The French-German graduate school Potsdam-Toulouse called Stochastic processes and statistical machine learningis funded by the French-German University  for the period  2018-2021. It involves mathematicians of both universities. Aims of this binational doctoral structure named CDFA 01-18 :

- Integration of doctoral students into a common larger research programm

- Scientific education by specialized serial lectures, short term and long term visits of guest scientists, workshops

- Increase of the mobility of young researchers (a typically 6-12 month's stay at the foreign partner university)

- Possibility of novel international collaborations

- Possibility of joint PhD-supervisions by two scientific teams from distinct countries.

The concerned mathematics research domains are the Probability Theory - in particular the field of stochastic processes- and  the mathematical statistics - inparticular the field of Statistical Learning.

French speaker: Prof. Patrick Cattiaux

German speaker: Prof. Sylvie Roelly

Workshop "Stochastic processes and statistical machine learning I"

Potsdam, 14-16 February 2018

Workshop "Stochastic processes and statistical machine learning II"

Toulouse, 13-15 March 2019

Workshop "Stochastic processes and statistical machine learning III"

Potsdam, March 25- 26th 2021

- Research Group LinkageSingular diffusions: analytic and stochastic approaches  (2018-2024)

funded by the Alexander von Humboldt Foundation between the Institute of Mathematics of the University of Potsdam and the Institute of Mathematics at the National Academy of Sciences of Ukraine,. This alumni programme allows sponsorship by the Alexander von Humboldt Foundation of long-term research collaborations between academics in Germany and abroad.

Brief summary of the scientific project:

Modern investigations in applied sciences, such as ecology, chemistry, hydrology, queuing theory, etc., demands mathematical models of dynamics involving non regular parameters. Nowadays, operator theory or stochastic dynamics with smooth coefficients evolving in domains with regular boundary is well-understood. However the irregular cases remain a big challenge to solve, either via analytical methods or via probabilistic methods. The close connection between the stochastic approach and the analytic one is well known since long time. For example, transition densities of solutions to stochastic differential equations (SDEs), exit moments or various functionals of solutions to SDEs are related with fundamental solutions, Green functions of the corresponding partial differential equations. Nevertheless in spite of rather elaborated technology from both mathematical domains in singular case there is a lack of adequate approaches. This challenge is the main issue of this project.

This Research Group Linkage provides funding mainly for reciprocal research visits and for scientific Conferences.

The first Conference took place in Potsdam (Am Neuen Palais, see the picture) April 1 - 3, 2019:

Workshop "Singular diffusions: analytic and stochastic approaches I"

See also the press article p. 33 in Portal 1/2019.

The second one was planed for 2020 but should be delayed due to the pandemic of Covid-19.

- DAAD Leonhard-Euler Program (2012-2014).

Cooperation with University T. Shevchenko in Kyiv.

2012-2013: Project ID 55518603 Analyse feiner Eigenschaften zufälliger Prozesse.

2013-2014: Project  ID 57044593 Feine Eigenschaften stochastischer Prozesse.

In that framework organisation of two minicourses done in Berlin/Potsdam from Prof. Alexei Kulik (March 2013) entitled "Ergodic rates for Markov chains and processes" and from Prof. Andrey Pilipenko (December 2013) entitled "Stochastic differentional equations with reflection", published by Potsdam University Press.

The following Ukrainian students obtained founds to visit Potsdam University: Daryna Soboleva, Tetiana Kosenkova, Taras Tymoshkevych, Vitalii Senin and Yurii Ganychenko.

- Agreement on research, educational and cultural cooperation (2013-2016) between the Faculty of Science of the University of Potsdam (Germany) and the Mechanics and Mathematics Faculty of Taras Shevchenko National University of Kyiv (Ukraine)

- DAAD Research Grant for young academics  (2016-2017)

for the postdoctoral researcher Dr. Yurii Ganychenko.

- Alexander von Humboldt Georg Forster-Fellowship  (2017-2019)

for the postdoctoral researcher Dr. Yurii Ganychenko.

- MASH European-Fellowship  (2019)

for the undergraduate student Oleksandr Prykhodko. See here his Preprint.