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Brown'sche Bewegungen: 
Pfade einer Diffusion Bildinformationen anzeigen
Ising-Modell Bildinformationen anzeigen

Brown'sche Bewegungen: Pfade einer Diffusion



Westfälischer Stochastiktag

Die Arbeitsgruppe Stochastik des Instituts für Mathematik der Universität Paderborn veranstaltet gemeinsam mit Dr. Michael Hinz von der Universität Bielefeld am


den Westfälischen Stochastiktag. Die Veranstaltung richtet sich speziell an Doktoranden mit Schwerpunkt Stochastik an den westfälischen Universitäten. Die Veranstaltung bietet die Möglichkeit, Erfahrungen auszutauschen, andere Forschungsfragen  kennenzulernen und vielleicht auch gemeinsame Forschungsinteressen auszuloten.


Als eingeladene externe Sprecher tragen

  • Prof. Eva Löcherbach (Université de Cergy-Pontoise)
  • Prof. Mladen Savov.(Bulgarian Academy of Sciences)



Anmeldungen von Vorträgen von Doktoranden bitte an 

Quasistationary Distributions: Analysis and Simulation

The focused workshop

Quasistationary Distributions: Analysis and Simulation

is going to take place during the period 25.09.2017-29.09.2017 at the University of Paderborn. For further information please contact the organizers Martin Kolb and/or Denis Villemonais.

Participants and Titles of Talks:

  • David Steinsaltz (Oxford): Killed diffusions and MCMC
  • Murray Pollock (Warwick): Bayesian Inference (for Big Data) using Quasi-Stationary Monte Carlo
  • Denis Villemonais (Nancy): Non-failable approximation method for conditioned distributions
  • Fritz Colonius (Augsburg): Invariance entropy in control theory and quasi-stationarity
  • Nicolas Champagnat (Nancy): Uniform exponential convergence to quasi-stationary distributions for general absorbed Markov processes
  • Nikolaos Kantas (Imperial College): Particle methods for sampling for some quasi-stationary problems
  • Frederic Cerou (Rennes): Central Limit Theorem for Fleming-Viot Particle Systems with Hard Killing
  • Zakhar Kabluchko (Münster): Optimal approximation of processes with stationary increments
  • Bertrand Cloez ( Montpellier): . Stochastic Approximation and Quasi-Stationary Distributions
  • Tony Lelievre (Paris): Metastability: a journey from stochastic processes to semiclassical analysis
  • Francis Nier (Paris): Boundary conditions for geometric Kramers-Fokker-Planck operators
  • Boris Nectoux (Paris): Metastability and the Eyring Kramer’s law

The main aims of this workshop consist in presenting the state of the art of quasilimiting behavior, to open up new research directions and to stimulate new collaboration. The timetable can be found here.

The talks will be given in the seminar room A3.301.

For the reimbursement form please see here

- Travel information:

By Air:

The airports Dortmund, Hannover and Duesseldorf are the major airports nearby Paderborn. There are regional train connections from Hannover, Dortmund and Duesseldorf to Paderborn.

The airport Paderborn-Lippstadt is located between the cities Paderborn and Lippstadt. From the airport Paderborn-Lippstadt the bus lines 400 and 460 connect the airport to Paderborn citiy cenrte. It is an approximately 25 min journey. Unfortunately, flights to Paderborn tend to be very expensive, but sometimes there are reasonable offers.

By Train:

There are a number of  IC, ICE and regional train conections to Paderborn main station. Further information can be found via Deutsche Bahn


- Accomodation:

The organisers will book hotel rooms for the speakers. Other participants please get in touch with the on of the organisers.

Past Conferences

Stochastic processes under constraints (18 - 21 Juli 2016)

Die Konferenz "Stochastic processes under constraints" fand vom 18 - 21 Juli 2016 an der Universität Augsburg statt.

Organizers: Martin Kolb und Vitali Wachtel

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.

Weitere Informationen finden Sie hier.

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