BTU Stochastics Seminar
Prof. Carsten Hartmann, Prof. Ralf Wunderlich, Dr. Omar Kebiri
Wednesdays 11:30 am - 12:30 am (Berlin time)
Talks are held in presence in room HG 3.45
On special announcement we will organize hybrid sessions using the
NEW webex meeting link
https://b-tu.webex.com/b-tu-en/j.php?MTID=m5848528fc3bfd3e892d9fe9487b80ae5
If you wish to receive seminar announcements by email then please send an email with your full name and affiliation to Carsten Hartmann.
Next talk
Upcoming talks
30. April 2025 | Qingmeng Wei Northeast Normal University Changchun, China | Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems |
14. Mai 2025 | Maria Cameron University of Maryland, USA | Learning coarse-grained models and quantifying transitions between metastable states in molecules and clusters of interacting particles |
Talks of winter semester 2024/25
29. Januar 2025 | Abdeljabbar Kandouci Saida University, Algeria | On the existence, uniqueness and stability of the solutions for natural stochastic differential equation under non-Lipschitz conditions |
22. Januar 2025 | Jonas Hoffmann BTU CS | Statistische Prognoseverfahren für den Stromhandel |
15. Januar 2025 | Islem Bennadja USTHB University Algeria | Stochastic Multiobjective Optimal Control of HIV Dynamics |
12. Dezember 2024 | Khelifa Berkane Universität Saida, Algerien | Stochastic Optimal Controlled SIRV3S COVID-19 model |
27. November 2024 | Pride Duve Bernhard Nocht Institute for Tropical Medicine, Hamburg | From PDEs to mosquitoes. What insights can we draw? The spatial distribution of West Nile Virus in Germany |
06. November 2024 | Nathalie Fruiba AIMS Cameroon | Stochastic Optimal Control Problems for the Cost-Optimal Management of a Standalone Microgrid |
30. Oktober 2024 | Josef Hudak BTU CS | Change-Point Detection in elektrischen Netzwerken mit Hilfe des CUSUM Algorithmus |
23. Oktober 2024 | Florent Onana Assouga AIMS Cameroon | Stochastic Optimal Control of an Energy System with Renewable Energy Source and Battery |
9. Oktober 2024 | Sarra Kentache University Houari Boumeddiene USTHB Algiers-Algeria | Numerical study for solving Multi-Objective Stochastic Discrete Models |
Talks of sommer semester 2024
11. September 2024 | Omer Elhussien EPFL Lausanne / AIMS Senegal | Antibiogo: ML approach for Antibiotic Susceptibility Testing |
10. Juli 2024 | Paul Eisenberg WU Wien, Österreich | On finite dimensional energy futures models |
5. Juni 2024 | Calisto Eduardo Guambe Mondlane University, Maputo, Mozambique | Time consistent mean variance asset allocation for pension funds and insurance |
22. Mai 2024 | Nathalie Wandji AIMS Cameroon/Uni Kassel | A gentle introduction to SAT and SMT solvers |
15. Mai 2024 | David Nualart Kansas University, USA | Malliavin Calculus and Normal Approximations |
8. Mai 2024 | Audrey Demafo AIMS Rwanda/TU Ilmenau | A Simplified Mathematical Model for Thermal Analysis in a Loaded Refrigerated Food Storage Unit |
Talks of winter semester 2023/24
Talks of summer semester 2023
12. Juli 2023 | Wolfgang Bock Universität Kaiserslautern-Landau | Recent Results on Weakly Self-Avoiding fractional Brownian Motion |
6. Juli 2023 | Adnan Daraghmeh | Numerical mathematics in a changing environment: The MSc programmes in Mathematics at An-Najah National University in Nablus |
28. Juni 2023 | Evrard Nguele Kenmogne | Optimal Control of SDEs with Non-Smooth Coefficients by the Maximum Principle |
29. Juni 2023 | Nicole Nganshe Endale epse Mbonde | The Space-Time Finite Element Method for the Wave Wquation in Polygonal Domains |
30. Mai 2023 | Alois Pichler TU Chemnitz | Uniform Function Estimators in Reproducing Kernel Hilbert Spaces and with applications in stochastic optimization |
26. April 2023 | Eric Pilling BTU | Solving stochastic optimal control with reinforcement learning |
19. April 2023 | Annika Jöster BTU | Variational Formulation of Importance Sampling and its Connection to Stochastic Optimal Control with a Random Time Horizon |
Talks of winter semester 2022/23
15. März 2023 | Boutabia Hacène University of Annaba Algeria | SDEs of the eigenvalues and orthogonal eigenvectors of a symmetric matrix process |
8. Februar 2023 | Philipp Wolf Schleicher BTU CS | Spektrale Eigenschaften reversibler Markovketten |
1. Februar 2023 | Nabil Elgroud Annaba University Algeria and BTU Cottbus-Senftenberg | Stochastic Optimal Control Problems under the G-expectation framework |
25. Januar 2023 | Mohamed Lamine Sahari Annaba University, Algerien | Stability and bifurcations for the 2D Spatiotemporal Discrete Systems |
18. Januar 2023 | Khelifa Berkane Saida University Algeria and BTU Cottbus-Senftenberg | Fractional Stochastic Differential Equation SIRV Model |
11. Januar 2023 | Zakaria Boumezbeur Annaba University Algeria and BTU Cottbus-Senftenberg | Differentiability of Neutral Stochastic Differential Equations Driven by G-Brownian Motion with Respect to Initial Data and Parameter |
24. November 2022 | Barbara Pauszek | Ein Markovscher Entscheidungsprozess für ein Energiesystem mit Hochtemperatur-Wärmepumpe und thermischem Speicher Verteidigung Masterarbeit |
7. November 2022 | Eric Pilling | Machine Learning Methoden für die optimale Steuerung eines Energiesystems mit Hochtemperaturwärmepumpe Verteidigung Masterarbeit |
2. November 2022 | Wilfried Kenmoe Nzali AIMS Cameroon | Optimal control problems in energy finance |
2. November 2022 | Kevine Meugang Toukam AIMS Cameroon | Nonlinear Dirichlet Forms |
26. Oktober 2022 | Redjil Amel Annaba University, Algerien | On The relaxed control problem in the G-frame work |
Talks of summer semester 2022
PhD Symposium October, 11 - 12, 2022
Programm
Talks of winter semester 2021/22
PhD Symposium March 1-3, 2022
Programm
Talks of sommer semester 2021
PhD Symposium July 15-16, 2021
Programm
21. Juli 2021 14:00 pm | Jiequn Han Princeton University, USA | Solving High-Dimensional Control Problems with Deep Learning |
14. Juli 2021 | Martin Hairer Imperial College London, UK | Towards a Euclidean Yang-Mills Theory |
7. Juli 2021 | Calisto Justino Guambe University Pretoria, Südafrika | On the representation of BSDE-based dynamic risk measures and dynamic capital allocations. |
30. Juni 2021 | Hafida Bouanani University Saida, Algerien | On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion |
23. Juni 2021 | Nacira Agram Linnaeus University, Schweden | Pricing of European options in incomplete jump diffusion markets |
16. Juni 2021 | Giorgio Ferrari Universität Bielefeld | Taming the spread of an epidemic by lockdown policies |
9. Juni 2021 | Sascha Desmettre Johannes-Kepler-Universtität Linz, Österreich | Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities |
26. Mai 2021 | Bernt Øksendal University of Oslo, Norwegen | SPDEs with space interactions - a model for optimal control of epidemics |
19. Mai 2021 | Falko Krause Cauduro BTU | Methoden der räumlichen Statistik und Ökonometrie zur Konzentrationsanalyse (Verteidigung Bachelorarbeit / Defense bachelor's thesis) |
5. Mai 2021 | Rhoss Likibi Pellat AIMS Ghana | A class of quadratic forward-backward SDEs : Existence and Uniqueness |
28. April 2021 | Edward Korveh AIMS Ghana | Dynamic Mean-Variance Asset Allocation with Hawkes Term Structure |
PhD Symposium March 25 and 26, 2021
Maalvladedon Ganet Some BTU/AIMS Ghana | A Mean Field Control Model for a Network of Residential Heating Systems |
Mohamed Elfatih Hady BTU | Optimal Management of Occupational Pension Funds |
Paul Honore Takam BTU | Stochastic Optimal Control of a Thermal Energy Storage |
Valentina Ocloo BTU/AIMS Ghana | Mathematical Optimization Methods for the Transport of Horse Manure to Biogas Plants |
Florent Ouabo Kamkumo BTU/AIMS Ghanal | On Stochastic Epidemic Models and Optimal Control |
Bernard Effah Nyarko BTU/AIMS Ghana | Stochastic Optimal Control Methods for Water Management of Irrigation Systems |
Talks of winter semester 2020/21
17. Februar 2021 | Arnulf Jentzen Universität Münster, Deutschland | Overcoming the curse of dimensionality: from nonlinear Monte Carlo to deep learning |
10. Februar 2021 | Michaela Szölgyenyi Universität Klagenfurt, Österreich | A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics |
3. Februar 2021 | Brahim Mezerdi King Fahd University of Petroleum and Minerals Dhahran, Saudi Arabia | On the relaxed stochastic maximum principle for mean-field control problems |
20. Januar 2021 | Weinan E Princeton University, USA | A Mathematical Perspective of Machine Learning |
13. Januar 2021 | Huyên Pham Paris University (Paris Diderot), Frankreich | Solving mean-field PDEs with symmetric neural networks |
9. Dezember 2020 | Said Hamedene Le Mans University, Frankreich | Mean-field reflected backward stochastic differential equations |
2. Dezember 2020 | Oksana Bashchenko UNIL and Swiss Finance Institute, Schweiz | Deep learning for dynamic classification of stochastic processes |
25. November 2020 | Youssef Ouknine Cadi Ayyad University, Marokko | Doubly RBSDE whose obstacles are irregular over a larger set of stopping strategies |
11. November 2020 | Nacira Agram Linnaeus University, Schweden | Deep Learning and Stochastic Mean-Field Control for a Neural Network Model |
28. Oktober 2020 | Bernt Øksendal Unversity of Oslo, Norwegen | A financial market with singular drift and no arbitrage |
21. Oktober 2020 | M'hamed Eddahbi King Saud University, Saudi-Arabien | Quadratic BSDEs with jumps and related PIDEs |
28. September 2020 | Nico Schulz BTU | Defense Master Thesis: Modellierung und Berechnung der Gesamtschadensverteilung mit gemischten zusammengesetzten Poisson-Verteilungen |
23. September 2020 | Mohamed Elfatih Hady BTU | Optimal Management of Occupational Pension Funds |
10. September 2020 | Bernard Effah Nyarko AIMS Ghana, BTU | Stochastic Optimal Control Methods for Water Management of Irrigation Systems |
10. September 2020 | Florent Ouabo Kamkumo BTU | On Stochastic Epidemic Models and Optimal Control |
10. September 2020 | Maalvladedon Ganet Some AIMS Ghana, BTU | A Mean Field Game Model for a Network of Residential Heating Systems |
22. Juli 2020 | Paul Honore Takam BTU | Short-Term Simulation of a Geothermal Storage and Model Reduction |
Past semesters
Wintersemester 2019/20
Sommersemester 2019
Wintersemester 2018/19
Sommersemester 2018
Wintersemester 2017/18
Sommersemester 2017
Wintersemester 2016/17
Sommersemester 2016
Wintersemester 2015/16
Sommersemester 2015