Probability, Analysis, and Applications

Workshop on the occasion of the 60th birthday of Professors Hrvoje Šikić and Zoran Vondraček

June 12-14, 2019

NEW: Conference picture

Invited speakers

  • Steven Bassnett (Wash U)
  • Zhen-Qing Chen (U of Washington)
  • Jakša Cvitanić (Caltech)
  • Joseph Glover (U of Florida)
  • Eugenio Hernández (UA Madrid)
  • Miljenko Huzak (U of Zagreb)
  • Moritz Kassmann (U Bielefeld)
  • Panki Kim (Seoul National U)
  • Morten Nielsen (Aalborg U)
  • Mihael Perman (U of Ljubljana)
  • Dražen Prelec (MIT)
  • Murali Rao (U of Florida)
  • Yan-Xia Ren (Peking U)
  • René Schilling (TU Dresden)
  • Renming Song (U of Illinois)
  • Fernando Soria (UA Madrid)
  • Mladen Victor Wickerhauser (Wash U)

Contributed talk speakers

  • Ivana Geček Tuđen (U of Zagreb)
  • Snježana Lubura Strunjak (U of Zagreb)
  • Ivana Slamić (U of Rijeka)
  • Stjepan Šebek (U of Zagreb)
  • Vanja Wagner (U of Zagreb)

Workshop schedule

Wednesday, June 12
Probability day
Thursday, June 13
Applications day
Friday, June 14
Analysis day
9:30-10:00 Opening
10:00-10:35 Invited talk
Miljenko Huzak: Approximate maximum likelihood estimation of drift parameters in a diffusion model
10:00-10:35 Invited talk
Mladen Victor Wickerhauser: Wavelet Transform Factorization and Daubechies Filter Asymptotics
10:00-10:35 Invited talk
Joseph Glover: Problems in Raw Time Changes of Markov Processes
10:40-11:15 Invited talk
Steven Bassnett: A stochastic engine controls eye growth
10:40-11:15 Invited talk
Morten Nielsen: Muckenhoupt weights and shift invariant spaces
10:40-11:15 Invited talk
René Schilling: The dimension walk and Schönberg's theorem revisited
11:20-11:35 Coffee break
11:20-11:35 Coffee break
11:20-11:35 Coffee break
11:35-12:10 Invited talk
Dražen Prelec: Finding truth in a post-truth world
11:35-12:10 Invited talk
Moritz Kassmann: Coercivity estimates for nonlocal quadratic forms
11:35-12:10 Invited talk
Yan-Xia Ren: Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes
12:15-12:50 Invited talk
Mihael Perman: Sampling excursions with some applications
12:15-12:50 Invited talk
Fernando Soria: Dimension free estimates in Euclidean spaces
12:15-12:50 Invited talk
Murali Rao: On the notion of fractional derivative
12:55-14:00 Lunch
12:55-14:00 Lunch
12:55-14:00 Lunch
14:00-14:35 Invited talk
Jakša Cvitanić: Large Tournament Games
14:00-14:15 Contributed talk
Ivana Slamić: Linear independence for systems generated by dual integrable representations
14:00-14:35 Invited talk
Panki Kim: Boundary potential theory for jump process: stable and beyond
14:40-14:55 Contributed talk
Snježana Lubura Strunjak: Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model
14:20-14:55 Invited talk
Eugenio Hernández: Extra invariance of PSI spaces and the Zak transfrom
14:40-15:15 Invited talk
Renming Song: Potential theory: subordination and killing
15:00-15:15 Contributed talk
Ivana Geček Tuđen: Generalized risk processes - a distributional equality for suprema of spectrally positive Lévy processes
15:00-15:15 Coffee break
15:20-15:35 Coffee break
19:00- Conference dinner
15:20-15:55 Invited talk
Zhen-Qing Chen: Jump diffusions and non-local operators
15:35-15:50 Contributed talk
Vanja Wagner: Boundary behaviour of Markov processes corresponding to regional Dirichlet forms
15:55-16:10 Contributed talk
Stjepan Šebek: CLT for the capacity of the range of stable random walks

List of abstracts

There is no mandatory registration and no conference fee.

Lectures will be held in room A102 on the first floor.

Lunch will be served at the venue (room 006 on the ground floor), free of charge for all participants.

Conference dinner will be held in restaurant Kaptolska klet, Kaptol 5.
The dinner expenses are covered for all conference speakers and their accompanying persons. All others are welcome to join; the dinner price is 200 kn.

Chair of the scientific committee: Nikola Sandrić
Chair of the organizing committee: Vjekoslav Kovač

Sponsors


Croatian Science Foundation
Research project UIP-2017-05-4129
Research project UIP-2017-05-8958

Department of Mathematics
Faculty of Science

Croatian Academy of Sciences and Arts
(tentative)