Inference for SPDEs and related topics

Prague-Berlin workshop
26 - 27 September 2024, Prague

About the Workshop

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

Petr Čoupek

Besov-Orlicz regularity of stochastic processes

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

Oana Lang

Generative modelling and stochastic parametrisations for a rotation shallow water system

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.