Programme

All times are Serbian Summer Time (GMT+2). Click on the title of any talk below to view abstracts.

Time	Name	Title
9.00-9.40	Registration & Refreshments
9.40-10.00	Welcome
10.00-10.35	Aleksandar Mijatovic	Reflected Brownian motion in generalised parabolic domains
10.35-11.10	Tomasz Klimsiak	Dynkin games and related PDEs
11.10-11.30	Coffee break
11.30-12.05	Petr Čoupek	Path regularity of solutions to SDEs with multiplicative fractional noise
12.05-12.40	Utku Erdogan	Numerical simulation of fractional-noise SDEs for all Hurst parameters via Wick–Itô–Skorohod integration
12.40-2.25	Lunch
2.25-3.00	Victoria Knopova	On a ''dynamic'' approximation of a Lévy process and its application to Lévy-driven SDEs
3.00-3.35	Giorgos Vasdekis	Skew-symmetric schemes for robust SDE sampling
3.35-3.55	Coffee break
3.55-4.30	Adrien Busnot Laurent	Intrinsic integrators for the weak and ergodic approximation of stochastic dynamics on manifolds
4.30-5.05	Erwin Luesink	Underdamped Langevin dynamics on the rotation group
5.05-7.00	Photo & Poster session & reception with food & wine

Time	Name	Title
9.00-11.30	Social event
11.30-11.50	Coffee break
11.50-12.25	Mihály Kovács	A regularized truncated finite element method for a degenerate parabolic stochastic PDE on non-compact graphs
12.25-1.00	Katharina Klioba	Milstein-type schemes for hyperbolic SPDEs
1.00-2.45	Lunch
2.45-3.20	Verena Schwarz	Approximation of the Lévy-driven stochastic heat equation on the sphere
3.20-3.55	Abhishek Chaudhary	A higher order discretization for the stochastic Navier–Stokes equations with additive noise
3.55-4.15	Coffee break
4.15-4.50	Erika Hausenblas	Splitting scheme for stochastic evolution equations
4.50-5.25	Anne de Bouard	Finite volume schemes for the stochastic heat equation with transport noise
5.25-5.45	Coffee break
5.45-6.20	Oana Lang	Global solutions in stochastic fluid dynamics models
6.20-6.55	Geir-Arne Fuglstad	Statistical spatio-temporal modelling with SPDEs
8-	Dinner

Time	Name	Title
9.00-9.35	Josef Teichmann	Path dependent modeling in Finance and Technology
9.35-10.10	Dušan Đorđević	Analytical approximations of solutions of SDEs by applying Taylor series
10.10-10.45	Irene Tubikanec	Splitting methods for stochastic Hodgkin-Huxley type systems
10.45-11.05	Coffee break
11.05-11.40	Bojana Jovanović	Capturing memory and randomness in epidemic dynamics
11.40-12.15	Kostiantyn Ralchenko	Drift parameter estimation in CIR and CKLS models
12.15-12.30	Closure
2.00-5.00	MC meeting with coffee break at 3 (Management Committee members only)