The Institute for Statistics and Mathematics is pleased to invite you to the next research seminar, taking place on campus:

Michael Kupper (Department of Mathematics and Statistics, University of Konstanz)
Markovian Transition Semigroups Under Model Uncertainty
Friday, June 23, 2023, 9:00 am, Building TC, Room TC.3.01 (change of time and location!)

Abstract:
When considering stochastic processes for the modelling of real world phenomena, a major issue is so-called model uncertainty or epistemic uncertainty. The latter refer to the impossibility of perfectly capturing information about the future in a single stochastic framework. In a dynamic setting, this leads to the task of constructing consistent families of nonlinear transition semigroups. In this talk, we give an overview of our results on semigroups of convex monotone operators on spaces of continuous functions. As an application, we discuss different types of perturbations of Markov processes. Moreover, we show that LLN and CLT type results for convex expectations can be systematically obtained by the so-called Chernoff approximation.

The talk is based on joint works with Jonas Blessing, Robert Denk, Max Nendel and Sven Schweizer.

We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.

For further information and the seminar schedule, please see:
www.wu.ac.at/en/statmath/research/resseminar