Stochastic Processes

This session of the 14th ISAAC Congress is dedicated to Stochastic Processes and their applications. It also considers the interaction of Stochastic Processes with other areas of mathematics. Talks in this session include topics such as Stochastic Partial Differential Equations, Stochastic Dynamical Systems, Percolation and Interacting Particle Systems.

Organizers

Benedetta Ferrario (University of Pavia, Italy)
Fernanda Cipriano (Universidade Nova de Lisboa, Portugal)
Fernando Pigeard de Almeida Prado (USP, Brazil)
Rafael Rosales (USP, Brazil)

Session Speakers

  • Abadi, Miguel (IME - USP, Brasil). Large Deviations for Dependent Sums via Spectral Analysis. Abstract
  • Aguiar Gomes, Diogo (KAUST, Saudi Arabia). Price model with common noise. Abstract
  • Bagnara, Marco (Scuola Normale Superiore di Pisa, Italy). No blow-up by nonlinear Itô noise for Euler equations. Abstract
  • Bessaih, Hakima (Florida International University, USA). Numerical schemes for various stochastic models in Hydrodynamic. Abstract
  • Cipriano, Fernanda (Universidade NOVA de Lisboa, Portugal). A boundary control problem for stochastic 2D-Navier-Stokes equations. Abstract
  • Coletti, Cristian (UFABC, Brasil). On the asymptotic behaviour of the elephant random walk. Abstract
  • Gallo, Sandro (UFSCar, Brasil). Large deviations for return times. Abstract
  • Gava, Renato (UFSCar, Brasil). CLT and almost sure CLT for dependent Bernoulli random variables. Abstract
  • Hilário, Marcelo (UFMG, Brasil). Random walks driven by interacting particle systems in one dimension. Abstract
  • Luiz, Denis (UFABC, Brasil). A random walk with memory perturbed by a dynamical system. Abstract
  • Neklyudov, Mikhail (UFAM, Brasil). Ergodicity of infinite particle systems and applications. Abstract
  • Neves, Wladimir (IM - UFRJ, Brasil). Stochastic Transport Equations. Recent results. Abstract
  • Correa Lora, Jesus Manuel (IMECC - UNICAMP, Brasil). From stochastic hamiltonian systems to stochastic compressible Euler equation. Abstract
  • Rodriguez Marroquin, Daniel (IM - UFRJ, Brasil). Invariant measures for stochastic parabolic-hyperbolic equations in the space of almost periodic functions. Abstract
  • M. S. Rosa, Ricardo (IM - UFRJ, Brasil). Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations. Abstract
  • Rosales, Rafael (USP, Brasil). Interacting vertex reinforced random walks on complete sub-graphs. Abstract
  • Ruffino, Paulo (IMECC - UNICAMP, Brasil). Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces. Abstract
  • Shamarova, Evelina (UFPB, Brasil). Smoothness of densities for path-dependent SDEs under Hörmander's condition. Abstract
  • Tahraoui, Yassine (Universidade NOVA de Lisboa, Portugal). On the Stochastic Optimal Distributed Control of 3rd Grade Fluids. Abstract

Time Table

monday 17 thuesday 18 wednesday 19 thursday 20 friday 21
8:30-9:00 Opening
9:00-10:00 Marcelo Viana Zdzisław Brzeźniak Danylo Radchenko Carlos Pérez Irena Lasiecka
10:00-10:30 coffee break coffee break coffee break coffee break coffee break
10:30-11:00 Diogo Gomes Hakima Bessaih Hubert Lacoin Miguel Abadi PS
11:05-11:35 Ricardo Rosa Wladimir Neves Hubert Lacoin Marcelo Hilario PS
11:40-12:10 Mikhail Neklyudov Daniel Marroquin photo/Lunch Sandro Gallo PS
12:10-13:00 lunch lunch lunch lunch lunch
13:00-14:00 lunch lunch piano recital lunch lunch
14:00-15:00 Loukas Grafakos Anna Mazzucato Gustavo Ponce Monica Musso Marius Mantoiu
15:00-15:30 coffee break coffee break coffee break coffee break closing
15:30-16:00 Paulo Ruffino Jesus Lora PS Cristian Coletti coffee break
16:05-16:35 Renato Gava Evelina Shamarova PS Denis Luiz
16:40-17:10 Yassine Tahraoui Marco Bagnara PS Rafael Rosales
17:15-17:45 PS Fernanda Cipriano PS PS

20:00 conference dinner

PS: paralell session
red background: plenary talk