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Talks / Participation in Conferences


Contributions to Conferences and Colloquia etc. (selection):

 2018:

  • 21.08.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (SAFIM, Accra, Ghana)
  • 05.07.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (12th int. Vilnius Conf., Lithuania)
  • 12.06.2018 (organized session): 'Levy-type processes in theory and applications' (SPA, Gothenburg, Sweden)
  • 01.03.2018 (contributed talk): 'The fourth characteristic of a semimartingale' (Stochastik-Tage, Freiburg)
  • 15.02.2018 (invited talk): 'On the missing semimartingale characteristic'. (MSU, East Lansing, USA)

 2017:

  • 17.12.2017 (invited talk): 'Detecting structural breaks via ordinal pattern probabilities: the short- and the long-range dependent framework'. (CFE-CMStatistics 2017, London, UK)
  • 29.09.2017 (talk): 'Die vierte Charakteristik eines Semimartingals' (2.Workshop Stochastik und Analysis; Düsseldorf - Siegen, Düsseldorf)
  • 17.07.2017 (contributed paper session): 'Ordinal Pattern Dependence in Contrast to other Concepts of Dependence' (ISI 2017, Marrakech, Morocco).
  • 19.05.2017 (invited talk): 'Detecting Changes in the Dependence Structure Between two Time-Series' Math. Kolloq. Ulm University)
  • 05.04.2017 - 07.04.2017 (organized workshop): 25th DynStoch Workshop, Siegen (Haus Patmos)

 2016:

  • 11.12.2016 (invited session): 'Ordinal Pattern Dependence in Time Series Analysis' (CMStatistics 2016, Sevilla, Spain).
  • 27.10.2016 (invited talk): 'The Spectrum of Applications of the Probabilistic Symbol' (Vienna Seminar in Math. Finance and Probability, Vienna, Austria)
  • 12.07.2016 (talk): 'Detecting Changes in the (non-linear) Dependence Structure Between Time Series' (World Congress Prob & Stat, Fields Institute, Toronto, Canada)
  • 08.06.2016 (talk): 'Detecting Structural Breaks in the Degree of Dependence Between Time Series' (DynStoch meeting, Rennes, France)
  • 18.-20.05.2016 (poster): 'An Intuitive Measure of Dependence Between non-Stationary Hydrological Time-Series' (7th Int. Water Resources Management Conf. of ICWRY, Bochum)
  • 10.03.2016 (invited talk): 'An Efficient Way to Analyze Path and Distributional Properties of Processes Used in Mathematical Finance' (Columbia University, NY, USA)
  • 01.03.2016 (talk): 'Detecting Changes in the Dependence Structure Between Time-Series' (Stochastik-Tage, Bochum)

 

earlier:

  • 16.07.2015 (talk): 'Fine properties of paths of homogeneous diffusions with jumps' (SPA 2015, Oxford, UK)
  • 06.07.2015 Antrittsvorlesung im Rahmen der Habilitation (Math. Kolloquium, TU Dortmund)
  • 27.05.2015 (talk): 'Detecting Structural Breaks via Ordinal Pattern Dependence' (DynStoch-Meeting, Lund, Sweden)
  • 15.03.2015 (invited talk): 'Detecting Changes in the Dependence Structure Between Two Time Series' (AMS Sectional Meeting, East Lansing, USA)
  • 19.02.2015 (invited talk): 'On the Spectrum of Applications of the Probabilistic Symbol' (Aarhus, Denmark)
  • 12.09.2014 (talk): 'Limit Theorems for Ordinal Pattern Dependence and Their Application to Medical/Biological Data' (DynStoch-Meeting, Warwick, UK)
  • 03.07.2014 (talk): 'A Unified Approach to Analyze Levy-Type Processes' (Vilnius Conference, Lithuania)
  • 02.04.2014 (invited talk): 'A Canonical Way to Derive Properties of Lévy-Type Processes' (Oslo, Norway)
  • 21.03.2014 (invited talk): 'The Symbol: A Swiss Army Knife in Analyzing Stochastic Processes' (TU Wroclaw, Poland)

Guest talks in our Oberseminar:

  • 19.06.2018 Jian Wang (Fujian, China): A Uniform Approach to Couplings of SDEs with Levy Noises and its Application.
  • 29.05.2018 Tomasz Luks (Paderborn): Multiple Points of Operator Stable Levy Processes.
  • 08.05.2018 Ines Münker (Siegen): Long-Range Dependence.
  • 24.04.2018 Kevin Musielak (Siegen): Was ist eigentlich das Symbol? Und was ist daran interessant?
  • 17.04.2018 Alexander Dürre (Dortmund): Robust Change-Point Tests Using Bounded Transformations.
  • 07.07.2016 Victoria Knopova (Kiev, Ukraine): Parametrix construction of some Lévy-type processes and applications.
  • 27.05.2016 Paul Krühner (Wien): On the Brownian order book model.
  • 27.05.2016 Julia Eisenberg (Wien): The challenge of a negative interest rate in non-life insurance (eingeladen von A. Müller).
  • 17.12.2015 Karsten Keller (Lübeck): Komplexität zeitabhängiger Systeme: Dynamik aus stochastischer Sicht.