Program
Monday, June 23
Morning
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08:45 - 09:00
Registration and Opening
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09:00 - 10:10
Nash inequalities and boundary behavior of kinetic equations
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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
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10:45 - 11:15
Coffee-break
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11:15 - 11:50
Solving non-Markovian stochastic control problems driven by Wiener functionals
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11:50 - 12:25
Existence and identification of Boltzmann processes
Lunch break
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12:25 - 14:00
Lunch served at the Palazzone
Afternoon
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14:00 - 14:50
Fokker-Planck equations with integral drifts and McKean-Vlasov SDEs
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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
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15:45 - 16:15
Coffee-break
Tuesday, June 24
Morning
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09:00 - 09:50
Nonlinear Markov processes in the sense of McKean
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09:50 - 10:10
Discussion
Chair: Viorel Barbu -
10:10 - 10:45
Nonlinear SPDE models of particle systems
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10:45 - 11:15
Coffee-break
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11:15 - 11:50
Ergodicity and mixing for locally monotone stochastic evolution equations with Lévy noise
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11:50 - 12:25
A Stochastic Stefan Problem With Mushy Region and Turbulent Transport Noise
Lunch break
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12:25 - 14:00
Lunch served at the Palazzone
Afternoon
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14:00 - 14:50
Noise sensitivity for 2d Stochastic Heat Equation and directed polymers
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14:50 - 15:10
Discussion
Chair: Franco Flandoli -
15:10 - 15:45
Macroscopic evolution of mechanical and thermal energy in a harmonic chain
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15:45 - 16:15
Coffee-break
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16:15 - 16:55
Flash-talks 1
Andrea Amato, Matteo Cagnotti , Susanna Dehò, Giulia Rui
Wednesday, June 25
Morning
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09:00 - 09:50
Point vortices and their links to PDEs
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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
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10:45 - 11:15
Coffee-break
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11:15 - 12:05
A general framework for an approximation method for invariant measures of stochastic equations
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12:05 - 12:25
Discussion
Chair: Jonas Tölle
Lunch break
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12:25 - 14:00
Lunched served at the Palazzone
Afternoon
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14:00 - 14:50
The Gibbs measure of the renormalized two dimensional stochastic Gross-Pitaevskii equation
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14:50 - 15:10
Discussion
Chair: Barbara Rüdiger -
15:10 - 15:45
Bismut-Elworthy type formulae for BSDEs with degenerate noise
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15:45 - 16:15
Coffee-break
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16:15 - 16:55
Flash-talks 2
Alessio Rondelli, Irene Ventura , Leonardo Tarquini, Manuel Arnese
Thursday, June 26
Morning
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09:00 - 09:50
Rearranged Stochastic Heat Equation
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09:50 - 10:10
Discussion
Chair: Francesco Caravenna -
10:10 - 10:45
Weak error for Numerical schemes associated with SDEs with singular drifts
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10:45 - 11:15
Coffee-break
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11:15 - 11:50
Sharp upper bounds on hitting probabilities for the solution to the stochastic heat equation on the line
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11:50 - 12:25
Dam Management in the Era of Climate Change (canceled)
Cristina Di Girolami
Lunch break
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12:25 - 14:00
Lunch served at the Palazzone
Afternoon
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14:00 - 14:50
Stochastic optimal control for quadratic hedging in presence of memory
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14:50 - 15:10
Discussion
Arturo Kohatsu Higa -
15:10 - 15:45
Well-posedness and propagation of chaos for kinetic McKean-Vlasov equations
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15:45 - 16:15
Coffee-break
Evening/night
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19:30
Social dinner
Friday, June 27
Morning
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09:00 - 09:50
Parabolic rescaling of a stochastic wave map: limit and fluctuations
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09:50 - 10:10
Discussion
Chair: Robert Dalang -
10:10 - 10:45
Super-diffusive limit for a kinetic interface model
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10:45 - 11:15
Coffee-break
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11:15 - 11:50
Singular SPDEs with the Cauchy-Riemann operator on a torus
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11:50 - 12:25
Regularity of the density of SDEs driven by fractional noise and application to McKean-Vlasov equations
Lunch break and closing
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12:25 - 14:00
Lunch served at the Palazzone