Stochastic Analysis

Contents

The booklet including the time table, the program and the abstracts is here.

Program

November 6 (Monday)

10:10-10:20 Opening
10:20-11:00 Dan Crisan (Imperial College London): Analytical properties for stochastic transport models - an overview
(abstract PDF file)
11:10-11:50 Arturo Kohatsu-Higa (Ritsumeikan University): Probabilistic representation for the derivative of a killed process: The multi-dimensional case
(abstract PDF file)
11:50-13:30 Lunch break
13:30-14:10 Ryuya Namba (Kyoto Sangyo University): Iterates of Bernstein-type operators and some diffusions in population genetics
(abstract PDF file)
14:20-15:00 Dai Taguchi (Kansai University): Besov regularity of the density function for SDEs with super-linearly growing coefficients
(abstract PDF file)
15:20-16:00 Ana Bela Cruzeiro (University of Lisbon): On a pathwise stochastic control problem
(abstract PDF file)
16:10-16:50 Toshio Mikami (Tsuda University): Stochastic optimal transport with at most quadratic growth cost
(abstract PDF file)

November 7 (Tuesday)

9:30-10:10 Fumiya Okazaki (Tohoku University): Description of fractional harmonic maps via discontinuous martingales on Riemannian submanifolds
(abstract PDF file)
10:20-11:00 Wei Liu (Jiangsu Normal University): Well-posedness and Asymptotics of MVSPDEs
(abstract PDF file)
11:10-11:50 Masahisa Ebina (Kyoto University): Ergodicity and central limit theorems for stochastic wave equations in high dimensions
(abstract PDF file)
11:50-13:30 Lunch break
13:30-14:10 Dejun Luo (Chinese Academy of Sciences): Limit theorems for stochastic inviscid Leray- $\alpha$ model with transport noise
(abstract PDF file)
14:20-15:00 Toyomu Matsuda (EPFL): Level crossings of fractional Brownian motion
(abstract PDF file)
15:20-16:00 Ismael Bailleul (University of Brest): Phi43 measures on compact Riemannian 3-manifolds
(abstract PDF file)
16:10-16:50 Bin Xie (Shinshu University): Global solvability and stationary solutions of singular quasilinear SPDEs
(abstract PDF file)

November 8 (Wednesday)

9:30-10:10 Free discussion
10:20-11:00 Nobuaki Naganuma (Kumamoto University): An approach to asymptotic error distributions of rough differential equations
(abstract PDF file)
11:10-11:50 Makoto Nakashima (Nagoya University): Stochastic quantization of the three dimensional polymer measure
(abstract PDF file)
11:50-13:30 Lunch break
13:30-14:10 Hirotatsu Nagoji (Kyoto University): Normalizability of the Gibbs measures associated with multivariate version of $P(\Phi)_2$ model
(abstract PDF file)
14:20-15:00 Kouhei Matsuura (Tsukuba University): Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains
(abstract PDF file)
15:20-16:00 Jean Claude Zambrini (University of Lisbon): Geometric Mechanics of the processes solving Schrödinger's problem
(abstract PDF file)
16:10-16:50 Shigeki Aida (University of Tokyo): Asymptotics of lowlying Dirichlet eigenvalues of Witten Laplacians on domains in pinned path groups
(abstract PDF file)

November 9 (Thursday)

9:30-10:10 Kohei Suzuki (Durham University): Curvature bound of the Dyson Brownian motion
(abstract PDF file)
10:20-11:00 Lorenzo Dello Schiavo (Institute of Science and Technology Austria): Liouville Quantum Gravity in Even Dimension
(abstract PDF file)
11:10-11:50 Kazuhiro Kuwae (Fukuoka University): Hess-Schrader-Uhlenbrock inequality for the heat semigroup on differential forms over Dirichlet spaces tamed by distributional curvature lower bounds
(abstract PDF file)
11:50-13:30 Lunch break
13:30-14:10 Hirotaka Kai (Kyoto University): Estimates for the radial part of jump-diffusion processes on manifolds and their applications
(abstract PDF file)
14:20-15:00 Atsushi Takeuchi (Tokyo Woman's Christian University): Wasserstein distance on solutions to stochastic differential equations with jumps
(abstract PDF file)
15:20-16:00 Yushi Hamaguchi (Osaka University): Weak well-posedness of stochastic Volterra integral equations
(abstract PDF file)
16:10-16:50 Josef Teichmann (ETH Zurich): Ergodic robust maximization of asymptotic growth under stochastic factors
(abstract PDF file)