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