Program for Monday, June 8th: Talk View

PROGRAM FOR MONDAY, JUNE 8TH: TALK VIEW

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View: with abstracts session overview

8:30

9:00

9:30

10:00

10:30

11:00

11:30

12:00

12:30

13:00

13:30

14:00

14:30

15:00

15:30

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17:30

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18:30

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21:30

08:30-09:00 Registration

09:00-09:30 Opening Cerimony

09:30-09:55

Chapter 1: Ergodicity and Markov Selections

Marco Romito

09:55-10:20

Chapter 2: Transport Equation and Kolmogorov equations

Enrico Priola

10:20-10:45

Chapter 3: Scaling limits and delayed blow-up by transport noise

Antonio Agresti

10:45-11:10

Chapter 4: The nonsmooth Kraichnan model

Marco Bagnara, Michele Coghi, Lucio Galeati, Francesco Grotto, Mario Maurelli

09:30-09:55

Collective Arbitrage and Superreplication

T. Meyer-Brandis, F. Biagini, A. Doldi, J.P. Fouque, M. Frittelli

09:55-10:20

Collective completeness and pricing hedging duality

Alessandro Doldi, Marco Frittelli, Marco Maggis

10:20-10:45

Does cooperation improve individual performance?

Alessandro Doldi, Marco Frittelli, Marco Maggis

10:45-11:10

Relative Performance Concerns in Financial Markets under Recursive Intertemporal Preferences

Frank Riedel, Jodi Dianetti, Lorenzo Stanca

09:30-09:55

The bead model and the macroscopic behaviour of Gelfand-Tsetlin patterns

Samuel Johnston

09:55-10:20

Can one hear the shape of a random matrix?

Elia Bisi, Fabio Deelan Cunden, Ivailo Hartarsky, Stephan Wagner

10:20-10:45

Extreme value statistics for partial orders

Elia Bisi, Fabio Deelan Cunden, Giovanni Gramegna, Marilena Ligabò

10:45-11:10

Stationary half-space random growth, via combinatorics

Harriet Walsh

09:30-09:55

Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen–Cahn–Navier–Stokes system with singular

Andrea Di Primio, Luca Scarpa, Margherita Zanella

09:55-10:20

The nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the

Benedetta Ferrario

10:20-10:45

On the uniqueness of reversible invariant measures for SPDEs on the full space

Francesco Carlo De Vecchi, Davide Augusto Bignamini, Carlo Orrieri

10:45-11:10

Exponential integrability of the solution and the invariant measure to the stochastic Burgers

Josef Janák

09:30-09:55

Strong disorder for Stochastic Heat Flow and 2D Directed Polymers

Quentin Berger, Francesco Caravenna, Nicola Turchi

09:55-10:20

Moment structure of the critical stochastic heat flow and independence of collision times of random

Ziyang Liu

10:20-10:45

Noise sensitivity and directed polymers

Francesco Caravenna, Anna Donadini

10:45-11:10

Directed polymer in spatially correlated environment

Clément Cosco, Francesca Cottini, Anna Donadini

09:30-09:55

First-passage times through closed curves for bivariate diffusion processes, simulations and comparisons based on stochastic

Serena Spina, Antonio Di Crescenzo

09:55-10:20

Approximation of Diffusion Exit Times from Bounded Domains via a Rejection-Based Random Walk

Samuel Herrmann, Madalina Deaconu

10:20-10:45

Singular SDEs through interfaces: the threshold Cox-Ingersoll-Ross model

Sara Mazzonetto

10:45-11:10

Approximation of first passage times and hitting times for stochastic differential equations

Madalina Deaconu, Samuel Herrmann, Cristina Zucca

09:30-09:55

Interacting vertex reinforced random walks on complete subgraphs with simultaneous and independent

Fernando Prado, Rafael Rosales

09:55-10:20

A multi-factorial innovation model with feature-interaction

Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti

10:20-10:45

Large deviations for stochastic approximation: A weak convergence approach

Pierre Nyquist, Henrik Hult, Adam Lindhe, Guo-Jhen Wu

10:45-11:10

Urn models: interaction, synchronization and generalized reinforcement

Irene Crimaldi, Pierre-Yves Louis, Ida G. Minelli, Meghdad Mirebrahimi

11:10-11:40 Coffee Break

11:40-12:05

Pathwise uniqueness by noise for stochastic PDEs with singular drift

Davide Addona, Davide Augusto Bignamini, Carlo Orrieri, Luca Scarpa

12:05-12:30

Transport noise in natural convection

Theresa Lange, Franco Flandoli, Camilla Nobili

12:30-12:55

Anomalous phenomena in the Kraichnan model of turbulence

Lucio Galeati, Theodore D. Drivas, Umberto Pappalettera

12:55-13:20

Refined uniqueness results for 2D Euler and gSQG with rough Kraichnan noise

Marco Bagnara, Lucio Galeati

11:40-12:05

Separate Exchangeability as Modeling Principle in Bayesian Nonparametrics

Giovanni Rebaudo

12:05-12:30

A partial likelihood approach to tree-based density modeling and its application in Bayesian

Li Ma, Benedetta Bruni

12:30-12:55

Posterior behaviour of the stick-breaking weights for Bayesian infinte mixture models

Filippo Ascolani

12:55-13:20

Cognitive data analysis with Bayesian Drift Diffusion Model

Alice Giampino, Sonia Migliorati, Joachim Vandekerckhove, Michele Guindani

11:40-12:05

Stochastic Differential Equations and the Martin-Siggia-Rose Formalism: An Algebraic-Analytic

Alberto Bonicelli, Claudio Dappiaggi, Nicolo Drago, Sonia Mazzucchi

12:05-12:30

On the Stochastic Sine-Gordon Model from the Viewpoint of Quantum Field Theory

Alberto Bonicelli, Beatrice Costeri, Claudio Dappiaggi, Paolo Rinaldi

12:30-12:55

Boltzmann processes

Barbara Rüdiger, Padmanabhan Sundar

12:55-13:20

A stochastic approach to time-dependent BEC

Luigi Borasi, Francesco Carlo De Vecchi, Stefania Ugolini

11:40-12:05

Efficient Simulation of Affine Volterra Processes

Eduardo Abi Jaber

12:05-12:30

Rough differential equations for volatility

Ofelia Bonesini, Emilio Ferrucci, Ioannis Gasteratos, Antoine Jacquier

12:30-12:55

Efficient simulation of a new class of Volterra-type SDEs

Giorgia Callegaro, Ofelia Bonesini, Martino Grasselli, Gilles Pagès

12:55-13:20

Lévy processes as weak limits of rough Heston models

Alessandro Bondi, Martin Forde

11:40-12:05

Multivariate tempered stable additive subordination for financial models

Patrizia Semeraro

12:05-12:30

Thorin processes: subordination and applications

Lorenzo Torricelli

12:30-12:55

Additive subordination of multiparameter Markov processes

Giuseppe D'Onofrio, Alessandro Mutti, Patrizia Semeraro

12:55-13:20

Two-factor models via subordination of multiparameter Markov processes

Giuseppe D'Onofrio, Alessandro Mutti, Patrizia Semeraro

11:40-12:05

Theoretical guarantees for diffusion models — beyond log-concavity

Gitte Kremling, Francesco Iafrate, Mahsa Taheri, Johannes Lederer

12:05-12:30

Adaptive denoising diffusion modelling via random time reversal

Sören Christensen, Jan Kallsen, Claudia Strauch, Lukas Trottner

12:30-12:55

Sampling error bounds for the denoising diffusion probabilistic model via the Föllmer process

Yuta Koike

12:55-13:20

Dimension-free statistical guarantees for fine-tuning of conditional diffusion models via PAC-Bayes

Shogo Nakakita, Pierre Alquier, Masaaki Imaizumi

11:40-12:05

Invariant measures for one-dimensional stochastic compressible fluid equations

Lorenzo Pescatore

12:05-12:30

Non-selection of Lagrangian trajectories in the zero-noise limit

Lucio Galeati, Filippo Giovagnini, Massimo Sorella

12:30-12:55

Background {Vlasov} equations and {Young} measures for passive scalar and vector advection equations under special stochastic scaling

Federico Butori

12:55-13:20

Intrinsic stochasticity in the Landau–Lifshitz–Navier–Stokes equations on logarithmic lattices

Ciro Campolina

13:20-15:00 Lunch

15:00-16:30 Colloquium Lecture: Silvio Micali

18:30-21:30 Touristic Tour and Welcome Cocktail