About the Workshop
The workshop aims to bring together researchers that work in the field od stochastic partial differential equations (SPDEs) and related areas. The main focus will be on statistical inference but related topics such as stochastic processes or rough paths are also welcome.
Where
Charles University
Faculty of Mathematics and Physics
Sokolovská 83, Prague
room K1 (2nd floor)
When
Thursday and Friday
26 - 27 September 2024
Speakers
- Randolf Altmeyer (Imperial College London)
- Igor Cialenco (Illinois Institute of Technology)
- Petr Čoupek (Charles University)
- Sascha Gaudlitz (Humboldt-Universität zu Berlin)
- František Hendrych (Charles University)
- Josef Janák (Università di Pavia)
- Pavel Kříž (Charles University)
- Oana Lang (Imperial College London)
- Martin Ondreját (Czech Academy of Sciences)
- Gregor Pasemann (Humboldt-Universität zu Berlin)
- Jakub Slavík (Czech Academy of Sciences)
- Wilhelm Stannat (Technische Universität Berlin)
- Mathias Trabs (Karlsruhe Institute of Technology)
- Ciprian A. Tudor (Université de Lille)
- Eric Ziebell (Humboldt-Universität zu Berlin)
Venue
Charles University
Faculty of Mathematics and Physics
Sokolovská 83, 2nd floor, room K1
You can get here either by a tram (tram stop "Křižíkova") or by the underground (station "Křižíkova").
Schedule
All the lectures take place in room K1 on the 2nd floor.
Book of abstracts
Information and schedule
Registration and Opening
Wilhelm Stannat and Jan Szalankiewicz
Filtering SPDEs with spatio-temporal point process observations
Mathias Trabs
Non-parametric estimation for linear SPDEs on arbitrary domains based on discrete observations
Coffee
Randolf Altmeyer
The LAN property for local measurements
Oana Lang
Generative modelling and stochastic parametrisations for a rotation shallow water system
Martin Ondreját
Numerical approximation of the stochastic total variation flow
Lunch
Pavel Kříž
Estimating Hurst parameter for stochastic heat equation - spectral approach
Gregor Pasemann
Nonparametric diffusivity estimation for the stochastic heat equation from noisy observations
Josef Janák
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
Coffee
Sascha Gaudlitz
Bayesian inference in semi-linear SPDEs using spatial information
Eric Ziebell
Parameter estimation in hyperbolic linear SPDEs from multiple measurements
Ciprian A. Tudor
Multidimensional Stein-Malliavin calculus and asymptotic independence
Igor Cialenko
Viscosities estimation for Stochastic Primitive Equations
Coffee
Petr Čoupek
Besov-Orlicz regularity of stochastic processes
Jakub Slavík
Abstract sewing lemma
František Hendrych
Differential equations driven by exponential Besov-Orlicz paths
Closing and lunch
Registration
Registration for the workshop ended on 31 July 2024.
Sponsors
The workshop is a joint venture of the Charles University
and Humboldt-Universität zu Berlin.
It is supported by the GAČR project 22-12790S and the DFG project SFB 1294 Data Assimilation.
