Stochastik, Statistik und Finanzmathematik RaumBeginnNameTitel Montag 23.9.SR 2.06715:30Fadoua BalabdaouiLeast squares estimation of a completely monotone pmf: from Analysis to Statistics 16:10Rebecca DaumEfficient Design of Large Sliced Latin Hypercube Samples 16:30Jürgen KampfTesting for affinity of the regression function in boundary regression 16:50 Henryk ZähleDonsker results for the smoothed empirical process Mittwoch 25.9.SR 2.06715:30Max von Renesse Coalescing-fragmentating Wasserstein dynamics 16:10Sandra KliemThe one-dimensional KPP equation driven by space-time white noise 16:30Lutz MattnerA convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal 16:50Jan NagelThe speed of biased random walk among random conductances 17:10Wolfgang LöhrA new Space of Algebraic Measure Trees as State-Space for Stochastic Processes Donnerstag 26.9.SR 2.06710:00Thorsten SchmidtAffine processes under parameter uncertainty 11:00Sophie LangerDeep versus Deeper Learning 11:20Sebastian LerchPredictive Inference Based on Markov Chain Monte Carlo Output 11:40Tobias FisslerElicitability and Identifiability of Systemic Risk Measures and other Set-Valued Functionals Sektionsleitung: Hajo Holzmann, Anita Winter