• 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

IS15: Extremes of Gaussian and Related Random Fields

Organizer: Enkelejd Hashorva (University of Lausanne)