Institute of Mathematics


6th PhD Student Conference in Stochastics


Organized by: A. Cipriani, K. Dang, A. Feidt, F. Rubin, Ph. Thomann

Registration is now closed.


The purpose of the conference is to give PhD students in stochastics the opportunity to present their work and gain insight into other areas of research. Following the tradition of the meeting, we particularly encourage PhD students from Austrian, German and Swiss universities to attend.

We thank the Institute of Mathematics, the ZGSM, the Faculty of Science, the DMV-Fachgruppe Stochastik and the Swiss Mathematical Society for their financial support toward this event.

Group picture by Philipp
Pictures by Anne and Kim
Pictures by Chiranjib


Room H12 in building 27 (Institute of Mathematics)
Irchel campus of the University of Zurich
Winterthurerstrasse 190
8057 Zürich


From Thursday, September 30, 2010, in the early afternoon, till Saturday, October 2, 2010, at noon.


We will be happy to welcome you on Thursday, September 30, from 13:30 onwards at room H12.

There will be short talks by the participants on Thursday afternoon (14:45-18:15), on Friday morning (9:00-12:30) and on Saturday morning (9:30-12:00). Please scroll down to find the exact schedule, or find it here: Program and Abstracts.

There will be a pasta dinner at the university on Thursday after the talks. On Friday, we will do a city tour on foot at about 16:00, followed by a boat trip to Wädenswil (on the lake Zürich), where we will have dinner on board the MS Glärnisch.


Upon request we will arrange shared double rooms in Etap Hotel Zürich City West, Technoparkstrasse 2, 8005 Zurich.


To Etap Hotel:
  • from Zurich Airport: Train (S-Bahn) S16 to Bahnhof Hardbrücke.
  • from Zurich Main Station (Zürich HB): all S-Bahn trains departing from platforms 21 and 22 to Bahnhof Hardbrücke.

To the Institute of Mathematics:
  • from Etap Hotel: walk to Bahnhof Hardbrücke, then take bus 72 to Milchbuck; from there walk through the park to the campus.
  • from Zurich Airport: Tram 10 to Universität Irchel.
  • from Zurich Main Station (Zürich HB): Trams 7, 14 to Milchbuck or tram 10 to Universität Irchel.

Map of Irchel campus
Zurich bus, tram and S-Bahn timetable
Walk from Bahnhof Hardbrücke to Etap Hotel

Previous meetings

Slides from the Talks

The slides will be online for two weeks. After that, please contact Felix if you would like to get the slides of a talk.

Thursday, 30.09.10
Time SpeakerTitlePlace
14:45-15:15Arne Ogrowsky
Attractors of random differential equations with random delayY27H12
15:15-15:45Andreas Gegg
Change-Point in Profile-Data and Residual Partial Sums in Multivariate RegressionY27H12
15:45-16:15Hella Timmermann
Sequential testing of gradual changes in the drift of a stochastic processY27H12
16:15-16:45Coffee break
16:45-17:15Lorenz Pfeifroth
About the Uniqueness of the Mixing Measure for a Random Walk in a Random Environment on the IntegersY27H12
17:15-17:45Hadrian Heil
Branching Random Walks in Random Environment: where are the particles?Y27H12
17:45-18:15Laura Vinckenbosch
Pushing a Brownian particle out of an interval subject to a switching costY27H12
Friday, 01.10.10
Time SpeakerTitlePlace
09:00-09:30Chiranjib Mukherjee
(Institut für Mathematische Stochastik, WWU Münster)
Large deviations for Brownian intersection measuresY27H12
09:30-10:00Patrick Schmid
(Universität Leipzig)
Brownian motion in a truncated Weyl chamberY27H12
10:00-10:30Philipp Thomann
Numerical Simulations of Random Walks in Random Environment Y27H12
10:30-11:00Coffee break
11:00-11:30Wael Mohammed
Amplitude Equations for SPDEs with Cubic NonlinearitiesY27H12
11:30-12:00Matteo Casserini
(ETH Zürich)
A characterization of Widder's theorem via Hermite polynomialsY27H12
Saturday, 02.10.10
Time SpeakerTitlePlace
09:30-10:00Roman Muraviev
A Limit Theorem for a Double Stochastic IntegralY27H12
10:00-10:30Sandra Haas
Ruin Probabilities with Excess of Loss Reinsurance and ReinstatementsY27H12
10:30-11:00Coffee break
11:00-11:30Le Chen
Intermittence Properties for Stochastic Heat and Wave Equations in One Space DimensionY27H12
11:30-12:00Adrian Schnitzler
Time Correlations for the Parabolic Anderson ModelY27H12