DYNSTOCH 2026
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Programme

Tentative workshop programme.
Day Time Activity
Mon 15 June
Day 1
08:00- Registration
08:50-09:00 Welcome intro
09:00-10:15 Session 1: Bayesian Inference and Gaussian Processes
  • Maximilian Siebel
  • Jan Glaubitz
  • Erik Karlsson Strandh
10:15-10:45 Coffee break
10:45-12:00 Session 2: Learning-Based Diffusion Inference
  • Yating Liu
  • Elise Bayraktar
  • Shanshan Meng
12:00-13:30 Lunch
13:30-14:45 Session 3: Numerical Methods for SDEs
  • Anna Melnykova
  • Predrag Pilipović
  • Massimiliano Tamborrino
14:45-15:15 Coffee break
15:15-17:00 Session 4: Lévy Processes and Jumps
  • Anita Behme
  • Stepan Mazur
  • Cecilia Mancini
  • Jiaming Chen
17:15-19:00 Poster session
Tue 16 June
Day 2
09:00-10:15 Session 5: Forecasting and Filtering
  • Leonardo Bardi
  • Zheng Zhao
  • Dennis Schroers
10:15-10:45 Coffee break
10:45-12:00 Session 6: Dependence and Prediction
  • Johannes Brutsche
  • Pavel Chigansky
  • Fima Klebaner
12:00-13:30 Lunch
13:30-15:10 Session 7: Volatility and High-Dimensional Inference
  • Grégoire Szymanski
  • Niklas Dexheimer
  • Lukas Riepl
  • Orimar Sauri
15:10-15:15 DYNSTOCH matters
18:00-21:00 Conference dinner
Wed 17 June
Day 3
09:00-10:15 Session 8: Density Estimation for Diffusions
  • Yuga Iguchi
  • Felix Schürzinger
  • Nakahiro Yoshida
10:15-10:45 Coffee break
10:45-12:00 Session 9: SPDEs
  • Masayuki Uchida
  • Salvador Ortiz-Latorre
  • Björn Müller
12:00-13:30 Lunch
13:30-14:45 Session 10: Testing and Mean-Field Dynamics
  • Justin R. Baars
  • Fabrice Wunderlich
  • Ekaterina Morozova
14:45-15:15 Coffee break
15:15-17:00 Session 11: Inference for Structured Stochastic Models
  • Hiroki Masuda
  • Henrik Häggström
  • Tobias Ambjörnsson
  • Jhonier Rangel
17:00-17:10 Closing