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6th International Conference on Stochastic Analysis and Its Applications

• Archive: 6th International Conference on Stochastic Analysis and Its Applications

• Program for 2012

6th International Conference on Stochastic Analysis and Its Applications

10 - 14 September, 2012, Będlewo

The 6th International Conference on Stochastic Analysis and Its Applications will be held at the Conference Center in Będlewo, Poland, from Monday, Sep 10, to Friday, Sep 14, 2012. It will be the 6th in a series of International Conferences on Stochastic Analysis and Its Applications. The previous ones were held in Seattle (2006), Seoul (2008), Beijing (2009), Osaka (2010) and Bonn (2011). The main topics of the conference series are:

1. Dirichlet forms and stochastic analysis
2. Jump processes
3. Stochastic partial differential equations
4. Stochastic analysis and geometry
5. Optimal transport and allocation problems
6. Potential theory
7. Random media, percolation clusters and fractals
8. Stochastic models in physics and biology.

These areas are strongly interrelated, take a central position in modern probability theory and analysis, and have been very active in recent years. The primary goal of the conference is to bring researchers from all over the world to survey their fields, exchange ideas and foster collaboration. We also wish to expose young researchers and PhD students to recent developments in active areas of probability theory.

The conference is supported by the Stefan Banach Centre and the Faculty of Fundamental Problems of Technology at the Wrocław University of Technology.

Organizing Committee

• Krzysztof Bogdan 
• Tomasz Byczkowski 
• Tomasz Jakubowski
• Tadeusz Kulczycki 
• Mateusz Kwaśnicki 
• Paweł Sztonyk

Scientific Committee

• Krzysztof Bogdan (Polish Academy of Sciences, Poland)
• Krzysztof Burdzy (University of Washington, USA)
• Zhen-Qing Chen (University of Washington, USA)
• Niels Jacob (Swansea University, UK)
• Tadeusz Kulczycki (Wrocław University of Technology, Poland)
• Takashi Kumagai (Kyoto University, Japan)
• Michel Ledoux (Université de Toulouse, France)
• Karl-Theodor Sturm (Universität Bonn, Germany)

Invited speakers

• David Applebaum (University of Sheffield)
• Rodrigo Bañuelos (Purdue University)
• Dariusz Buraczewski (University of Wrocław)
• Krzysztof Burdzy (University of Washington)
• Nicola Gigli (Université Nice Sophia Antipolis)
• Adam Jakubowski (Nicolaus Copernicus University)
• Masanori Hino (Kyoto University)
• Grzegorz Karch (University of Wrocław)
• Moritz Kaßmann (Bielefeld University)
• Panki Kim (Seoul National University)
• Tomasz Komorowski (Maria Curie-Skłodowska University)
• Tadeusz Kulczycki (Wrocław University of Technology)
• Kazuhiro Kuwae (Kumamoto University)
• Mateusz Kwaśnicki (Polish Academy of Sciences)
• Ki-Ahm Lee (Seoul National University)
• Xue-Mei Li (University of Warwick)
• Terry J. Lyons (University of Oxford)
• Jan Maas (Universität Bonn)
• James Norris (University of Cambridge)
• Adam Osękowski (Warsaw University)
• Mihai Pascu (Transylvania University of Brașov)
• Jan Rosiński (University of Tennessee)
• Michal Ryznar (Wrocław University of Technology)
• René Schilling (Technische Universität Dresden)
• Renming Song (University of Illinois at Urbana-Champaign)
• Alexander Soshnikov (University of California, Davis)
• Toshihiro Uemura (Kansai University)
• Zoran Vondraček (University of Zagreb)
• Jian Wang (Fujian Normal University, Technische Universität Dresden)
• Jon Warren (University of Warwick)
• Jerzy Zabczyk (Polish Academy of Sciences)
• Lorenzo Zambotti (Université Pierre et Marie Curie - Paris 6)

Participants

• AbdulRahman Al-Hussein (Qassim University, Saudi Arabia)
• Sebastian Andres (Universität Bonn, Germany)
• David Applebaum (University of Sheffield, UK)
• Bartosz Bandrowski (University of Zielona Góra, Poland)
• Rodrigo Bañuelos (Purdue University, West Lafayette, USA)
• Mariusz Bieniek (Maria Curie-Skłodowska University, Lublin, Poland)
• Krzysztof Bogdan (Polish Academy of Sciences and Wrocław University of Technology, Poland)
• Katarzyna Borkowska (University of Technology and Life Sciences in Bydgoszcz, Poland)
• Dariusz Buraczewski (University of Wrocław, Poland)
• Krzysztof Burdzy (University of Washington, Seattle, USA)
• Yana Butko (Bauman Moscow State Technical University, Russia)
• Zhen-Qing Chen (University of Washington, Seattle, USA)
• Bartłomiej Dyda (Universität Bielefeld and Wrocław University of Technology, Germany and Poland)
• Lawrence Evans (University of Missouri, Columbia, USA)
• Adrian Falkowski (Nicolaus Copernicus University, Poland)
• Christel Geiss (University of Innsbruck, Austria)
• Nicola Gigli (Université de Nice, France)
• Agata Gołaszewska (Gdańsk University of Technology, Poland)
• Tomasz Grzywny (TU Dresden and Wrocław University of Technology, Germany and Poland)
• Masanori Hino (Graduate School of Informatics, Kyoto University, Japan)
• Daniela Ijacu (Bucharest Academy of Economic Studies, Romania)
• Yasushi Ishikawa (Ehime University, Matsuyama, Japan)
• Adam Jakubowski (Nicolaus Copernicus University, Toruń, Poland)
• Tomasz Jakubowski (Wrocław University of Technology, Poland)
• Naotaka Kajino (Universität Bielefeld, Germany)
• Kamil Kaleta (Wrocław University of Technology, Poland)
• Grzegorz Karch (University of Wrocław, Poland)
• Anna Karczewska (University of Zielona Góra, Poland)
• Moritz Kaßmann (Universität Bielefeld, Germany)
• Moez Khenissi (ESST Hammam Sousse, Tunisie)
• Panki Kim (Seoul National University, Korea)
• Daehong Kim (Kumamoto University, Japan)
• Tomasz Komorowski (Maria Curie-Skłodowska University, Lublin, Poland)
• Tadeusz Kulczycki (Wrocław University of Technology, Poland)
• Takashi Kumagai (RIMS, Kyoto University, Japan)
• Kazumasa Kuwada (Ochanomizu University, Tokyo, Japan)
• Kazuhiro Kuwae (Kumamoto University, Japan)
• Mateusz Kwaśnicki (Polish Academy of Sciences and Wrocław University of Technology, Poland)
• Ki-Ahm Lee (Seoul National University, Korea)
• Xue-Mei Li (University of Warwick, UK)
• Janna Lierl (Universität Bonn, Germany)
• Terry J. Lyons (University of Oxford, UK)
• Jan Maas (Universität Bonn, Germany)
• Marinela Marinescu (Bucharest Academy of Economic Studies, Romania)
• Ante Mimica (Universität Bielefeld, Germany)
• James Norris (University of Cambridge, UK)
• Harald Oberhauser (TU Berlin, Germany)
• Adam Osękowski (University of Warsaw, Poland)
• Mihai Pascu (Transilvania University of Brașov, Romania)
• Robert Philipowski (Université du Luxembourg, Luxembourg)
• Katarzyna Pietruska-Pałuba (University of Warsaw, Poland)
• Jan Rosiński (University of Tennessee, Knoxville, USA)
• Andrzej Rozkosz (Nicolaus Copernicus University, Toruń, Poland)
• Michał Ryznar (Wrocław University of Technology, Poland)
• René Schilling (TU Dresden, Germany)
• Alina Semrau-Giłka (University of Technology and Life Sciences in Bydgoszcz, Poland)
• Grzegorz Serafin (Wrocław University of Technology, Poland)
• Marina Sertic (Bielefeld University, Germany)
• Yuichi Shiozawa (Okayama University, Japan)
• Bartłomiej Siudeja (University of Oregon, Eugene, USA)
• Boubaker Smii (King Fahd University of Petroleum and Minerals, Saudi Arabia)
• Renming Song (University of Illinois, Urbana-Champaign, USA)
• Alexander Soshnikov (University of California, Davis, USA)
• Karl-Theodor Sturm (Universität Bonn, Germany)
• Joachim Syga (University of Zielona Góra, Poland)
• Karol Szczypkowski (Wrocław University of Technology)
• Paweł Sztonyk (Wrocław University of Technology, Poland)
• Tomoko Takemura (Nara Women's University, Japan)
• Kaneharu Tsuchida (National Defense Academy of Japan, Yokosuka, Japan)
• Toshihiro Uemura (Kansai Univesity, Osaka, Japan)
• Laura Villafuerte Altuzar (Universidad Autónoma de Chiapas, Tuxtla Gutiérrez, Mexico)
• Zoran Vondraček (University of Zagreb, Croatia)
• Jian Wang (Fujian Normal University, Fuzhou, China)
• Jon Warren (University of Warwick, UK)
• Hanna Wojewódka (University of Gdańsk, Poland)
• Monika Wrzosek (University of Gdańsk, Poland)
• Jerzy Zabczyk (Polish Academy of Sciences, Warsaw, Poland)
• Adrian Zălinescu (“Alexandru I. Cuza” University, Iași, Romania)
• Lorenzo Zambotti (Université Pierre et Marie Curie - Paris 6, France)
• Izabela Zdunowska (University of Gdańsk, Poland)
• Maria Ziemlańska (University of Gdańsk, Poland)

List of talks

• 
  abstract
  
  slides
  AbdulRahman Al-Hussein (Qassim University, Saudi Arabia)
  BSPDEs and their applications to stochastic optimal control
• 
  abstract
  
  slides
  Sebastian Andres (Universität Bonn, Germany)
  Invariance Principle for the Random Conductance Model with dynamic Conductances
• 
  abstract
  
  slides
  David Applebaum (University of Sheffield, UK)
  Second quantised representation of Mehler semigroups associated with Banach space valued Lévy processes
• 
  abstract
  Bartosz Bandrowski (University of Zielona Góra, Poland)
  Perturbed Volterra equations of convolution type
• 
  abstract
  
  slides
  Rodrigo Bañuelos (Purdue University, West Lafayette, USA)
  Heat trace asymptotics for Schrödinger operators
• 
  abstract
  
  slides
  Mariusz Bieniek (Maria Curie-Skłodowska University, Lublin, Poland)
  Extinction of Fleming-Viot-type particle systems with strong drift
• 
  abstract
  Katarzyna Borkowska (University of Technology and Life Sciences in Bydgoszcz, Poland)
  Generalized BSDEs driven by fractional Brownian motion (poster)
• 
  abstract
  
  slides
  Dariusz Buraczewski (University of Wrocław, Poland)
  On solutions of linear stochastic equations in the critical case
• 
  abstract
  
  slides
  Krzysztof Burdzy (University of Washington, Seattle, USA)
  Reflected Brownian motion in fractal domains
• 
  abstract
  
  slides
  Yana Butko (Bauman Moscow State Technical University, Russia)
  The method of Feynman formulae for approximation of Markov evolution
• 
  abstract
  
  slides
  Bartłomiej Dyda (Universität Bielefeld and Wrocław University of Technology, Germany and Poland)
  Some inequalities concerning Dirichlet forms of stable processes
• 
  abstract
  
  slides
  Lawrence Evans (University of Missouri, Columbia, USA)
  Existence of an Invariant Measure for the Kick-Forced Primitive Equations with Physical Boundary Conditions
• 
  abstract
  
  slides
  Christel Geiss (University of Innsbruck, Austria)
  Lévy driven BSDEs: L₂-regularity and fractional smoothness
• 
  abstract
  
  slides
  Nicola Gigli (Université de Nice, France)
  On the differential structure of metric measure spaces and applications
• 
  abstract
  
  slides
  Tomasz Grzywny (TU Dresden and Wrocław University of Technology, Germany and Poland)
  On the potential theory of one-dimensional subordinate Brownian motions
• 
  abstract
  
  slides
  Masanori Hino (Graduate School of Informatics, Kyoto University, Japan)
  Geodesic distances and intrinsic distances on some fractal sets
• 
  abstract
  
  slides
  Yasushi Ishikawa (Ehime University, Matsuyama, Japan)
  Optimal Consumption Control Problem Associated with Jump-Diffusion Processes
• 
  abstract
  
  slides
  Adam Jakubowski (Nicolaus Copernicus University, Toruń, Poland)
  S-topology on the Skorokhod space. Recent developments and complements
• 
  abstract
  
  slides
  Tomasz Jakubowski (Wrocław University of Technology, Poland)
  Fractional Laplacian with singular drift
• 
  abstract
  
  slides
  Naotaka Kajino (Universität Bielefeld, Germany)
  Weyl's Laplacian eigenvalue asymptotics for the measurable Riemannian structure on the Sierpinski gasket
• 
  abstract
  
  slides
  Kamil Kaleta (Wrocław University of Technology, Poland)
  Intrinsic ultracontractivity and ground state estimates for Feynman-Kac semigroups of some class of Lévy processes
• 
  abstract
  
  slides
  Grzegorz Karch (University of Wrocław, Poland)
  Nonlocal porous medium equation
• 
  abstract
  
  slides
  Moritz Kaßmann (Universität Bielefeld, Germany)
  Local Regularity of Nonlocal Operators
• 
  abstract
  
  slides
  Panki Kim (Seoul National University, Korea)
  On Green function of subordinate Brownian motion
• 
  abstract
  
  slides
  Tomasz Komorowski (Maria Curie-Skłodowska University, Lublin, Poland)
  Behavior of a passive tracer in a long range correlated flow
• 
  abstract
  
  slides
  Tadeusz Kulczycki (Wrocław University of Technology, Poland)
  Gradient estimates of q-harmonic functions of fractional Schrödinger operator
• 
  abstract
  
  slides
  Kazumasa Kuwada (Ochanomizu University, Tokyo, Japan)
  An extension of Wasserstein contraction associated with the curvature-dimension condition
• 
  abstract
  
  slides
  Kazuhiro Kuwae (Kumamoto University, Japan)
  On analytic characterizations of gaugeability for generalized Feynman-Kac functionals
• 
  abstract
  
  slides
  Mateusz Kwaśnicki (Polish Academy of Sciences and Wrocław University of Technology, Poland)
  Two-term asymptotics for Lévy operators in intervals
• 
  abstract
  Ki-Ahm Lee (Seoul National University, Korea)
  Regularity theory and Asymptotic Behaviors in Integro-differential operators
• 
  abstract
  
  slides
  Xue-Mei Li (University of Warwick, UK)
  Convergence of Stochastic Processes and Collapsing of Manifolds
• 
  abstract
  Janna Lierl (Universität Bonn, Germany)
  Boundary Harnack principle on inner uniform domains
• Terry J. Lyons (University of Oxford, UK)
  What have rough paths got to do with finance: Extending Itō's formula
• 
  abstract
  
  slides
  Jan Maas (Universität Bonn, Germany)
  Ricci curvature of Markov chains via convexity of the entropy
• 
  abstract
  Marinela Marinescu and Daniela Ijacu (Bucharest Academy of Economic Studies, Romania)
  Three problems for stochastic flows associated with nonlinear SPDEs and backward parabolic equations with parameters
• 
  abstract
  
  slides
  Ante Mimica (Universität Bielefeld, Germany)
  Harnack Inequalities for Subordinate Brownian Motions
• 
  abstract
  James Norris (University of Cambridge, UK)
  Estimates on the convergence of Kac's particle model for a dilute gas of hard spheres to the Boltzmann equation
• 
  abstract
  
  slides
  Harald Oberhauser (TU Berlin, Germany)
  Revisiting Clark's robustness problem in nonlinear filtering
• 
  abstract
  
  slides
  Adam Osękowski (University of Warsaw, Poland)
  Orthogonal martingales and Riesz transforms
• 
  abstract
  
  slides
  Mihai Pascu (Transilvania University of Brașov, Romania)
  Brownian couplings and applications
• 
  abstract
  
  slides
  Robert Philipowski (Université du Luxembourg, Luxembourg)
  Ricci flow, Brownian motion and entropy
• 
  abstract
  
  slides
  Katarzyna Pietruska-Pałuba (University of Warsaw, Poland)
  Poincaré inequality and related function spaces on fractals
• 
  abstract
  
  slides
  Jan Rosiński (University of Tennessee, Knoxville, USA)
  Asymptotic independence and limit laws for Wiener chaos
• 
  abstract
  
  slides
  Andrzej Rozkosz (Nicolaus Copernicus University, Toruń, Poland)
  Semilinear obstacle problem with measure data and generalized reflected BSDEs
• 
  abstract
  
  slides
  Michał Ryznar (Wrocław University of Technology, Poland)
  Dirichlet heat kernels and exit times for subordinate Brownian motions
• 
  abstract
  René Schilling (TU Dresden, Germany)
  Path Properties of Feller Processes Via the Symbol
• 
  abstract
  Alina Semrau-Giłka (University of Technology and Life Sciences in Bydgoszcz, Poland)
  Euler's Approximations of Solutions of Reflecting SDEs with Discontinuous Coefficients (poster)
• 
  abstract
  
  slides
  Grzegorz Serafin (Wrocław University of Technology, Poland)
  Some relationships between potential theories of classical and hyperbolic Brownian motion
• 
  abstract
  
  slides
  Yuichi Shiozawa (Okayama University, Japan)
  Conservation property of symmetric jump-diffusion processes
• 
  abstract
  
  slides
  Bartłomiej Siudeja (University of Oregon, Eugene, USA)
  Lower bounds for heat traces
• 
  abstract
  Boubaker Smii (King Fahd University of Petroleum and Minerals, Saudi Arabia)
  Feynman graph representation of the KPZ equation driven by Lévy noise
• 
  abstract
  
  slides
  Renming Song (University of Illinois, Urbana-Champaign, USA)
  Dirichlet heat kernel estimates for relativistic stable processes
• 
  abstract
  Alexander Soshnikov (University of California, Davis, USA)
  On the Distribution of the Outliers in Large Random Matrices
• 
  abstract
  
  slides
  Joachim Syga (University of Zielona Góra, Poland)
  Application of semimartingale measure to the investigation of stochastic inclusions
• 
  abstract
  
  slides
  Karol Szczypkowski (Wrocław University of Technology)
  Schrödinger perturbations of transition densities
• 
  abstract
  
  slides
  Tomoko Takemura (Nara Women's University, Japan)
  Lévy measure density corresponding to inverse local time
• 
  abstract
  
  slides
  Kaneharu Tsuchida (National Defense Academy of Japan, Yokosuka, Japan)
  On a sufficient condition for large deviations of additive functionals
• 
  abstract
  Toshihiro Uemura (Kansai Univesity, Osaka, Japan)
  On dual generators for nonlocal semi-Dirichlet forms
• 
  abstract
  
  slides
  Laura Villafuerte Altuzar (Universidad Autónoma de Chiapas, Tuxtla Gutiérrez, Mexico)
  The Differential transform method for solving random differential models
• 
  abstract
  
  slides
  Zoran Vondraček (University of Zagreb, Croatia)
  On potential theory of subordinate Brownian motion in unbounded sets
• 
  abstract
  Jian Wang (Fujian Normal University, Fuzhou, China) cancelled!
  Weighted-Poincaré Inequalities for Nonlocal Dirichlet Forms
• 
  abstract
  
  slides
  Jon Warren (University of Warwick, UK)
  A multi-layer extension of the KPZ equation
• 
  abstract
  Monika Wrzosek (University of Gdańsk, Poland)
  The Newton method for stochastic functional differential equations (poster)
• 
  abstract
  
  slides
  Jerzy Zabczyk (Polish Academy of Sciences, Warsaw, Poland)
  Regularity of generalized Ornstein-Uhlenbeck processes
• 
  abstract
  
  slides
  Adrian Zălinescu (“Alexandru I. Cuza” University, Iași, Romania)
  Stochastic variational inequalities driven by Poisson random measures
• 
  abstract
  
  slides
  Lorenzo Zambotti (Université Pierre et Marie Curie - Paris 6, France)
  On Exceptional times of Fleming-Viot processes with mutation

List of all abstracts