POSTER SESSION
To view the abstract click on the title
Presentations of Poster Sessions
The posters boards can be found at the building C3.
Presentation and size format: Posters must be printed in paper and have the following dimensions: 80 cm width x 120 cm maximum height portrait.
The Welcome Desk will have the necessary materials for you to hang your poster.
Posters Session
The poster presentation will take place on the following days: Monday, Tuesday and Thursday during coffee breaks (morning and afternoon). Authors should consult the programme (available here) to find out on which day is the presentation (1 day per author).
Posters must be hanged until 10:00am and should be removed between 16:15pm and 18:00pm.
Please note that posters that have not been removed will be discarted.
Monday, July 24
Coffee-break times (morning and afternoon)
PO1 - Portfolio optimization with allocation constraints and stochastic factor market dynamics
Marcos Escobar-Anabel(1); Michel Kschonnek(2); Rudi Zagst(2)
(1) - Western University, Department of Statistical & Actuarial Sciences; (2) - Technical University of Munich, Chair of Mathematical Finance
PO2 - On a discrete-time Pareto-type process
Marta Ferreira(1)
(1) - Centro de Matemática, Universidade do Minho
PO3 - Probability and statistics of multi-parameter random complexes
Tadas Temčinas(1); Vidit Nanda(2); Gesine Reinert(1)
(1) - Department of Statistics, University of Oxford; (2) - Mathematical Institute, University of Oxford
PO4 - Scheduling in the high uncertainty heavy traffic regime
Yonatan Shadmi(1)
(1) - Technion - Israel Institute of Technology
PO5 - New probabilistic method for transient analysis of M/G/1 systems with vacations
Revaz Kakubava(1); Nino Svanidze(2)
(1) - Georgian Technical University. Tbilisi. Georgia; (2) - Shota Rustaveli Batumi State University. Batumi. Georgia
Till Massing(1)
(1) - Universität Duisburg-Essen
PO7 - Scaling limits for parking on Frozen Erdős–Rényi Cayley trees with heavy tails
Andrej Srakar(1)
1 - Institute for Economic Research (IER), Ljubljana and University of Ljubljana
PO9 - On the existence of H^1-weak solution for 3d-stochastic third grade fluid equations
Raya Nouira(1)
(1) - FCT, NOVA University of Lisbon
PO11 - Quenched functional CLT for random walks in degenerate doubly stochastic random environments
Weile Weng(1)
(1) - Technical University of Berlin
PO12 - A break test for the tail-event correlation matrix based on the self-normalization method
Ji-Eun Choi(1); Dong Wan Shin(2)
(1) - Department of Statistics, Ewha University; (2) - Department of Statistics, Pukyong National University
PO13 - Near-linear mixing on the cycle by bounded structural perturbation
Balázs Gerencsér(1)
(1) - Alfréd Rényi Institute of Mathematics, Budapest, Hungary; ELTE Eötvös Loránd University, Budapest, Hungary
PO14 - Functional periodic ARMA processes
Sebastian Kühnert(1)
(1) - University of California, Davis, Department of Statistics
PO15 - Optimal consumption and investment in general affine GARCH models
Marcos Escobar-Anel(1); Ben Spies(2); Rudi Zagst(2)
(1) - Department of Statistical and Actuarial Sciences, University of Western Ontario, Canada; (2) - Department of Mathematics, Technical University of Munich, Germany
Carles Rovira(1)
(1) - Departament de Matemàtiques i Informàtica, Universitat de Barcelona
PO17 - Exact and efficient multivariate two-sample tests through generalized linear rank statistics
Dan Daniel Erdmann-Pham(1)
(1) - Stanford University
PO18 - Weak approximation for Marcus SDEs
Sooppawat Thipyarat(1)
(1) - Friedrich-Schiller-Universität Jena
PO19 - Dynamical analysis of a stochastic delayed epidemic model with Lévy jumps and regime switching
Bojana Jovanović(1)
(1) - Faculty of Sciences and Mathematics, University of Niš, Serbia
PO20 - Parrondo effect in continuous-time random walks with periodically alternating jumps
Jiyeon Lee(1)
(1) - Yeungnam University
PO21 - Asymptotic convergence of the Cucker-Smale model via a probabilistic method
Adrien Cotil(1)
(1) - UMR MISTEA, Univ. Montpellier, INRAE, Institut Agro,
PO22 - A note on the existence of Gibbs marked point processes with applications in stochastic geometry
Martina Petráková(1)
(1) - Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University
PO23 - Graphon mean field games with jumps and their approximate equilibria
Zhongyuan Cao(1)
(1) - INRIA Paris and Université Paris Dauphine
PO26 - Nonparametric statistical monitoring of high-dimensional production processes
Amitava Mukherjee(1); Marco Marozzi(2)
(1) XLRI-Xavier School of Management, Jamshedpur, India; (2) Ca’ Foscari University of Venice, Italy
Lucas Reding(1)
(1) - Univ. Polytechnique Hauts-de-France, INSA Hauts-de-France, CERAMATHS
PO58 - The heat flow of random polynomials and the GAF
Jonas Jalowy(1)
(1) - Münster University, Institute of Stochastics
Tuesday, July 25
Coffee-break times (morning and afternoon)
PO28 - Controlled superprocesses and HJB equation in the space of finite measures
Antonio Ocello(1)
(1) - LPSM, UMR CNRS 8001, Sorbonne Université and Université Paris Cité
PO29 - On the limiting spectral distributions of stochastic block models
May-Ru Chen(1); Giap Van Su(1),(2)
(1) - National Sun Yat-sen University; (2) - Thai Nguyen University of Education
PO30 - Space-time integer ARMA models: an introduction
Ana Martins(1); Manuel G. Scotto(3); Christian H. Weiss(4); Sónia Gouveia(1),(2)
(1) - IEETA and DETI, University of Aveiro, Portugal; (2) - Intelligent Systems Associate Laboratory (LASI), University of Aveiro, Portugal; (3) - CEMAT, Department of Mathematics, IST, University of Lisbon, Portugal; (4) - Department of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany
PO31 - Monotone duality of interacting particle systems
Jan Niklas Latz(1)
(1) - Czech Academy of Sciences & Charles University
PO32 - Bayesian semiparametric variable selection with shrinkage prior
Mingan Yang(1)
(1) - University of New Mexico
PO33 - Stein’s method for Erdös-Rényi mixture graph models
Anum Fatima(1); Gesine Reinert(2)
(1) - University of Oxford, U.K. & Lahore College for Women University, Pakistan; (2) - University of Oxford, U.K. & The Alan Turing Institute, London, UK
PO35 - Random models of binary search trees
Benoît Corsini(1)
(1) - Eindhoven University of Technology
PO36 - Stochastic models for bacteriophage systems
Xavier Bardina(1)
(1) - Universitat Autònoma de Barcelona
PO37 - Convergence of processes time-changed by GMC
Takumu Ooi(1)
(1) - Research Institute for Mathematical Sciences, Kyoto University
PO38 - Noise-induced periodicity in a frustrated network of interacting diffusions
Elisa Marini(1)
(1) - Department of Mathematics Tullio Levi-Civita, University of Padova
PO39 - Random algebraic graphs and their convergence to Erdös-Rényi
Kiril Bangachev(1)
(1) – MIT, Department of EECS
PO40 - Using asymptotic pseudotrajectories to evaluate the typical evolution of mass, within a structured individual-based model with an allometric framework
Virgile Brodu(1)
(1) - IECL, Université de Lorraine – Inria Nancy Grand-Est
PO41 - Optimal bailout in a mean-field systemic risk model with contagious defaults
Ben Hambly(1); Philipp Jettkant(1)
(1) - University of Oxford
PO42 - Heavy-tailed distributions in a stochastic gene autoregulation model
Pavol Bokes(1)
(1) - Comenius University Bratislava
PO43 - Convergence of finite spatial random graphs w.r.t. an assignment based metric
Leoni Carla Wirth(1)
(1) - Institute for Mathematical Stochastics, University of Göttingen
Martin Minchev(1); Mladen Savov(1),(2)
(1) - Sofia Univeristy; (2) - Bulgarian Academy of Sciences
PO45 - Replica-mean-field limit of continuous-time fragmentation-interaction-aggregation processes
Michel Davydov(1)
(1) - INRIA, Paris, France and Département d’informatique de l’ENS, ENS, CNRS, PSL University, Paris
PO46 - Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type
Sebastian Grube(1)
(1) - Bielefeld University
PO47 - Stable motion and Riesz capacity
John P. Nolan(1); Debra J. Audus(2); Jack F. Douglas(2)
(1) - American University; (2) – National Institute of Standards and Technology
PO48 - Brownian motion with limited occupation time
Dominic T. Schickentanz(1)
(1) - Technical University of Darmstadt
PO49 - Asymptotics of longest increasing subsequences in permuton-sampled random permutations
Victor Dubach(1)
(1) - Institut Elie Cartan de Lorraine
PO51 - Nonlinear semigroups and limit theorems for convex expectations
Jonas Blessing(1); Michael Kupper(1)
(1) - University of Konstanz
Aldaïr A. F. M. Petronilia(1)
(1) - University of Oxford
PO53 - Large deviation for Cox-Ingersoll-Ross processes with state-dependent fast switching
Yanyan Hu(1)
(1) - Delft Institute of Applied Mathematics, Delft University of Technology
PO54 - Fortet-Mourier and Dudley distances to weighted sums of Dirac measures
Esmée Theewis(1)
(1) - Delft Institute of Applied Mathematics, TU Delft
Thursday, July 27
Coffee-break times (morning and afternoon)
PO55 - Parameter estimation for mmfBm and mmfOU processes
Hamidreza Maleki Almani(1); Tommi Sottinen(1)
(1) - University of Vaasa, School of Technology and Innovations
Ethan Levien(1)
(1) - Dartmouth College, Department of Mathematics
PO59 - Sticky coupling as a control variate for sensitivity analysis
Shiva Darshan(1),(2); Andreas Eberle(3); Gabriel Stoltz(1),(2)
(1) - CERMICS École des Ponts; (2) - Matherials Inria Paris; (3) - Institute for Applied Mathematics University of Bonn
PO60 - Genealogy of records of skip-free random walks as unimodular trees
Bharath Roy Choudhury(1)
(1) - INRIA, Paris, France and Département d’informatique de l’ENS, ENS, CNRS, PSL University, Paris, France
PO61 - Optimization of lipase production using oil and seeds of Passiflora edulis
Anne B.S. Bardelli(1); Maria V.C.F. Vieira(1); Rúbia M. Suzuki(1); Milena M. Andrade(1)
(1) - Federal University of Technology – Paraná
PO62 - CBI-time-changed Lévy processes
Guillaume Szulda(1)
(1) - CERMICS -École Nationale des Ponts et Chaussées (France)
PO63 - Logarithmic derivatives and closability of point processes on R^d
Shota Osada(1)
(1) - Faculty of Education, Kagoshima University
PO64 - Edge eigenvalues and eigenvector localization in Erdős-Rényi graphs with constant average degree
Ella Hiesmayr(1)
(1) - University of California, Berkeley
PO65 - The Bernstein family of gradient models
Gabriel S. Nahum(1)
(1) - Center for Mathematical Analysis, Geometry and Dynamical Systems, Instituto Superior Técnico, Universidade de Lisboa
PO66 - Characterization of quasi-stationary distributions
Iddo Ben-Ari(1)
(1) - University of Connecticut, USA
PO67 - Atlas model with inhomogeneous stationary profiles
Peter Rudzis(1)
(1) - University of North Carolina - Chapel Hill
PO68 - Regularising effect of the Brownian sheet paths
Moustapha Dieye(1)
(1) - École Polytechnique de Thies, Senegal
PO69 - Consensus-based optimization: an interacting multi-particle system for global nonconvex optimization
Konstantin Riedl(1)
(1) - Technical University of Munich, Munich Center for Machine Learning, Munich, Germany
PO70 - Polynomial interacting particle systems and non- linear SPDEs for modeling capitalization curves
Florian Huber(1)
(1) - University of Vienna
Huijie Qiao(1)
(1) - Southeast University
PO72 - Approaching the triple point in the ASEP with growing size
Jacek Wesolowski(1)
(1) - Politechnika Warszawska, Warsaw
PO74 - On homogenization of a multidimensional diffusion with semipermeable reflecting interfaces
Olga Aryasova(1)
(1) - Institute of Geophysics, National Academy of Sciences of Ukraine, National Technical University of Ukraine ”Igor Sikorsky Kyiv Politechnic Institute” and Institute of Mathematics, Friedrich Schiller University Jena, Germany
Ana Merkle(1)
(1) - University of Belgrade, Faculty of Mathematics, Serbia
PO76 - Gaussian structure in coalescing stochastic flows
K.V. Hlyniana(1),(2); A. A. Dorogovtsev(2)
(1) - School of Mathematics, Jilin University, Changchun, China; (2) - Institute of Mathematics, National Academy of Science of Ukraine, Kyiv, Ukraine
PO77 - Normal approximation of compound Hawkes functionals
Mahmoud Khabou(1)
(1) - Institut de Mathématiques de Toulouse, Institut Élie Cartan de Lorraine
PO79 - The KPZ equation limit of sticky Brownian motion
Hindy Drillick(1)
(1) - Columbia University
PO80 - KPZ models in half space and Pfaffian point processes
Takashi Imamura(1); Matteo Mucciconi(2); Tomohiro Sasamoto(3)
(1) - Department of Mathematics and Informatics, Chiba University, Japan; (2) - Department of Mathematics, University of Warwick, UK; (3) - Department of Physics, Tokyo Institute of Technology, Japan