:30-11:30 Uhr, David Criens (Universität Freiburg): "Nonlinear continuous semimartingales and their applications"
13:30-14:30 Uhr, Daniel Bartl (Universität Wien): "On high-dimensional data and uncertainty in mathematical finance"

Host

Institut für Statistik

Time and Location

6. May 2024, 09:00 AM - 8. May 2024, 02:30 PM

TU Graz, Campus Neue Technik, SR für Statistik, Raum NT03098, Kopernikusgasse 24, 3. OG., 8010 Graz

Additional informations

Language: English

Contact

Thonhauser, Stefan Michael, Univ.-Prof. Dipl.-Ing. Dr.techn.
Institut für Statistik
simon-reitermayer@tugraz.at
Phone: +43(03)316/873-6475

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