Title links lead to slides from the talk
| 09:00 - 09:45 | Neil Shepard | Measuring downside risk - realised semivariance |
| 10:00 - 10:45 | Fred Espen Benth | Modelling the electricity markets |
| 11:00 - 11:45 | Martin Greiner | Modelling and optimization of wind farms |
| 12:00 - 13:00 | Lunch | |
| 14:00 - 14:45 | Ed Waymire | A rate of convergence for the LANSalpha regularizations of Navier-Stokes equations |
| 14:45 - 15:30 | Björn Birnir | Uniqueness of solutions to the stochastic Navier-Stokes equation, the invariant measure and Kolmogorov's theory |
| 15:30 - 16:00 | Coffee/Tea Break | |
| 16:00 - 16:45 | Mark Podolskij | Inference for semimartingales in the presence of noise |
| 17:00 - 17:45 | Almut Veraart | Inference for the jump part of quadratic variation of Itô semimartingales |
| 18:00 - 19:00 | Dinner | |
| 09:00 - 09:45 | Andrei Fursikov | Homogeneous and isotropic statistical solutions of the Navier-Stokes equations |
| 10:00 - 10:45 | Ole Barndorff-Nielsen | Volatility modulated Volterra processes |
| 11:00 - 11:45 | Jürgen Schmiegel | Stochastic modelling of the turbulent velocity field |
| 12:00 - 13:00 | Lunch | |
| 14:00 - 14:45 | ||
| 14:45 - 15:30 | ||
| 15:30 - 16:00 | Coffee/Tea Break | |
| 16:00 - 16:45 | Rama Cont | Nonparametric tests for analyzing the fine structure of price fluctuations |
| 17:00 - 17:45 | Michael Sørensen | Efficient estimation for ergodic diffusions sampled at high frequency |
| 18:00 - 19:00 | Dinner | |
| 09:00 - 09:45 | Joachim Peinke | New insights into turbulence; with excursion to finance |
| 10:00 - 10:45 | Jochen Cleve | Multifractal design of wind fields |
| 11:00 - 11:45 | Gunner Larsen | The distribution of turbulence driven wind speed extremesl an asymptotic closed form formulation |
| 12:00 - 13:00 | Lunch | |
| 14:00 - 14:45 | Jose Manuel Corcuera | Power variation and Gaussian processes with stationary increments |
| 14:45 - 15:30 | Jeannette Wörner | Brownian motion based versus fractional Brownian motion based models |
| 15:30 - 16:00 | Coffee/Tea Break | |
| 16:00 - 16:45 | Matthias Wächter | Stochastic multiscale analysis and reconstruction of time series of stochastic cascade processes |
| 17:00 - 17:45 | David Kleinhans | Continuous time random walks in the continuum limit: simulations of atmospheric winds |
| 18:00 - 19:00 | Conference Dinner | |
| 09:00 - 09:45 | Huaizhong Zhao | Stationary solutions of SPDEs and Infinite Horizon BDSDEs |
| 10:00 - 10:45 | Enrique Thomann | Analysis of Ruin Probability under investment for non Markovian interarrival times |
| 11:00 - 11:45 | Andreas Basse | Gaussian Semimartingales and Moving Averages |
| 12:00 - 13:00 | Lunch | |
