Oberseminar Wahrscheinlichkeitstheorie
Joint research seminar of LMU and TUM in Probability Theory
Students and guests welcome.
Organizers:
Noam
Berger (TUM),
Nina
Gantert
(TUM),
Konstantinos Panagiotou (LMU),
Markus
Heydenreich (LMU),
Sabine
Jansen (LMU),
Franz Merkl
(LMU),
Silke
Rolles (TUM)
Upcoming talks:
| Mon 21 Jul 2025, 16:30: Mykhaylo Shkolnikov Cascade equation in the Stefan problem and equilibria of mean field games |
| After motivating the Stefan problem from the random growth model perspective, I will discuss its discontinuities in time. These turn out to be characterized by the cascade equation, a second-order hyperbolic PDE. Questions of existence and regularity for the latter can be answered by expressing its solution as the value function of a player in an equilibrium of a suitable mean field game. Based on joint work with Yucheng Guo and Sergey Nadtochiy. |
| Parkring 11, Garching-Hochbrück. Room BC1 2.01.10 (8101.02.110) |