Summer School 2008

Pro*Doc/IRTG Berlin-Zürich
''Stochastic Models of Complex Processes''

Disentis, Switzerland
July 21-25, 2008


Foto: Uwe Küchler

Main Lecturers

Yuval Peres (University of California, Berkeley): "Modern Applications of Martingales, from Metric Embedding to Random Graphs".

Personal homepage


Josef Teichmann (Technische Universitšt Wien): "Stochastic Partial Differential Equations and Applications to Term Structure Problems in Mathematical Finance".

Abstract

Slides and more

Personal homepage

Organizers

This school is is part of the international graduate program IRTG/Pro*Doc "Stochastic Models of Complex Processes and their Applications", of the ETH and Universität Zürich, Humboldt-Universität and Technische Universität Berlin and Universität Potsdam, funded by SNF and DFG. More information: Zürich, Berlin.

Program

There will be two courses by the main speakers, each of them of about 1.5 hours per day. The conference will start Monday 21 morning and will end Friday 25 at noon. The main lectures will take place during the morning session. There will be short talks (30 minutes) by the participants on Monday, Tuesday and Thursday afternoon. An excursion will be organized on Wednesday afternoon.

Schedule (PDF).

Titles and abstracts of the short talks (PDF)

There will be a beamer and a blackboard available for the talks. You can bring you own laptop, or your files on an USB-key.

List of participants (PDF)

Some talk slides

Holger van Bargen: Isotropic Ornstein-Uhlenbeck Flows

Samuel Drapeau: Dynamic Risk Measures and Conditional Robust Utility Representation

Anne Feidt: Asymptotics of Joint Maxima of Discrete Random Variables

Antje Fruth: Optimal execution strategies in limit order books

Mathias Rafler: Random Integer Partitions and the Bose Gas

Anja Richter: Differentiability of reflected BSDEs with quadratic growth

Felix Rubin: Gap Probabilities for Random Matrix Ensembles

David Windisch: Random walk on a discrete torus and random interlacements

Some pictures

A few pictures of the classes, discussions, excursion etc.

Uwe Küchler's pictures

Location

The school will be held in Disentis, a small town in the mountainous region of Surselva in the Swiss alps. Disentis is famous for the Benedictine monastery and its baroque church. Participants will be accommodated at the Klosterschule, the school of the monastery, where the lectures will be held as well. For more information about the town, the region and possible activities see for example tourist information or town of Disentis.
Please note that Disentis is situated at an altitude of about 1100m, it is therefore advisable to bring some warm clothes, in case we get cool weather.

Registration and fees

Registration is closed, since the maximal number of participants is attained.
There is no conference fee. Full board at the Klosterschule is around 95 CHF per day.

Practical information

How to get to Disentis:
-By train: Fast train to Chur, the change to the Rhätische Bahn to go to Disentis/Mustér. There are good connections from Zürich to Disentis about once per hour, the journey takes approximately 3 hours. Coming from Zürich airport, you will probably have to change trains at Zürich HB. Alternatively, you can travel via Luzern, Andermatt and Oberalppass. Swiss train timetable.
-By car: Via Chur, Reichenau, Ilanz. Alternatively via Oberalppass or Lukmanierpass.
-On foot ;-): Disentis being in a nice hiking area, there are several possibilities to get there on foot. One is a two-days (or long one-day) hike through romantic Maderanertal and crossing the Chrüzlipass. More information (in German). Another possibility is starting from Andermatt, along Unteralptal, then cross the Maighelspass and hike to the Oberalppass (where there is a train to Disentis). There are many more possibilities... if you are interested, you can contact Noemi.

For more information about the town, the region and possible activities see for example tourist information or town of Disentis.

Arrival in Disentis

Since the lectures start on Monday morning, it would be best to arrive Sunday evening. Coming from Zurich airport, there are trains to Disentis every hour at x:13 (approximately a 3 hour travel, via Chur). In particular, there is a train at 17:13 from the airport, or 17:37 from Zurich HB, arriving at Disentis at 20:11.

Timetable

Zürich Flughafen departure 17:13 probably platform 3, train IC 732
Zürich HB arrival 17:23
Zürich HB departure 17:37 train EC 101
Chur arrival 18:52
Chur departure 18:56 platform 9, train RE1256
Disentis arrival 20:11

Meeting point: At the airport, we meet directly on the platform from which the train is leaving. At Zürich Hauptbahnhof, we meet at the beginning of the platform from which the train is leaving (or in the train). The number of our carriage should be anounced on the loudspeaker.

Coming from Disentis train station, you will immediately see the monastery, and the Klosterschule is situated next to it.
It is also possible to arrive earlier or later on Sunday. A cold dinner will be organised on Sunday evening. The lectures will end on Friday noon so that the participants can leave Disentis on Friday afternoon. It is however possible to stay until Saturday morning.


Website: Noemi Kurt / 20. 12. 2007. Last update: 7.8.08