Workshop Program (July 15 – 19)

The workshop will take place at the facilities of Archimedes Center for Modeling, Analysis & Computation (ACMAC) which is located on the first floor of the Students' Center (above the restaurant) at the campus of the University of Crete in Voutes. Please follow the directions provided in the "Travel" tab on how to reach ACMAC.
In addition, please read carefully the instructions provided for the travel reimbursement in order to avoid any delays in the processing of the paperwork.

The program of the workshop was and can be downloaded from here and the book of abstracts can be found here.

Monday, July 15, 2013
Morning Session
09:00 – 09:15 Opening Address
09:15 – 10:15 Jean–Dominique Deuschel
Quenched invariance principle for random conductance model Ipdf
10:15 – 11:15 Alexandre Gaudillière
Metastability and quasi–stationnary measures Ipdf
(notes)
11:15 – 11:45 Coffee Break
11:45 – 12:45 Stefan Grosskinsky
Dynamics of condensation in the inclusion processpdf
12:45 – 13:45 Nikolaos Zygouras
Continuum limits for random pinning models and Wiener chaos expansionspdf
13:45 – 15:15 Lunch & Coffee Break
Afternoon Session
15:15 – 16:15 Dimitrios Tsagkarogiannis
Nonequilibrium processes for current reservoirspdf
16:15 – 16:45 Rebecca Neukirch
Metastability in the zero–range processpdf
16:45 – 17:15 Paul Gassiat
Physical Brownian motion in magnetic field as rough pathpdf
Tuesday, July 16, 2013
Morning Session
09:00 – 10:00 Hendrik Weber
Recent progress in the theory of non–linear stochastic PDEs Ipdf
10:00 – 11:00 Jean–Dominique Deuschel
Quenched invariance principle for random conductance model IIpdf
11:00 – 11:30 Coffee Break
11:30 – 12:30 Claudio Landim
Metastability of Markov processes Ipdf
(notes)
12:30 – 13:30 Alexandre Gaudillière
Metastability and quasi–stationnary measures IIpdf
13:30 – 15:00 Lunch & Coffee Break
Afternoon Session
15:00 – 15:30 Paul Chleboun
Time scale separation in the low temperature East modelpdf
15:30 – 16:00 Martin Slowik
Local limit theorem for the random conductance model in a degenerate ergodic environmentpdf
16:00 – 17:00 Poster Session
Wednesday, July 17, 2013
Morning Session
09:00 – 10:00 Claudio Landim
Metastability of Markov processes IIpdf
10:00 – 11:00 Hendrik Weber
Recent progress in the theory of non–linear stochastic PDEs IIpdf
11:00 – 11:30 Coffee Break
11:30 – 12:30 Inés Armendáriz
Convergence to equilibrium of the trajectories in Hammersley┬┤s processpdf
12:30 – 13:30 Elena Sartori
Probabilistic models for interacting agents facing binary decisionspdf
13:30 – 15:00 Lunch & Coffee Break
Afternoon Session
15:00 Free Evening & Excursion
20:30 Conference Dinner
Thursday, July 18, 2013
Morning Session
09:00 – 10:00 Ulrich Horst
Principal-agent games and equilibria under asymmetric information Ipdf
10:00 – 11:00 Ulrich Horst
Principal-agent games and equilibria under asymmetric information IIpdf
11:00 – 11:30 Coffee Break
11:30 – 12:00 Michail Anthropelos
An equilibrium model for commodity spot and forward pricespdf
12:00 – 12:30 Selim Gökay
Superreplication when trading at market indifference pricespdf
12:30 – 13:00 Christoph Mainberger
Optimal supersolutions of convex BSDEs under constraintspdf
13:00 – 13:30 Asgar Jamneshan
Conditional set theorypdf
13:30 – 15:00 Lunch & Coffee Break
Afternoon Session
15:00 – 15:30 Martin Klimmek
Optimal martingale transport with Monge's cost functionpdf
15:30 – 16:00 Harald Oberhauser
Root's and Rost's solution of the Skorohod embedding problempdf
16:00 – 17:00 Michael Kupper
On the duality of the superhedging price under model uncertaintypdf
Friday, July 19, 2013
Morning Session
09:00 – 10:00 Josef Teichmann
Term structure models in discrete time Ipdf
10:00 – 11:00 Josef Teichmann
Term structure models in discrete time IIpdf
11:00 – 11:30 Coffee Break
11:30 – 12:30 Zorana Grbac
Affine LIBOR models with multiple curves: theory, examples and calibrationpdf
12:30 – 13:00 Sebastian Riedel
Random Fourier series as rough paths and applications to a class of SPDEspdf
13:00 – 13:30 Christos Kountzakis
Canonical modelling for coherent risk measures in dominated variation of tailspdf
13:30 – 15:00 Lunch & Coffee Break
Afternoon Session
15:00 – 16:00 Christian Bayer
Asymptotics beats Monte Carlo: The case of correlated local vol basketspdf