2018 New Trends in Stochastic Analysis

2018 New Trends in Stochastic Analysis

Content

Workshop Schedule

Date:Sep 17th, Monday

Venue:Room 202 of New Office Building, AMSS, CAS

8:00-8:30 Opening Ceremony Fuzhou Gong

Measures. Michael

8:30-9:30

Chair Mark Freidlin

Title: Long-Time Effects of Perturbations and Simplex of Invariant

9:30-9:45 Tea Break Röckner

9:45-10:45

Boguslaw Zegarlinski

Title: TBA

10:45-11:00 Tea Break

11:00-12:00

Szymon Jan Peszat

Title: Stochastic flow for SPDEs

Lunch

Chair Szymon Jan Peszat

15:45-16:45

Eugene Lytvynov

Title: Orthogonal polynomials of L\'evy white noise and umbral calculus

17:30 Banquet

 

Date:Sep 18th, Tuesday

Venue:Room 202 of New Office Building, AMSS, CAS

Chair Aleksandra Zimmermann

8:30-9:30

Elton P. Hsu

Title: TBA

9:30-9:45 Tea Break

9:45-10:45

Huaizhong Zhao

Title: Random periodicity and ergodicity

10:45-11:00 Tea Break

11:00-12:00

Jianglun Wu

Title: On weak solutions of stochastic differential equations with sharp drift coefficients

Lunch

Chair Huaizhong Zhao

15:45-16:45

Aleksandra Zimmermann

Title: Well-posedness for a class of nonlinear SPDEs with strongly continuous perturbation

17:30 Dinner

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Date:Sep 19th, Wednesday

Venue:Room 202 of New Office Building, AMSS, CAS

Chair Max von Renesse

8:30-9:30

Renming Song

Title: Well-posedness and long time behavior of singular langevin stochastic differential equations

9:30-9:45 Tea Break

9:45-10:45

Yanxia Ren

Title: Spine decompositions and limit theorems for critical superprocesses

10:45-11:00 Tea Break

11:00-12:00

Kainan Xiang

Title: The first order correction to harmonic measure for random walks of rotationally invariant step distribution

Lunch

Chair Renming Song

15:45-16:45

Max von Renesse

Title: Wasserstein Diffusion and Dean-Kawasaki dynamics in 1D: Particle models for an ill posed SPDE

16:45-17:00 Tea Break

17:00-18:00

Jianliang Zhai

Title: Well-posedness for 2-D Stochastic Navier-Stokes equations driven by multiplicative Levy noise

18:30 Dinner

 

Date:Sep 20th, Thursday

Venue:Room 202 of New Office Building, AMSS, CAS

Chair Sotirios Sabanis

8:30-9:30

Jian Wang

Title: Random walks among random conductances with stable-like jumps

9:30-9:45 Tea Break

9:45-10:45

Peng Jin

Title: Existence of limiting distribution for affine processes

10:45-11:00 Tea Break

11:00-12:00

Longjie Xie

Title: Weak and strong well-posedness of critical and supercritical SDEs

with singular coefficients

Lunch

Chair Peng Jin

15:45-16:45

Sotirios Sabanis

Title: Langevin Algorithms & SDEs

16:45-17:00 Tea Break

17:00-18:00

Jinghai Shao

Title: Long time behavior of stochastic processes in random environment

18:30 Dinner

 

Date:Jul 21st, Friday

Venue:Room 202 of New Office Building, AMSS, CAS

Chair Litan Yan

8:30-9:30

Wei Liu

Title: Stochastic 3D Leray-alpha Model with Fractional Dissipation

9:30-9:45 Tea Break

9:45-10:45

Rongchan Zhu

Title: Conservative stochastic 2-dimensional Cahn-Hilliard equation

10:45-11:00 Tea Break

11:00-12:00

Xiangchan Zhu

Title: Stochastic heat equation taking values in a manifold

Lunch

Chair Wei Liu

15:45-16:45

David Siska

Title: McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions

17:30 Dinner

 

Date:Sep 22nd, Saturday

Venue:Room 202 of New Office Building, AMSS, CAS

Chair Fausto Gozzi

8:30-9:30

Xianping Guo

Title: Nonzero-sum stochastic games with probability criteria

9:30-9:45 Tea Break

9:45-10:45

Weijun Xu

Title: On mass-critical stochastic nonlinear Schrodinger equation

10:45-11:00 Tea Break

11:00-12:00

Li-Cheng Tsai

Title: Lower-tail large deviations of the KPZ equation

Lunch

Chair Weijun Xu

14:30-15:30

Fausto Gozzi

Title: Optimal Control of SPDEs and path dependent SDEs: some recent results

15:45-16:45

Torben Fattler

Title: Stochastic quantization for a fractional polymer measure

17:30 Dinner

 

Date:Sep 23rd, Sunday

Venue:Room 202 of New Office Building, AMSS, CAS

Chair Liping Li

8:30-9:30

Xiliang Fan

Title: On SDEs driven by fractional Brownian motions

9:30-9:45 Tea Break

9:45-10:45

Lihu Xu

Title: Lindeberg method for central limit theorem of stable law

10:45-11:00 Tea Break

11:00-12:00

Xin Chen

Title: Heat kernel estimates for stable process on a horn-shaped region