BTU Stochastics Seminar

Prof. Carsten Hartmann, Prof. Ralf Wunderlich, Dr. Omar Kebiri

Wednesdays 11:30 am - 12:30 am (Berlin time)

Webex Meeting Link:
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


Previous talks

22. Juni 2022Ioannis Karatzas
Columbia University, USA
Conservative diffusions as entropic flows of steepest descent
15. Juni 2022Oliver Menoukeu-Pamen
University Liverpool, UK / AIMS Ghana
Stochastic maximum principle for optimal control of SDEs with non Lipschitz coefficients
8. Juni 2022Han Cheng Lie
Universität Potsdam
Fréchet derivatives of expected functionals of solutions to stochastic differential equations
25. Mai 2022Roger Pettersson
Linnaeus University, Sweden
Epidemic modeling by birth-death processes with spatial scaling
18. Mai 2022Patrice Takam Soh
University Yaounde I, Cameroon
Overview of estimation methods for non-parametric regression models
11. Mai 2022Christoph Belak
Technische Universität Berlin
Principal-agent games of optimal stopping with applications to the energie transition
4. Mai 2022Bernt Øksendal
Unversity of Oslo, Norwegen
Stochastic Fokker-Planck PIDE for conditional McKean-Vlasov jump diffusions and applications to optimal control

Talks of winter semester 2021/22

Symposium March 1-3, 2022

8. März 2022
14:00 Uhr, HG 0.18
Eric Pilling
Neuronale Netze und (partielle) Differentialgleichungen
26. Januar 2022Georgia Fargetta
Catania University, Italy
A two-stage variational inequality for medical supply in emergency management
15. Dezember 2021Mario Pavone
Catania University, Italien
Discovering Entities Similarities in Biological Networks
24. November 2021Lorenz Richter
Freie Universität Berlin / BTU CS
Solving high-dimensional PDEs, approximation of path space measures and importance sampling of diffusions
17. November 2021
11:00 Uhr
Elizabeth Dadzie
AIMS Ghana
Pricing and hedging weather linked insurance derivatives for Agricultural goods
17. November 2021
12:00 Uhr
Sorelle Murielle Toukam
AIMS Ghana
Stochastic Optimal Control of Systems driven by Stochastic Differential Equations of Mean-Field Type with an Irregular Drift Coefficient
10. November 2021
17:00 Uhr
Paul Dupuis
Brown University USA
Divergences, variational formulas, and their application to model uncertainty and learning
27. Oktober 2021Natalia Danilova
South federal university, Rostov-on-Don, Russia
Robust estimation of options and robust optimization in the portfolio problem
20. Oktober 2021
15:30 Uhr
Guanghui (George) Lan
Georgia Institute of Technology, USA
Stochastic Optimization for Reinforcement Learning

Talks of sommer semester 2021

PhD Symposium July 15-16, 2021 

21. Juli 2021
14:00 pm
Jiequn Han
Princeton University, USA
Solving High-Dimensional Control Problems with Deep Learning
14. Juli 2021Martin Hairer
Imperial College London, UK
Towards a Euclidean Yang-Mills Theory
7. Juli 2021Calisto Justino Guambe
University Pretoria, Südafrika
On the representation of BSDE-based dynamic risk measures and dynamic capital allocations.
30. Juni 2021Hafida Bouanani
University Saida, Algerien
On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion
23. Juni 2021Nacira Agram
Linnaeus University, Schweden

Pricing of European options in incomplete jump diffusion markets
16. Juni 2021Giorgio Ferrari
Universität Bielefeld
Taming the spread of an epidemic by lockdown policies
9. Juni 2021Sascha Desmettre
Johannes-Kepler-Universtität Linz, Österreich
Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities
26. Mai 2021Bernt Øksendal
University of Oslo, Norwegen
SPDEs with space interactions - a model for optimal control of epidemics
19. Mai 2021Falko Krause Cauduro
Methoden der räumlichen Statistik und Ökonometrie zur Konzentrationsanalyse
(Verteidigung Bachelorarbeit / Defense bachelor's thesis)
5. Mai 2021Rhoss Likibi Pellat
AIMS Ghana
A class of quadratic forward-backward SDEs : Existence and Uniqueness
28. April 2021Edward Korveh
AIMS Ghana
Dynamic Mean-Variance Asset Allocation with Hawkes Term Structure

PhD Symposium March 25 and 26, 2021

Maalvladedon Ganet Some 
A Mean Field Control Model for a Network of Residential Heating Systems
Mohamed Elfatih Hady   
Optimal Management of Occupational Pension Funds
Paul Honore Takam 
Stochastic Optimal Control of a Thermal Energy Storage
Valentina Ocloo   
Mathematical Optimization Methods for the Transport of Horse Manure to Biogas Plants
Florent Ouabo Kamkumo 
On Stochastic Epidemic Models and Optimal Control
Bernard Effah Nyarko   
Stochastic Optimal Control Methods for Water Management of Irrigation Systems

Talks of winter semester 2020/21

17. Februar 2021Arnulf Jentzen
Universität Münster, Deutschland
Overcoming the curse of dimensionality: from nonlinear Monte Carlo to deep learning
10. Februar 2021Michaela Szölgyenyi
Universität Klagenfurt, Österreich
A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics
3. Februar 2021Brahim Mezerdi
King Fahd University of Petroleum and Minerals Dhahran, Saudi Arabia
On the relaxed stochastic maximum principle for mean-field control problems
20. Januar 2021Weinan E
Princeton University, USA
A Mathematical Perspective of Machine Learning
13. Januar 2021Huyên Pham
Paris University (Paris Diderot), Frankreich
Solving mean-field PDEs with symmetric neural networks
9. Dezember 2020Said Hamedene
Le Mans University, Frankreich
Mean-field reflected backward stochastic differential equations
2. Dezember 2020Oksana Bashchenko
UNIL and Swiss Finance Institute, Schweiz
Deep learning for dynamic classification of stochastic processes
25. November 2020Youssef Ouknine
Cadi Ayyad University, Marokko
Doubly RBSDE whose obstacles are irregular over a larger set of stopping strategies
11. November 2020Nacira Agram
Linnaeus University, Schweden
Deep Learning and Stochastic Mean-Field Control for a Neural Network Model
28. Oktober 2020Bernt Øksendal
Unversity of Oslo, Norwegen
A financial market with singular drift and no arbitrage
21. Oktober 2020M'hamed Eddahbi
King Saud University, Saudi-Arabien
Quadratic BSDEs with jumps and related PIDEs
28. September 2020Nico Schulz
Defense Master Thesis:
Modellierung und Berechnung der Gesamtschadensverteilung mit gemischten zusammengesetzten Poisson-Verteilungen
23. September 2020Mohamed Elfatih Hady
Optimal Management of Occupational Pension Funds
10. September 2020Bernard Effah Nyarko
Stochastic Optimal Control Methods for Water Management of Irrigation Systems
10. September 2020Florent Ouabo Kamkumo
On Stochastic Epidemic Models and Optimal Control
10. September 2020Maalvladedon Ganet Some

A Mean Field Game Model for a Network of Residential Heating Systems
22. Juli 2020Paul Honore Takam
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