Page 671 - 8th European Congress of Mathematics ∙ 20-26 June 2021 ∙ Portorož, Slovenia ∙ Book of Abstracts

Session

PROBABILITY

• Hitting times for the Brownian motion and Bessel processes: some new algorithms,
Madalina Deaconu

• Generation of first passage times for diffusion processes: an overview of simulation
techniques, Samuel Herrmann

• The first exit problem of reaction-diffusion equations for small multiplicative Lévy noise,
Michael A. Hoegele

• Joint functional convergence of partial sum and maxima processes, Danijel Krizmanic´
• Markov chains in stationary and ergodic random environment, Attila Lovas
• Simulation of the time needed by a diffusion process in order to exit from a given interval

(WOMS algorithm), Nicolas Massin
• Solving General Itô-Process Hitting-Time Problems with General Moving Boundaries,

Martin Nilsson
• First passage times of subdiffusive processes over stochastic boundaries, Pierre Patie
• Level densities for general β-ensembles: An operator-valued free probability perspective,

Andrej Srakar
• A CLT for degenerate diffusions with periodic coefficients, and application to

homogenization of linear PDEs, Ivana Valentic´
• Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target

densities, Jure Vogrinc