Program

Monday, June 23

Morning

  • 08:45 - 09:00

    Registration and Opening

  • 09:00 - 10:10

    Nash inequalities and boundary behavior of kinetic equations

    Christopher Henderson
  • 09:50 - 10:10

    Discussion

    Chair: Stefano Pagliarani
  • 10:10 - 10:45

    Interacting particle systems, McKean-Vlasov PDEs and S(P)DEs with additive noise

    Michela Ottobre
  • 10:45 - 11:15

    Coffee-break

  • 11:15 - 11:50

    TBA

    TBA
  • 11:50 - 12:25

    Regularity of the density of SDEs driven by fractional noise and application to McKean-Vlasov equations

    Alexandre Richard

Lunch break

  • 12:25 - 14:00

    Lunch served at the Palazzone

Afternoon

  • 14:00 - 14:50

    Fokker-Planck equations with integral drifts and McKean-Vlasov SDEs

    Viorel Barbu
  • 14:50 - 15:10

    Discussion

    Chair: Stéphane Menozzi
  • 15:10 - 15:45

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

    Benedetta Ferrario
  • 15:45 - 16:15

    Coffee-break

Tuesday, June 24

Morning

  • 09:00 - 09:50

    Nonlinear Markov processes in the sense of McKean

    Michael Röckner
  • 09:50 - 10:10

    Discussion

    Chair: Viorel Barbu
  • 10:10 - 10:45

    Nonlinear SPDE models of particle systems

    Ana Djurdjevac
  • 10:45 - 11:15

    Coffee-break

  • 11:15 - 11:50

    Solving non-Markovian stochastic control problems driven by Wiener functionals

    Alberto Ohashi
  • 11:50 - 12:25

    Ergodicity and mixing for locally monotone stochastic evolution equations with Lévy noise

    Jonas Tölle

Lunch break

  • 12:25 - 14:00

    Lunch served at the Palazzone

Afternoon

  • 14:00 - 14:50

    Noise sensitivity for 2d Stochastic Heat Equation and directed polymers

    Francesco Caravenna
  • 14:50 - 15:10

    Discussion

    Chair: Franco Flandoli
  • 15:10 - 15:45

    Macroscopic evolution of mechanical and thermal energy in a harmonic chain

    Marielle Simon
  • 15:45 - 16:15

    Coffee-break

  • 16:15 - 17:00

    Poster Session

Wednesday, June 25

Morning

  • 09:00 - 09:50

    Point vortices and their links to PDEs

    Franco Flandoli
  • 09:50 - 10:10

    Discussion

    Chair: François Delarue
  • 10:10 - 10:45

    Quantitative approximation of the Navier-Stokes-Vlasov-Fokker-Planck System by stochastic particles systems

    Christian Olivera
  • 10:45 - 11:15

    Coffee-break

  • 11:15 - 12:05

    A general framework for an approximation method for invariant measures of stochastic equations

    Arturo Kohatsu Higa
  • 12:05 - 12:25

    Discussion

    Chair: Jonas Tölle

Lunch break

  • 12:25 - 14:00

    Lunched served at the Palazzone

Afternoon

  • 14:00 - 14:50

    The Gibbs measure of the renormalized two dimensional stochastic Gross-Pitaevskii equation

    Anne de Bouard
  • 14:50 - 15:10

    Discussion

    Chair: Barbara Rüdiger
  • 15:10 - 15:45

    Bismut-Elworthy type formulae for BSDEs with degenerate noise

    Federica Masiero
  • 15:45 - 16:15

    Coffee-break

  • 16:15 - 17:00

    Poster Session

Thursday, June 26

Morning

  • 09:00 - 09:50

    Rearranged Stochastic Heat Equation

    François Delarue
  • 09:50 - 10:10

    Discussion

    Chair: Francesco Caravenna
  • 10:10 - 10:45

    Weak error for Numerical schemes associated with SDEs with singular drifts

    Stéphane Menozzi
  • 10:45 - 11:15

    Coffee-break

  • 11:15 - 11:50

    Sharp upper bounds on hitting probabilities for the solution to the stochastic heat equation on the line

    Robert Dalang
  • 11:50 - 12:25

    Dam Management in the Era of Climate Change

    Cristina Di Girolami

Lunch break

  • 12:25 - 14:00

    Lunch served at the Palazzone

Afternoon

  • 14:00 - 14:50

    Stochastic optimal control for quadratic hedging in presence of memory

    Giulia Di Nunno
  • 14:50 - 15:10

    Discussion

    Arturo Kohatsu Higa
  • 15:10 - 15:45

    Well-posedness and propagation of chaos for kinetic McKean-Vlasov equations

    Andrea Pascucci
  • 15:45 - 16:15

    Coffee-break

Evening/night

  • 19:30

    Social dinner

Friday, June 27

Morning

  • 09:00 - 09:50

    Parabolic rescaling of a stochastic wave map: limit and fluctuations

    Sandra Cerrai
  • 09:50 - 10:10

    Discussion

    Chair: TBA
  • 10:10 - 10:45

    A Stochastic Stefan Problem With Mushy Region and Turbulent Transport Noise

    Ioana Ciotir
  • 10:45 - 11:15

    Coffee-break

  • 11:15 - 11:50

    Singular SPDEs with the Cauchy-Riemann operator on a torus

    Evelina Shamarova
  • 11:50 - 12:25

    Existence and identification of Boltzmann processes

    Barbara Rüdiger

Lunch break and closing

  • 12:25 - 14:00

    Lunch served at the Palazzone