# Events

## Previous

Time and place: Nov. 8, 2017 12:00 PM - Nov. 9, 2017 1:00 PM,

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.

Time and place: Oct. 11, 2017 1:15 PM - 2:00 PM,

Eric Schaanning (Norges Bank) gives a lecture with the title: Interbank contagion and systemic risk: How robust are estimates?

Time and place: Sep. 6, 2017 1:15 PM - 2:00 PM, Meeting room End of the Line, Ullevål stadion (Sognsveien 77 B, second floor)

Nils Detering (University of California, Santa Barbara) gives a lecture with the title: Managing Default Contagion in Inhomogeneous Financial Networks

Time and place: June 9, 2017 9:15 AM - 1:00 PM,

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Time and place: June 8, 2017 2:15 PM - 4:00 PM,

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Time and place: June 7, 2017 2:15 PM - 4:00 PM,

Andrey Pilipenko (Institute of Mathematics of Ukrainian National Academy of Sciences) gives a minicourse with the title: Reflected Stochastic Differential Equations.

Time and place: June 7, 2017 1:15 PM - 2:00 PM,

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 $H\in (0,1/2)$.

Time and place: May 31, 2017 1:15 PM - 3:00 PM,

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Time and place: May 29, 2017 1:15 PM - 3:00 PM,

Yaozhong Hu (University of Kansas) gives a minicourse with the title: Some aspects of stochastic heat equations.

Time and place: Apr. 27, 2017 1:15 PM - 2:00 PM,

Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) gives a lecture with the title: The Hyperbolic Anderson Model with rough noise in space

Time and place: Apr. 24, 2017 1:15 PM - 2:00 PM,

Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

Time and place: Apr. 3, 2017 2:15 PM - 3:00 PM,

Nacira Agram (University of Oslo) gives a lecture with the title: A Hida-Malliavin white noise calculus approach to optimal control

Time and place: Apr. 3, 2017 1:15 PM - 2:00 PM,

Roxana Dumitrescu (King’s College, London) gives a lecture with the title: Game options in an imperfect market with default

Time and place: Mar. 27, 2017 1:15 PM - 2:00 PM,

Paul Krühner (TU Wien) gives a lecture with the title: On the Brownian limit order book dynamics

Time and place: Mar. 21, 2017 2:15 PM - 3:00 PM,

Jocelyne Bion-Nadal (Ecole Polytechnique) gives a lecture with the title: Feynman Kac formula for differential operators with path-dependent coefficients

Time and place: Mar. 21, 2017 1:15 PM - 2:00 PM,

Florentina Paraschiv (Norges teknisk-naturvitenskapelige universitet) gives a lecture with the title: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

Time and place: Mar. 10, 2017 11:15 AM - 12:00 PM,

Youssef Ouknine (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal stopping with f-expectations: the irregular case.

Time and place: Mar. 10, 2017 10:15 AM - 11:00 AM,

Khalifa Essebaly (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal rates for parameter estimation of stationary Gaussian processes.

Time and place: Feb. 6, 2017 1:15 PM - 2:00 PM,

Erik Bølviken (University of Oslo) gives a lecture with the title: Where models meet reality - The Solvency II regulation of  European insurance

Time and place: Dec. 12, 2016 1:15 PM - 2:00 PM,

Rodwell Kufakunesu (University of Pretoria, South Africa) gives a lecture with the title: Pricing and hedging quanto commodity options.

Time and place: Dec. 12, 2016 12:15 PM - 1:00 PM,

Nacira Agram (University of Oslo) gives a lecture with the title: Model Uncertainty Stochastic Mean-Field Control.

Time and place: Nov. 16, 2016 10:15 AM - 11:00 AM,

Kristina Rognlien Dahl (University of Oslo) is giving her inaugural lecture with the title: Stochastic analysis meets risk and reliability theory.

Time and place: Nov. 14, 2016 2:00 PM - 2:45 PM,

Olivier Menoukeu Pamen (African Institute for Mathematical Sciences, Ghana and University of Liverpool) gives a lecture with the title: Strong Rate of Convergence for the Euler-Maruyama Approximation of SDEs with Irregular Drift Coefficients.

Time and place: Nov. 14, 2016 1:15 PM - 2:00 PM,

Rajeev Bhaskaran (Indian Statistical Institute, Bangalore, India) gives a lecture with the title: On the connection between SPDE’s and diffusions arising out of an SDE.

Time and place: Aug. 31, 2016 9:15 AM - 10:00 AM,

Arturo Kohatsu-Higa (Ritsumeikan University, Kusatsu, Japan) gives a lecture with the title: Probabilistic interpretation of the parametrix method

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