Events - Page 4
Professor Andrey Pilipenko from the Kiev Polytechnic Institute will give a talk with title "On perturbations of ordinary differential equations with non-Lipschitz coefficients by a small-noise".
A seminar in the honour of Erik Bølviken at his 70’th birthday.
Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Maximum likelihood estimation for drift parameter of Gaussian process.
Yuliia Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Fractional Cox-Ingersoll-Ross process and its applications to financial markets.
Emanuela Rosazza (University of Milano Bicocca) gives a lecture with a title: Time-consistency of risk measures: how strong is such a property?
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation
Welcome to the second FINEWSTOCH Networkshop. The workshop will bring together leading researchers in stochastics and probability theory to discuss recent developments with a particular focus on finance, insurance, energy and weather.
Eric Schaanning (Norges Bank) gives a lecture with the title: Interbank contagion and systemic risk: How robust are estimates?
Nils Detering (University of California, Santa Barbara) gives a lecture with the title: Managing Default Contagion in Inhomogeneous Financial Networks
Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.
Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.
Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.
Yaozhong Hu (University of Kansas) gives a lecture with the title: Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with $H\in (0,1/2)$.
Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.
Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.
Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) gives a lecture with the title: The Hyperbolic Anderson Model with rough noise in space
Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.
Nacira Agram (University of Oslo) gives a lecture with the title: A Hida-Malliavin white noise calculus approach to optimal control
Roxana Dumitrescu (King’s College, London) gives a lecture with the title: Game options in an imperfect market with default
Paul Krühner (TU Wien) gives a lecture with the title: On the Brownian limit order book dynamics
Jocelyne Bion-Nadal (Ecole Polytechnique) gives a lecture with the title: Feynman Kac formula for differential operators with path-dependent coefficients