Stochastic processes under constraints (18 - 21 July 2016)

Stochastic processes under constraints is a expanding topic in the theory of stochastic processes, which is related to the questions of how stochastic processes can be constructed to satisfy certain given a-priori constraints on paths. Typical problems are: tail behaviour of first-passage times and conditioning on events having very small or even zero probability. Conditioned processes arise naturally in many probabilistic models. Examples include polymer and interface models in statistical mechanics, branching processes, ruin probabilities and pricing of barrier options in financial mathematics.

The goal of the workshop is to bring together specialists in conditioned stochastic processes.

The invited speakers consist of experts in the theoretical study but also those dealing with more applied questions.

Prof. Dr. Martin Kolb
(University of Paderborn)
Prof. Dr. Vitali Wachtel
(University of Augsburg)

Frank Aurzada
(TU Darmstadt; Germany)
Iddo Ben-Ari (University of Connecticut, USA)
Denis Denisov (University of Manchester; U.K.)
Jetlir Duraj
(Harvard University; USA)
Sergei Foss
(Heriot-Watt University, UK)
Nina Gantert(TU München; Germany)
Alexandru Hening (Oxford University; U.K.)
Dima Ioffe (Technion; Haifa, Israel)
Zakhar Kabluchko
(Universität Münster; Germany)
Aime Lachal
(INSA Lyon; France)
Ralf Metzler
(Universität Potsdam; Germany)
Sumit Mukherjee
(Columbia University; USA)
Ross Pinsky (Technion, Haifa; Israel)
Alexander Sakhanenko
(Novosibirsk State University, Russia)
Mladen Savov
(Bulgarian Academy of Science, Sofia; Bulgaria)
Denis Villemonais
(University of Lorraine; France )
Vlad Vysotsky
(Arizona State University; USA)
Wolfgang Woess
(TU Graz; Austria)