Book of abstracts
Plenary Lecture or Open Public Lecture
Transport in Disordered Media
On the norm of random matrices with a tensor structure
On rates in the central limit theorem for a class of convex costs
Superdiffusive Central Limit Theorem for the critical Stochastic Burgers Equation
The cutoff phenomenon for Markov chains
What AI will not tell you about white noise
Exchangeability in Continuum Random Trees
On estimating Fréchet means
Minimal surfaces in a random environment:
On the derivation of mean-curvature flow and its fluctuations from microscopic interactions
Critical long-range percolation
Bootstrap percolation and kinetically constrained models: universality results
IS01: Statistics for Stochastic Processes
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
IS02: Heavy-Tailed Phenomena in Networks
Emergence of heavy-tailed cascades in flow networks through a unified stochastic overload framework.
IS03: Self-Organized Criticality
The particle density in mean-field Activated Random Walk and the 2D sandpile
The density conjecture for activated random walk
Self-organized criticality and avalanches in 2D forest fires
IS04: Geometry of Random Walks
Three-dimensional loop-erased random walks
IS05: Random Planar Geometry
Percolation of Gaussian free field and loop soup in dimension two
Schramm-Loewner evolution contains a topological Sierpi'nski carpet when
\(\kappa\)
is close to 8
IS06: Lévy-Type Processes
Liouville theorems for Fourier Multipliers
IS07: Inhomogeneous Spatial Graph Models
High-intensity Voronoi percolation on manifolds
Annulus crossing probabilities in geometric inhomogeneous random graphs
IS08: Emerging Topics in Stochastic Finance
Convergence Analysis of Real-time Recurrent Learning (RTRL) for a class of Recurrent Neural Networks
Stochastic filtering equations for diffusions on infinite graphs
Median process in fragmented crypto-markets: robust estimation, hedging
IS09: Random Partitions
IS10: Martingales and Their Applications in PDEs and Harmonic Analysis
Plurisuperharmonic functions and sharp inequalities for analytic BMO functions and martingales
Gaussian coupling on the Wiener space and stochastic differential equations
IS11: Long Range Percolation Models
Hausdorff dimension of the critical clusters for the metric graph Gaussian free field
IS12: Superlinear Stochastic Partial Differential Equations
Stochastic reaction diffusion equations with superlinear coefficients
IS13: Recent Developments in Branching Structures
Sharp LlogL condition for supercritical Galton-Watson processes with countable types
IS14: Probabilistic Aspects of Data Privacy
IS15: Extremes of Gaussian and Related Random Fields
IS16: Stochastic Stability
Poisson Hail on a Wireless Ground
Stability analysis of two-class retrial systems with constant retrial rates and general service times
The random timestep Euler method and its continuous dynamics
IS17: Applications of Stochastic Analysis to Deep Learning
The Proportional Scaling Limit of Neural Networks
IS18: SDEs: Analysis, Approximation, Inference
Feynman-Kac formula for the gradient of the Dirichlet problem and its applications
Statistical inference for locally stable regression
A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
The Feynman-Kac formula for the gradient of the Dirichlet problem and its applications
IS19: Branching and Interacting Particle Systems
Discounted tree sums in branching random walks
Explosion of Crump-Mode-Jagers processes with critical immediate offspring
IS20: Non-Equilibrium Statistical Mechanics
Stochastic and dynamical approaches to non-Hermitian matrix-valued processes
Collisions of the supercritical Keller-Segel particle system
Assistant Professor
IS21: On Nodal Random Variables
IS22: Probabilistic Foundations of Machine Learning
IS23: Inference in Stochastic Networks
Inference in infinite-server queueing networks with Poisson sampling
Inference in dynamic random graphs
IS24: Random Media and Limit Theorems
Random Motzkin paths with KPZ related asymptotics
Random walk approximation for the stationary distribution of the open ASEP
IS25: Quasi-Stationary Distributions and Applications
IS26: Invariant Measures and Scaling Limits of Integrable Systems
Simple nonlinear PDEs inspired by billiards
IS27: Rough Analysis
New algebraic structures in rough analysis and their applications
Strong regularization of differential equations with integrable drifts by fractional noise
IS28: Random Matrices and Combinatorial Structures
The spectrum of dense kernel-based random graphs
IS29: Probabilistic and Statistical Study of Systems of Interacting Neurons
Asymptotic behaviour of networks of Hopfield-like neurons
Nonparametric estimation of the jump rate in mean field interacting systems of neurons
IS30: Mixing Times for Random Walks
Mixing of a random walk on a randomly twisted hypercube
Random walk on the small-world network model in 3 or more dimensions
IS31: Random Growth and KPZ Universality
Two-layer Gibbs line ensembles
On the global solutions of the KPZ fixed point
Scaling limit of half-space KPZ equation
KPZ equation from some interacting particle systems
IS32: Stochastic Eco-Evolutionary Models
Convergence of a general structured individual-based model with possibly unbounded growth, birth and death rates
CS01: Advanced Bayesian Methods and Statistical Innovations in High-Dimensional Mixed-Type Data Analysis and Neuroimaging
Bayesian Sparse Kronecker Product Decomposition for Multi-task Mixed-effects Regression with Tensor Predictors
Low-rank regularization of Fréchet regression models for distribution function response
CS02: Recent Progress on Stein’s Method
Brownian approximation for deterministic dynamical systems: a Stein’s method approach
Normal approximation for exponential random graphs
High-dimensional bootstrap and asymptotic expansion
CS03: Renormalization in Probability and Quantum Field Theory
CS04: Branching Processes as Models for Structured Populations
CS05: Recent Advances in Interacting Brownian Particle Systems and Their Mean-Field Limits
Convex order and increasing convex order for McKean-Vlasov processes with common noise
CS06: Control and Estimation in Stochastic Systems
Goggin’s corrected Kalman Filter: Guarantees and Filtering Regimes
Sequential policies and the distribution of their total rewards in dynamic and stochastic knapsack problems
Optimal Sparse Graph Design for Stochastic Matching
CS07: Stochastic Properties of Time-Dependent Random Fields
Limit theorems for spatiotemporal functionals of Gaussian fields
Statistical inference for cylindrical processes on the sphere
CS08: New Frontiers in Stochastic Quantisation
CS09: Limit Theorems Through the Lens of Wiener Chaos and Stein-Malliavin Techniques
CS10: Dynamics of Stochastic Particle Systems
Collisions in one-dimensional particle systems
Heat kernel bounds for Keller-Segel type finite particles
Optimal Bounds For The Dunkl Kernel In The Dihedral Case
CS11: Spectrally negative Lévy models with level-dependent features
Optimality of a barrier strategy in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy
Lévy processes under level-dependent Poissonian switching
Fluctuations of Omega-Killed Level-Dependent Spectrally Negative Levy Processes
CS12: Recent Advances in Non-Markovian Processes and Random Fields
Fourier dimension of the graph of fractional Brownian motion with H>1/2
Scaling limit of dependent random walks
Sample path properties of Gaussian random fields with slowly varying increments
CS13: Complex Systems I
Langevin equation in quenched heterogeneous landscapes
CS14: Complex Systems II
The role of the fractional material derivative in Lévy walks
CS15: Complex Systems III
CS16: Recent Advances in Financial and Actuarial Mathematics
Dr
Valuation of multi-region CoCoCat bonds
Expectiles in probabilistic forecasting of electricity prices with risk management implications
Implicit control for L'evy-type dividend-impulse problem
CS17: Dependent Percolation Models: Discrete and Continuum
Percolation in lattice k-neighbor graphs
CS18: Recent Advances in Generalised Preferential Attachment Models
Persistence of hubs in preferential attachment trees with vertex death.
CS19: Reinforcement Models: Elephant Random Walk
Step Reinforced Random Walks with Regularly Varying Memory
Some results for variations of the Elephant random walk
Elephant Random Walk with multiple extractions
CS20: Parameter Randomization Methods for Stochastic Processes
Anomalous diffusive processes with random parameters. Theory and Applications.
Lévy processes with values in the cone of non-negatively defined matrices
Multiple scaled multivariate distributions and processes
CS21: Stochastic Numerics on Manifolds
Fundamental theorem for mean square convergence of SDEs on Riemannian manifolds
Kinetic Langevin equations on Lie groups with a geometric mechanics approach
CS22: Noncommutative Stochastic Processes
Stochastic optimization in free probability
Affine fixed-point equations in free probability
What can Lévy processes tell us about compact quantum groups?
CS23: Stochastic Processes Under Constraints
Persistence of Strongly Correlated Stationary Gaussian fields: From Universal Probability Decay to Entropic Repulsion
Partially-homogeneous reflected random walk on the quadrant
Brownian Motion Subject to Time-Inhomogeneous Additive Penalizations
CS24: Recent Advances in Statistical Inference for Nonstationary Stochastic Processes
Spectral analysis of harmonizable processes with spectral mass concentrated on lines
Statistical Properties of Oscillatory Processes with Stochastic Modulation in Amplitude and Time
Deep learning-based estimation of time-dependent parameters in the AR(1) model
CS25: Volterra Gaussian Processes
Self-intersection local times of Volterra Gaussian processes in stochastic flows
Volterra Gaussian Processes as the fluctuations of the total quasi-steady-state-approximation of Michaelis–Menten enzyme kinetics
Strong solutions for singular SDEs driven by long-range dependent fractional Brownian motion and other Volterra processes
CS26: Inference for Stochastic Equations
Parameter estimation for SDEs with Rosenblatt noise
Statistical inference for semi-linear SPDEs using spatial information
CS27: Global and Non-Global Solutions of Semilinear Fractional Differential Equations
On the explosion time of a semilinear stochastic partial differential equations driven by a mixture of Brownian and fractional Brownian motion
Global and Non-global Solutions of a Fractional Reaction-Diffusion Equation Perturbed by a Fractional Noise
Explosion in finite time of solutions of a time-fractional semilinear heat equation
CS28: Propagation of Chaos in Life Science Models
Strong propagation of chaos for systems of interacting particles with nearly stable jumps
CS29: Computing the Invariant Distribution of Linear and Non-Linear Diffusions by Ergodic Simulation
Approximation of the invariant distribution for a class of ergodic jump diffusions
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation with rates in Wasserstein distance.
CS30: Gaussian Processes for Fractional Dynamics and Limiting Behaviour
On some fractional stochastic models based on Mittag-Leffler integrals
Fractional rough diffusion Bessel processes: reflection, asymptotic behavior and parameter estimation
Finite-velocity random motions governed by a modified Euler-Poisson-Darboux equation
CS31: Extremes, Sojourns and Related Functionals of Gaussian Processes
On a Weak Convergence Theorem for the Normalized Maximum of Stationary Gaussian Processes with a Trend
CS32: Advances in Statistical Inference for Spatial Point Processes
Conformal Novelty Detection for Replicate Point Patterns
Minimax Estimation of the Structure Factor of Spatial Point Processes
CS33: LLMs and ML in Dynamic Risk Control
LLM-Driven Stock Movement Prediction
CS34: Non-Local Operators in Probability: Anomalous Transport, Stochastic Resettings and Diffusions with Memory
Non-Local Boudary Value Problems and Stochastic Resettings
CS35: Edge and Spectrum of Heterogeneous Ensembles
CS36: Probabilistic Graphical Models
CS37: Recent progresses on McKean-Vlasov equations and mean field interacting particle systems
Strong solution and Large deviation principles for the Multi-valued McKean-Vlasov SDEs with jumps
Recent results on mean field interacting particle systems and McKean-Vlasov equations
CS38: Random Geometric Systems
Ordering and convergence of large degrees in random hyperbolic graphs
Large-Deviation Analysis for Canonical Gibbs Measures
CS39: Recent Advances in Stochastic Differential Equations
Regularity of the density of singular SDEs driven by fractional noise and application to McKean-Vlasov equations
Supercritical SDEs driven by fractional Brownian motion with divergence free drifts
CS40: Dynamical Systems Modelling
Multiple Stopping Porosinski’s Problem
Quantitative Bounds for Kernel based Q-learning in continuous spaces
Multiple Stopping Problems and Their Applications
On the stopping problem of Markov chain and Odds-theorem
CS41: Asymptotic Behavior of Selected Markov Random Dynamical Systems
Law of the iterated logarithm for Markov semigroups with exponential mixing property in the Wasserstein distance
Hybrid stochastic particle model of proliferating cells with chemotaxis.
Limit theorems for a general class of Markov processes on Polish spaces: with applications to PDMPs with random flow switching.
CS42: Recent Advances in Random Walks and Random Polymers in Random Environments
Central Limit Theorem for 2d directed polymers
CS43: Volatility by Diffusion: A Novel Approach to SABR
Characterization of the Probability Distribution in the SABR Model
Measuring volatility: deterministic and stochastic perspectives (regularization by noise)
Characterization of moments in the SABR model
CS44: Stable-Type Processes
On mean exit time from a ball for symmetric stable processes
On ``dynamic’’ approximation scheme for L'evy processes
Nodal sets of supersolutions to Schrödinger equations based on symmetric jump processes
CS45: Lévy processes and random walks in random and deterministic environments and their spectral theory
CS46: Asymptotic behaviors for McKean-Vlasov Stochastic Differential Equations
Averaging principles and central limit theorems for multiscale McKean-Vlasov stochastic systems
Asymptotic behaviors for Volterra type McKean-Vlasov integral equations with small noise
CS47: Dynamical Systems Modelling II
CS48: Path Integral Formalism for Stochastic Processes: Applications in Physics and Biology
Multiplicative Noise and Entropy Production Rate in Stochastic Processes With Threshold
CS49: Analysis of Singular Diffusions and Related Areas
A bridge between Random Matrix Theory and Schramm-Loewner Evolutions Theory
A bridge between Random Matrix Theory and Schramm-Loewner Evolutions Theory
Asymptotic behavior of the Brownian motion with singular drifts
CS50: Advances in Operator Algebras and Free Probability
SPA 2025
CS47: Dynamical Systems Modelling II
Organizer: Anna Jaśkiewicz, Krzysztof Szajowski (Wrocław University of Science and Technology)