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Presentations of Poster Sessions 

The posters boards can be found at the building C3. 


Presentation and size format: Posters must be printed in paper and have the following dimensions: 80 cm width  x 120 cm maximum height portrait.

The Welcome Desk will have the necessary materials for you to hang your poster. 


Posters Session
The poster presentation will take place on the following days: Monday, Tuesday and Thursday during coffee breaks (morning and afternoon). Authors should consult the programme (available here) to find out on which day is the presentation (1 day per author).

Posters must be hanged until 10:00am and should be removed between 16:15pm and 18:00pm. 
Please note that posters that have not been removed will be discarted. 

Monday, July 24
Coffee-break times (morning and afternoon)

PO1 - Portfolio optimization with allocation constraints and stochastic factor market dynamics

Marcos Escobar-Anabel(1); Michel Kschonnek(2); Rudi Zagst(2)

(1) - Western University, Department of Statistical & Actuarial Sciences; (2) - Technical University of Munich, Chair of Mathematical Finance


PO2 - On a discrete-time Pareto-type process

Marta Ferreira(1) 

(1) - Centro de Matemática, Universidade do Minho


PO3 - Probability and statistics of multi-parameter random complexes

Tadas Temčinas(1); Vidit Nanda(2); Gesine Reinert(1)

(1) - Department of Statistics, University of Oxford; (2) - Mathematical Institute, University of Oxford


PO4 - Scheduling in the high uncertainty heavy traffic regime

Yonatan Shadmi(1)

(1) - Technion - Israel Institute of Technology


PO5 - New probabilistic method for transient analysis of M/G/1 systems with vacations

Revaz Kakubava(1); Nino Svanidze(2)

(1) - Georgian Technical University. Tbilisi. Georgia; (2) - Shota Rustaveli Batumi State University. Batumi. Georgia


PO6 -  Simulating continuous-time autoregressive moving average processes driven by tempered stable Lévy processes

Till Massing(1)

(1) - Universität Duisburg-Essen


PO7 - Scaling limits for parking on Frozen Erdős–Rényi Cayley trees with heavy tails

Andrej Srakar(1)

1 - Institute for Economic Research (IER), Ljubljana and University of Ljubljana


PO9 - On the existence of H^1-weak solution for 3d-stochastic third grade fluid equations

Raya Nouira(1)

(1) - FCT, NOVA University of Lisbon

PO11 - Quenched functional CLT for random walks in degenerate doubly stochastic random environments

Weile Weng(1)

(1) - Technical University of Berlin


PO12 - A break test for the tail-event correlation matrix based on the self-normalization method

Ji-Eun Choi(1); Dong Wan Shin(2)

(1) - Department of Statistics, Ewha University; (2) - Department of Statistics, Pukyong National University


PO13 - Near-linear mixing on the cycle by bounded structural perturbation

Balázs Gerencsér(1)

(1) - Alfréd Rényi Institute of Mathematics, Budapest, Hungary; ELTE Eötvös Loránd University, Budapest, Hungary


PO14 - Functional periodic ARMA processes

Sebastian Kühnert(1)

(1) - University of California, Davis, Department of Statistics


PO15 - Optimal consumption and investment in general affine GARCH models

Marcos Escobar-Anel(1); Ben Spies(2); Rudi Zagst(2)

(1) - Department of Statistical and Actuarial Sciences, University of Western Ontario, Canada; (2) - Department of Mathematics, Technical University of Munich, Germany


PO16 - Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion

Carles Rovira(1)

(1) - Departament de Matemàtiques i Informàtica, Universitat de Barcelona


PO17 -  Exact and efficient multivariate two-sample tests through generalized linear rank statistics

Dan Daniel Erdmann-Pham(1)

(1) - Stanford University


PO18 - Weak approximation for Marcus SDEs

Sooppawat Thipyarat(1)

(1) - Friedrich-Schiller-Universität Jena

PO19 - Dynamical analysis of a stochastic delayed epidemic model with Lévy jumps and regime switching

Bojana Jovanović(1)

(1) - Faculty of Sciences and Mathematics, University of Niš, Serbia


PO20 - Parrondo effect in continuous-time random walks with periodically alternating jumps

Jiyeon Lee(1)

(1) - Yeungnam University


PO21 - Asymptotic convergence of the Cucker-Smale model via a probabilistic method

Adrien Cotil(1)

(1) - UMR MISTEA, Univ. Montpellier, INRAE, Institut Agro,


PO22 - A note on the existence of Gibbs marked point processes with applications in stochastic geometry

Martina Petráková(1)

(1) - Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University


PO23 - Graphon mean field games with jumps and their approximate equilibria

Zhongyuan Cao(1)

(1) - INRIA Paris and Université Paris Dauphine


PO26 - Nonparametric statistical monitoring of high-dimensional production processes

Amitava Mukherjee(1); Marco Marozzi(2)
(1) XLRI-Xavier School of Management, Jamshedpur, India; (2) Ca’ Foscari University of Venice, Italy


PO27 - On the quenched functional central limit theorem for stationary random fields under projective criteria

Lucas Reding(1)

(1) - Univ. Polytechnique Hauts-de-France, INSA Hauts-de-France, CERAMATHS

PO58 - The heat flow of random polynomials and the GAF

Jonas Jalowy(1)

(1) - Münster University, Institute of Stochastics

Tuesday, July 25
Coffee-break times (morning and afternoon)

PO28 - Controlled superprocesses and HJB equation in the space of finite measures

Antonio Ocello(1)

(1) - LPSM, UMR CNRS 8001, Sorbonne Université and Université Paris Cité


PO29 - On the limiting spectral distributions of stochastic block models

May-Ru Chen(1); Giap Van Su(1),(2)

(1) - National Sun Yat-sen University; (2) - Thai Nguyen University of Education


PO30 - Space-time integer ARMA models: an introduction

Ana Martins(1); Manuel G. Scotto(3); Christian H. Weiss(4); Sónia Gouveia(1),(2)

(1) - IEETA and DETI, University of Aveiro, Portugal; (2) - Intelligent Systems Associate Laboratory (LASI), University of Aveiro, Portugal; (3) - CEMAT, Department of Mathematics, IST, University of Lisbon, Portugal; (4) - Department of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany


PO31 - Monotone duality of interacting particle systems

Jan Niklas Latz(1)

(1) - Czech Academy of Sciences & Charles University


PO32 - Bayesian semiparametric variable selection with shrinkage prior

Mingan Yang(1)

(1) - University of New Mexico


PO33 - Stein’s method for Erdös-Rényi mixture graph models

Anum Fatima(1); Gesine Reinert(2)

(1) - University of Oxford, U.K. & Lahore College for Women University, Pakistan; (2) - University of Oxford, U.K. & The Alan Turing Institute, London, UK

PO35 - Random models of binary search trees

Benoît Corsini(1)

(1) - Eindhoven University of Technology


PO36 - Stochastic models for bacteriophage systems

Xavier Bardina(1)

(1) - Universitat Autònoma de Barcelona


PO37 - Convergence of processes time-changed by GMC

Takumu Ooi(1)

(1) - Research Institute for Mathematical Sciences, Kyoto University

PO38 - Noise-induced periodicity in a frustrated network of interacting diffusions

Elisa Marini(1)

(1) - Department of Mathematics Tullio Levi-Civita, University of Padova


PO39 - Random algebraic graphs and their convergence to Erdös-Rényi

Kiril Bangachev(1)

(1) – MIT, Department of EECS


PO40 - Using asymptotic pseudotrajectories to evaluate the typical evolution of mass, within a structured individual-based model with an allometric framework

Virgile Brodu(1)

(1) - IECL, Université de Lorraine – Inria Nancy Grand-Est


PO41 - Optimal bailout in a mean-field systemic risk model with contagious defaults

Ben Hambly(1); Philipp Jettkant(1)

(1) - University of Oxford


PO42 - Heavy-tailed distributions in a stochastic gene autoregulation model

Pavol Bokes(1)

(1) - Comenius University Bratislava


PO43 - Convergence of finite spatial random graphs w.r.t. an assignment based metric

Leoni Carla Wirth(1)

(1) - Institute for Mathematical Stochastics, University of Göttingen


PO44 - Bivariate bernstein-gamma functions and asymp- totic behaviour of exponential functionals on deterministic horizon

Martin Minchev(1); Mladen Savov(1),(2)

(1) - Sofia Univeristy; (2) - Bulgarian Academy of Sciences

PO45 - Replica-mean-field limit of continuous-time fragmentation-interaction-aggregation processes

Michel Davydov(1)

(1) - INRIA, Paris, France and Département d’informatique de l’ENS, ENS, CNRS, PSL University, Paris


PO46 - Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type

Sebastian Grube(1)

(1) - Bielefeld University


PO47 - Stable motion and Riesz capacity

John P. Nolan(1); Debra J. Audus(2); Jack F. Douglas(2)

(1) - American University; (2) – National Institute of Standards and Technology

PO48 - Brownian motion with limited occupation time

Dominic T. Schickentanz(1)

(1) - Technical University of Darmstadt


PO49 - Asymptotics of longest increasing subsequences in permuton-sampled random permutations

Victor Dubach(1)

(1) - Institut Elie Cartan de Lorraine


PO51 - Nonlinear semigroups and limit theorems for convex expectations

Jonas Blessing(1); Michael Kupper(1)

(1) - University of Konstanz


PO52 - Construction of solutions to models of systemic risk with endogenous contagion through smoothed approximations

Aldaïr A. F. M. Petronilia(1)

(1) - University of Oxford


PO53 - Large deviation for Cox-Ingersoll-Ross processes with state-dependent fast switching

Yanyan Hu(1)

(1) - Delft Institute of Applied Mathematics, Delft University of Technology


PO54 - Fortet-Mourier and Dudley distances to weighted sums of Dirac measures

Esmée Theewis(1)

(1) - Delft Institute of Applied Mathematics, TU Delft

Thursday, July 27
Coffee-break times (morning and afternoon)

PO55 - Parameter estimation for mmfBm and mmfOU processes

Hamidreza Maleki Almani(1); Tommi Sottinen(1)

(1) - University of Vaasa, School of Technology and Innovations

PO56 - Neutral evolution in the presence of large but finite offspring fluctuations: insights from disordered systems

Ethan Levien(1)

(1) - Dartmouth College, Department of Mathematics

PO59 - Sticky coupling as a control variate for sensitivity analysis

Shiva Darshan(1),(2); Andreas Eberle(3); Gabriel Stoltz(1),(2)

(1) - CERMICS École des Ponts; (2) - Matherials Inria Paris; (3) - Institute for Applied Mathematics University of Bonn


PO60 - Genealogy of records of skip-free random walks as unimodular trees

Bharath Roy Choudhury(1)

(1) - INRIA, Paris, France and Département d’informatique de l’ENS, ENS, CNRS, PSL University, Paris, France


PO61 - Optimization of lipase production using oil and seeds of Passiflora edulis

Anne B.S. Bardelli(1); Maria V.C.F. Vieira(1); Rúbia M. Suzuki(1); Milena M. Andrade(1)

(1) - Federal University of Technology – Paraná


PO62 - CBI-time-changed Lévy processes

Guillaume Szulda(1)

(1) - CERMICS -École Nationale des Ponts et Chaussées (France)


PO63 - Logarithmic derivatives and closability of point processes on R^d

Shota Osada(1)

(1) - Faculty of Education, Kagoshima University


PO64 - Edge eigenvalues and eigenvector localization in Erdős-Rényi graphs with constant average degree

Ella Hiesmayr(1)

(1) - University of California, Berkeley


PO65 - The Bernstein family of gradient models

Gabriel S. Nahum(1)

(1) - Center for Mathematical Analysis, Geometry and Dynamical Systems, Instituto Superior Técnico, Universidade de Lisboa

PO66 - Characterization of quasi-stationary distributions

Iddo Ben-Ari(1)

(1) - University of Connecticut, USA


PO67 - Atlas model with inhomogeneous stationary profiles

Peter Rudzis(1)

(1) - University of North Carolina - Chapel Hill


PO68 - Regularising effect of the Brownian sheet paths

Moustapha Dieye(1)

(1) - École Polytechnique de Thies, Senegal


PO69 - Consensus-based optimization: an interacting multi-particle system for global nonconvex optimization

Konstantin Riedl(1)

(1) - Technical University of Munich, Munich Center for Machine Learning, Munich, Germany


PO70 - Polynomial interacting particle systems and non- linear SPDEs for modeling capitalization curves

Florian Huber(1)

(1) - University of Vienna


PO71 - Path independence of the additive functionals for stochastic Volterra equations with singular kernels and Hölder continuous coefficients

Huijie Qiao(1)

(1) - Southeast University


PO72 - Approaching the triple point in the ASEP with growing size

Jacek Wesolowski(1)

(1) - Politechnika Warszawska, Warsaw

PO74 - On homogenization of a multidimensional diffusion with semipermeable reflecting interfaces

Olga Aryasova(1)

(1) - Institute of Geophysics, National Academy of Sciences of Ukraine, National Technical University of Ukraine ”Igor Sikorsky Kyiv Politechnic Institute” and Institute of Mathematics, Friedrich Schiller University Jena, Germany


PO75 - Stochastic predictability and applications on stochastic differential equations and default risk modeling

Ana Merkle(1)

(1) - University of Belgrade, Faculty of Mathematics, Serbia


PO76 - Gaussian structure in coalescing stochastic flows

K.V. Hlyniana(1),(2); A. A. Dorogovtsev(2)

(1) - School of Mathematics, Jilin University, Changchun, China; (2) - Institute of Mathematics, National Academy of Science of Ukraine, Kyiv, Ukraine


PO77 - Normal approximation of compound Hawkes functionals

Mahmoud Khabou(1)

(1) - Institut de Mathématiques de Toulouse, Institut Élie Cartan de Lorraine

PO79 - The KPZ equation limit of sticky Brownian motion

Hindy Drillick(1)

(1) - Columbia University


PO80 - KPZ models in half space and Pfaffian point processes

Takashi Imamura(1); Matteo Mucciconi(2); Tomohiro Sasamoto(3)

(1) - Department of Mathematics and Informatics, Chiba University, Japan; (2) - Department of Mathematics, University of Warwick, UK; (3) - Department of Physics, Tokyo Institute of Technology, Japan

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