Stochastic Processes group

former group members: Jasmin Hämmerle, Jessica Hautz, Johannes Hofmeister, Daniel Holzfeind, Lisa Knoblinger, Raphael Kuess, Gabriel Lipnik, Sebastian Schönfelder, Ercan Sönmez, Daniela Sternig, Christian Völker

Group activities

Guest lecture by Markus Prossegger
Generate computable real-world graphs
Date: postponed because of lockdown (date t.b.a.)
Abstract
https://www.fh-kaernten.at/mitarbeiter-details?personId=-1025000000000006254&cHash=04e4fc7a351f12c3425451303ec5a2d7

Guest lecture by Mario Kapl
Multi-patch isogeometric analysis with smooth functions
Date: postponed because of lockdown (date t.b.a.)

Abstract 
https://www.fh-kaernten.at/news/detail/eine-lebendige-auseinandersetzung-mit-mathematik

Guest lecture by Marisa Mohr
Learning from Up and Downs: Multivariate Ordinal Pattern Representations for Time Series
Date: Wednesday, November 11, 2021, 11:00 a.m.
Abstract
https://www.ifis.uni-luebeck.de/index.php?id=mohr

Guest researcher Andreas Neuenkirch
Date: July 3 – 7, 2021
https://www.wim.uni-mannheim.de/neuenkirch/

Guest lecture by Konstantinos Dareiotis
Approximation of stochastic equations with irregular drifts
Date: Tuesday, May 12, 2021, 11:00 a.m.
Location online via classroom: https://classroom.aau.at/math-stat
Abstract
https://eps.leeds.ac.uk/maths/staff/6172/dr-konstantinos-dareiotis

Guest lecture by Stefan Kremsner
Backward Stochastic Differential Equations, PDEs and Deep Neural Networks
Date: Wednesday, 13 January 2021, 10:00 a.m.
Location: https://classroom.aau.at/b/anw-ezd-k9g
Abstract
https://online.uni-graz.at/kfu_online/visitenkarte.show_vcard?pPersonenId=A2247A2BD989F024&pPersonenGruppe=3

TEWI-Kolloquium by Verena Radinger-Peer
In the region – for the region? The  multiple roles of universities for their (rural) siting region
Date: Friday, October 23, 2020, 09:30 a.m.
Location: HS 10, AAU
Location online via classroom: https://classroom.aau.at/b/szo-n09-fyn-ovf
Abstract
https://boku.ac.at/personen/person/878ADB60CFC42732

Guest lecture by Martin Wagner
The Asymptotic Validity of “Standard” Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions
Date: Wednesday, 11 December 2019, 10:40 a.m.
Location: N.2.01
Abstract
https://www.aau.at/volkswirtschaftslehre/team/univ-prof-dr-martin-wagner 
Guest researcher Tijana Levajkovic
Date: Monday, December 2, 2019
https://institute.tuwien.ac.at/astat/mitarbeiter/levajkovic/
Guest lecture by Kerstin Lux
Chance-constrained optimal control of a gas-to-power system
Date: Wednesday, 27 November 2019, 10:00 a.m.
Location: N.2.01
Abstract
https://scicom.math.uni-mannheim.de/de/team/kerstin-lux/
Guest lecture by Verena Köck
Solving partial differential equations with deep learning
Date: Wednesday, 20 November 2019, 10:00 a.m.
Location: N.2.01
Abstract
https://www.wu.ac.at/statmath/faculty-staff/faculty/verena-koeck
TEWI-Kolloquium by Milan Stehlik
Extrancting extreme aspects from time series with applications
Date: Friday, 18 October 2019, 3:00 p.m.
Abstract
https://www.jku.at/institut-fuer-angewandte-statistik/ueber-uns/team/assoz-univ-prof-mag-dr-milan-stehlik/
Guest lecture by Alexander Steinicke
Backward Stochastic Differential Equations beyond Lipschitz Data
Date: Thursday, 26 September 2019, 10:30 a.m.
Location: N.0.07, AAU
Abstract
http://institute.unileoben.ac.at/amat/steinicke/index.html
Guest lecture by Ralf Wunderlich
Stochastic Optimal Control Problems for an Energy Storage
Date: Tuesday, 3 September 2019, 10:00 a.m.
Location: N.0.07, AAU
https://www.math.tu-cottbus.de/INSTITUT/lswima/rawu/
Guest lecture by Katia Colaneri
A class of recursive optimal stopping problems with an application to stock trading.
Date: Wednesday, May 15, 2019, 10 a.m.
Location: N.2.01, AAU
https://sites.google.com/site/katiacolaneri/home
Guest lecture by Gregor Kastner
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Date: Monday, 6 May 2019, 10:00 a.m.
Location: Z.1.08, AAU
https://www.wu.ac.at/statmath/faculty-staff/faculty/gkastner/
Guest lecture by Andreas Neuenkirch
Mandelbrot-van Ness fractional Brownian motion depends smoothly on its Hurst parameter
Date: Wednesday, 9 January 2019, 10:00 a.m.
Location:  N.2.01, AAU
https://wima2.math.uni-mannheim.de/de/team/andreas-neuenkirch/
Guest lecture by Timo Welti
Why deep artificial neural networks overcome the curse of dimensionality in PDE approximation
Date: Wednesday, 28 November 2018, 11:15 a.m.
Location:  I.2.01, AAU
https://people.math.ethz.ch/~weltit/