Das IMW freut sich seine Gäste aus Konstanz begrüßen zu dürfen, die am Dienstag, dem 12. Oktober, um 4 Uhr in einem Forschungsseminar im Seminarraum auf V-10 vortragen.

Title: Viscous Hamilton-Jacobi equations in exponential Orlicz hearts.
Speaker: Jonas Blessing (University of Konstanz).
Abstract: We provide a stochastic representation for viscous Hamilton-Jacobi equations with quadratic nonlinearity. In exponential Orlicz hearts the unique solution is represented by a strongly continuous, convex semigroup corresponding to a Brownian motion with uncertain drift. The existence and uniqueness of the semigroup is guaranteed by several abstract results on nonlinear semigroups. Finally, on the so called symmetric Lipschitz, set the generator can be explicitly determined and linked with the viscous Hamilton-Jacobi equation yielding a solution with values in a second order Sobolev space. The talk is based on joint work with Michael Kupper.

Title: Max-stable risk measures
Speaker: Michael Kupper (University of Konstanz)
Abstract: We focus on representation results of max-stable monetary risk measures by means of maxitive integrals and the respective concentration functions. As an application, we discuss the connection to large deviations, in particular the equivalence between the Large Deviation Principle and the Laplace Principle. The talk is based on joint works with Jose Miguel Zapata.