### 10th World Congress in Probability and Statistics

## Contributed Session (live Q&A at Track 2, 9:30PM KST)

## Stochastic Partial Differential Equations

### A sobolev space theory for SPDEs with space-time nonlocal operotors

Junhee Ryu (Korea University)

### Improved stability for linear SPDEs using mixed boundary/internal controls

Dan Goreac (University Shandong Weiha, University Gustave Eiffel)

### Law of the large numbers and Central limit theorems for stochastic heat equations

Kunwoo Kim (Pohang University of Science and Technology)

### The stochastic heat equation with Lévy noise: existence, moments and intermittency

Carsten Chong (Columbia University)

This is based on joint work with Quentin Berger (Sorbonne) and Hubert Lacoin (IMPA).

### Q&A for Contributed Session 01

###### Session Chair

Kunwoo Kim (Pohang University of Science and Technology)

## Various Aspects of Diffusion Processes

### On nonlinear filtering of jump diffusions

Fabian Germ (University of Edinburgh)

### Uniqueness and superposition of the distribution-dependent Zakai equations

Huijie Qiao (Southeast University)

### Quadratic variation and quadratic roughness

Purba Das (University of Oxford)

### Eyring-Kramers formula for non-reversible metastable diffusion processes

Jungkyoung Lee (Seoul National University)

### Q&A for Contributed Session 06

###### Session Chair

Insuk Seo (Seoul National University)

## Inference on Dependence

### Covariance networks for functional data on multidimensional domains

Soham Sarkar (Ecole Polytechnique Federale de Lausanne)

### Large dimensional sample covariance matrices with independent columns and diagonalizable simultaneously population covariance matrices

Tianxing Mei (The University of Hong Kong)

### Random surface covariance estimation by shifted partial tracing

Tomas Masak (École polytechnique fédérale de Lausanne)

This is a joint work with Victor M. Panaretos.

### Q&A for Contributed Session 18

###### Session Chair

Minsun Song (Sookmyung Women’s University)

## Time Series Analysis I

### Statistical modelling of rainfall time series using ensemble empirical mode decomposition and generalised extreme value distribution

Willard Zvarevashe (North West University)

### Regularity of multifractional moving average processes with random Hurst exponent

Fabian Mies (RWTH Aachen University)

### High-frequency instruments and identification-robust inference for stochastic volatility models

Md. Nazmul Ahsan (Concodia University)

### Q&A for Contributed Session 24

###### Session Chair

Kyongwon Kim (Ewha Womans University)

## Spatio-temporal Data Analysis

### Statistical inference for mean function of longitudinal imaging data over complicated domains

Jie Li (Tsinghua University)

### Gaussian linear dynamic spatio-temporal models and time asymptotics

Suman Guha (Presidency University, Kolkata)

### High-dimensional spectral analysis

Jonas Krampe (University of Mannheim)

### Extreme value analysis for mixture models with heavy-tailed impurity

Ekaterina Morozova (National Research University Higher School of Economics)

The current research is a joint work with Vladimir Panov, available as a preprint on arXiv.org [2].

References:

[1] Chakrabarty, A. and Samorodnitsky, G. (2012). Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? Stochastic models, 28(1), 109–143.

[2] Panov, V. and Morozova, E. (2021). Extreme value analysis for mixture models with heavy-tailed impurity. arXiv preprint arXiv:2103.07689.

### Q&A for Contributed Session 30

###### Session Chair

Seoncheol Park (Chungbuk National University)

## Stochastic Process / Modeling

### Ruin probabilities in the presence of risky investments and random switching

Konstantin Borovkov (The University of Melbourne)

### Wasserstein convergence rates for random bit approximations of continuous Markov processes

Thomas Kruse (University of Giessen)

The talk is based on joint works with Stefan Ankirchner, Wolfgang Löhr and Mikhail Urusov.

### The discrete membrane model on trees

Biltu Dan (Indian Institute of Science)

### On a two-server queue with consultation by main server with protected phases of service

Resmi Thekkiniyedath (KKTM Government College)

### Q&A for Contributed Session 34

###### Session Chair

Jaehong Jeong (Hanyang University)