September - December 2010
Description: The Junior Hausdorff Trimester Program gave young mathematicians (postdocs, junior faculty) the opportunity to carry out collaborative research in Stochastics.
The research topics included:
- Disordered Systems and Extreme Value Theory (Group A)
- Probabilistic Aspects of Rough Paths (Group B)
- Existence, Uniqueness, and Regularity for Semilinear Stochastic Wave Equations (Group C)
Associated Events:
- Trimester Seminar
- Workshop: Disordered systems and extreme value statistics
- Lecture Series
© HIM
| No. | Author(s) | Title | Preprint | Publication |
| 2010c01 | Cohen, D.; Sigg, M. | Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations | Numer. Math. 121(1) (2012), 1–29. https://doi.org/10.1007/s00211-011-0426-8 |
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| 2010c02 | Cohen, D. | On the numerical discretisation of stochastic oscillators | - | Math. Comput. Simulation. 82(8) (2012), 1478–1495. https://doi.org/10.1016/j.matcom.2012.02.004 |
| 2010c03 | Blath, J.; Kurt, N. | Survival and extinction of caring double-branching annihilating random walk | Electron. Commun. Probab. 16 (2011), 271–282. https://doi.org/10.1214/ECP.v16-1631 |
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| 2010c04 | Dhersin, J-S.; Freund, F.; Siri-Jégousse, A.; Yuan, L. | On the length of an external branch in the beta-coalescent | 1201.3983 | Stochastic Process. Appl. 123(5) (2013), 1691–1715. https://doi.org/10.1016/j.spa.2012.12.010 |
| 2010c05 | Depperschmidt, A.; Greven, A.; Pfaffelhuber, P. | Marked metric measure spaces | 1101.4213 | Electron. Commun. Probab. 16 (2011), 174–188. https://doi.org/10.1214/ECP.v16-1615 |
| 2010c06 | Depperschmidt, A.; Greven, A.; Pfaffelhuber, P. | Tree-valued Fleming-Viot dynamics with mutation and selection | 1101.0759 | Ann. Appl. Probab. 22(6) (2012), 2560–2615. https://doi.org/10.1214/11-AAP831 |
| 2010c07 | Bovier, A.; Gayrard, V.; Švejda, A. | Convergence to extremal processes in random environments and extremal ageing in SK models | 1201.2059 | Probab. Theory Related Fields. 157(1-2) (2013), 251–283. https://doi.org/10.1007/s00440-012-0456-x |
| 2010c08 | Fontes, L. R. G.; Gava, R. J.; Gayrard, V. | The K-process on a tree as a scaling limit of the GREM-like trap model | 1202.4104 | Ann. Appl. Probab. 24(2) (2014), 857–897. https://doi.org/10.1214/13-AAP937 |
| 2010c09 | Bezerra, S. C.; Fontes, L. R. G.; Gava, R. J.; Gayrard, V.; Mathieu, P. | Scaling limits and aging for asymmetric trap models on the complete graph and K processes | 1202.4101 | ALEA Lat. Am. J. Probab. Math. Stat. 9(2) (2012), 303–321. https://alea.impa.br/articles/v9/09-13.pdf |
| 2010c10 | Aistleitner, C.; Hörmann, S. | Upper and lower class separating sequences for Brownian motion with random argument | Probab. Math. Statist. 31(2) (2011), 183–202. LINK |
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| 2010c11 | Aistleitner, C. | Covering numbers, dyadic chaining and discrepancy | J. Complexity. 27(6) (2011), 531–540. https://doi.org/10.1016/j.jco.2011.03.001 |
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| 2010c12 | Aistleitner, C. | Convergence of ∑ ck f(k x) and the Lip α class | Proc. Amer. Math. Soc. 140(11) (2012), 3893–3903. https://doi.org/10.1090/S0002-9939-2012-11237-7 |
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| 2010c13 | Aistleitner, C.; Fukuyama, K. | On the law of the iterated logarithm for trigonometric series with bounded gaps | - | Probab. Theory Related Fields. 154(3-4) (2012), 607–620. https://doi.org/10.1007/s00440-011-0378-z |
| 2010c14 | Aistleitner, C.; Elsholtz, C. | The central limit theorem for subsequences in probabilistic number theory | - | Canad. J. Math. 64(6) (2012), 1201–1221. https://doi.org/10.4153/CJM-2011-074-1 |
| 2010c15 | Arguin, L-P.; Bovier, A.; Kistler, N. | Poissonian statistics in the extremal process of branching Brownian motion | 1010.2376 | Ann. Appl. Probab. 22(4) (2012), 1693–1711. https://doi.org/10.1214/11-AAP809 |
| 2010c16 | Arguin, L-P.; Bovier, A.; Kistler, N. | The extremal process of branching Brownian motion | 1103.2322 | Probab. Theory Related Fields. 157(3-4) (2013), 535–574. https://doi.org/10.1007/s00440-012-0464-x |
| 2010c17 | Arguin, L-P.; Damron, M. | Short-range spin glasses and random overlap structures | 1010.2677 | J. Stat. Phys. 143(2) (2011), 226–250. https://doi.org/10.1007/s10955-011-0177-z |
| 2010c18 | Kabluchko, Z. | The maximum of the Gaussian 1/fα-noise in the case α<1 | 1010.1902 | |
| 2010c19 | Kabluchko, Z. | Persistence of competing systems of branching random walks | 1103.5865 | |
| 2010c20 | Klimovsky, A. | High-dimensional Gaussian fields with isotropic increments seen through spin glasses | 1108.5300 | Electron. Commun. Probab. 17 (2012), 1-14. https://doi.org/10.1214/ECP.v17-1994 |
| 2010c21 | Arguin, L-P.; Zindy, O. | Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field | 1203.4216 | Ann. Appl. Probab. 24(4) (2014), 1446–1481. https://doi.org/10.1214/13-AAP952 |
| 2010c22 | Marinelli, C.; Nualart, E.; Quer-Sardanyons, L. | Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs | 1202.4610 | Potential Anal. 39(3) (2013), 287–311. https://doi.org/10.1007/s11118-012-9330-9 |
| 2010c23 | Nualart, E.; Quer-Sardanyons, L. | Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension | 1010.2155 | Stochastic Process. Appl. 122(1) (2012), 418–447. https://doi.org/10.1016/j.spa.2011.08.013 |
| 2010c24 | Armendáriz, I.; Grosskinsky, S.; Loulakis, M. | Zero-range condensation at criticality | 0912.1793 | Stochastic Process. Appl. 123(9) (2013), 3466–3496. https://doi.org/10.1016/j.spa.2013.04.021 |
| 2010c25 | Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. | Linear quadratic mean field games | J. Optim. Theory Appl. 169(2) (2016), 496–529. https://doi.org/10.1007/s10957-015-0819-4 |
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| 2010c26 | Yam, S. C. P.; Yung, S. P.; Zhou, W. | Game call options revisited | Math. Finance. 24(1) (2014), 173–206. https://doi.org/10.1111/mafi.12000 |
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| 2010c27 | Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. | Optimal reinsurance under general law-invariant risk measures | - | Scand. Actuar. J. 2014(1) (2014), 72–91. https://doi.org/10.1080/03461238.2011.636880 |
| 2010c28 | Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. | Risk-minimizing insurance protection for multivariate risks | - | Journal of Risk and Insurance. 81(1) (2014), 219 – 236. https://doi.org/10.1111/j.1539-6975.2012.01501.x |
| 2010c29 | Cass, T.; Litterer, C.; Lyons, T. | Integrability and tail estimates for Gaussian rough differential equations | 1104.1813 | Ann. Probab. 41(4) (2013), 3026–3050. https://doi.org/10.1214/12-AOP821 |
| 2010c30 | Chan, G.; Liu, A.; Yam, S. C. P. | A sharper rate of convergence of generalized empirical Likelihood weights for incorporating auxiliary data information | ||
| 2010c31 | Cheung, K. C.; Liu, A.; Yam, S. C. P.; Yung, S. P. | Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints | Astin Bull. 42(2) (2012), 575–600. https://doi.org/10.2143/AST.42.2.2182809 |
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| 2010c32 | Bensoussan, A.; Siu, C. C.; Yam, S. C. P.; Yang, H. | A class of non-zero-sum stochastic differential investment and reinsurance games | - | Automatica J. IFAC. 50(8) (2014), 2025–2037. https://doi.org/10.1016/j.automatica.2014.05.033 |
| 2010c33 | Wright, J. A.; Yam, S. C. P.; Yung, S. P. | A test for the equality of multiple Sharpe ratios | - | Journal of Risk. 16(4) (2014). 3-21. https://doi.org/10.21314/JOR.2014.289 |
| 2010c34 | Tsai, J.; Yam, S. C. P.; Zhou, W. | Conformal invariance of the exploration path in 2-d critical bond percolation in the square lattice | 1112.2017 | |
| 2010c35 | Wong, W. K.; Wright, J. A.; Yam, S. C. P.; Yung, S. P. | A mixed Sharpe ratio | - | Risk and Decision Analysis. 3(1-2) (2012), 37-65. 10.3233/RDA-2012-0051 |
| 2010c36 | Wright, J. A.; Yam, S. C. P.; Yung, S. P. | Enlargement of filtration on Poisson space | ||
| 2010c37 | Chan, K. C. G.; Yam, S. C. P. | Oracle, multiple robust and multipurpose calibration in a missing response problem | - | Statist. Sci. 29(3) (2014), 380–396. https://doi.org/10.1214/13-STS461 |
| 2010c38 | Greven, A.; den Hollander, F.; Kliem, S.; Klimovsky, A. | Renormalisation of hierarchically interacting Cannings processes | 1209.1856 | ALEA Lat. Am. J. Probab. Math. Stat. 11(1) (2014), 43–140. LINK |
Name |
Affiliation |
| Christoph Aistleitner | TU Graz |
| Louis-Pierre Arguin | New York University |
| María Inés Armendáriz | |
| Thomas Richard Cass | University of Oxford |
| David Cohen | Universitaet Basel |
| Andrej Depperschmidt | Universität Freiburg |
| Alexander Drewitz | TU Berlin |
| Thomas Duyckaerts | Université de Cergy-Pontoise |
| Fabian Freund | Universität Tübingen |
| Renato Jacob Gava | University of São Paulo |
| Véronique Gayrard | Université de Provence |
| Stefan Wolfgang Grosskinsky | University of Warwick |
| Onur Gun | Université de Provence-Aix Marseille 1 |
| Zakhar Kabluchko | Universität Ulm |
| Nicolà Kistler | Universität Bonn |
| Anton Klymovskiy | Technische Universiteit Eindhoven |
| Noemi Sibylle Kurt | TU Berlin |
| Christian Litterer | University of Oxford |
| Carlo Marinelli | Università di Bolzano |
| Eulalia Nualart | Université Paris 13 |
| Peter Pfaffelhuber | Albert-Ludwigs-Universität |
| Frank Redig | University of Nijmegen |
| Lluis Quer i Sardanyons | Universitat Autònoma de Barcelona |
| Magdalena Sigg | Universität Basel |
| Arnaud Siri-Jégousse | |
| Zeev Sobol | Swansea University |
| Samy Tindel | Université Henri Poincaré |
| Amandine Véber | CMAP - Ecole Polytechnique |
| Anita Winter | Universität Duisburg-Essen |
| Lihu Xu | EURANDOM |
| Phillip Sheung Chi Yam | The Chinese University of Hong Kong |
| Hatem Zaag | Université Paris 13 |
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