Yuliia Mishura: Fractional Cox-Ingersoll-Ross process and its applications to financial markets - Page 2

Time and place: Mar. 21, 2017 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room UE26

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, Niels Henrik Abels hus, room UE32

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, Niels Henrik Abels hus, room UE32

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, Niels HenrikAbels hus, room 801

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, Niels Henrik Abels hus, room 1036

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, Niels Henrik Abels hus, room 1036

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, Niels Henrik Abels hus, room 1036

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, Niels Henrik Abels hus, room 637

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, Niels Henrik Abels hus, room 637

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, Niels Henrik Abels hus, room U26

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

Time and place: Aug. 11, 2016 2:15 PM - 3:00 PM, Niels Henrik Abels hus, room 935

Yaozhong Hu (University of Kansas, USA) gives a lecture with the title: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

Time and place: Aug. 11, 2016 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 935

Olfa Draouil (University of Tunis El Manar, Tunisia) gives a lecture with the title: Optimal insider control of stochastic partial differential equations

Time and place: June 1, 2016, Abels utsikt, 12.etasje i Niels Henrik Abels hus

We invite you to a one-day workshop celebrating Professor Bent Natvig's 70th anniversary. Invited speakers will present recent developments in some of the areas where Bent has made significant contributions, including reliability theory and mathematical statistics.

Bent Natvig has, since 1986, been a professor of mathematical statistics at the Department of Mathematics. He is the author of a long list of important papers published in top-ranked scientific journals as well as the recent book entitled "Multistate Systems Reliability Theory with Applications" (John Wiley & Sons). At our department, Bent has taken the leading role in the area of reliability theory. On August 1 this year, he turns 70.

 

Time and place: May 30, 2016 2:15 PM - 3:00 PM, Niels Henrik Abels hus, room 801

Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.

Time and place: Mar. 3, 2016 2:00 PM - 2:45 PM, Niels Henrik Abels hus, room 107

Emanuela Rosazza Gianin (University of Milano-Bicocca) gives a lecture with the title: Time-consistency for cash-subadditive risk measures

Time and place: Mar. 3, 2016 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 107

Christian Bender (Saarland University) gives a lecture with the title: Discretizing Malliavin calculus

Time and place: Feb. 15, 2016 2:15 PM - 3:00 PM, Niels Henrik Abels hus, room 801

David Ruiz Baños (IMUB, University of Barcelona) gives a talk with the title: "On the regularity of densities of Itô-type processes via stochastic control"

Time and place: Feb. 8, 2016 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 801

Salvador Ortiz-Latorre (University of Oslo) is giving his inaugural lecture with the title: High order weak approximation of SDEs

Time and place: Feb. 1, 2016 2:00 PM - 3:00 PM, Niels Henrik Abels hus, room 801

Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a talk with the title: A generalisation of the fractional Brownian field based on non-Euclidean norms

Time and place: Feb. 1, 2016 1:00 PM - 2:00 PM, Niels Henrik Abels hus, room 801

Yuliya Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: What can happen between two self-similarities?

Time and place: Jan. 18, 2016 1:00 PM - 2:00 PM, Niels Henrik Abels hus, room 801

Yuriy Prykhodko (National Technical University of Ukraine «Kyiv Polytechnic Institute») holds a talk with the title: On Skew Bessel Process

Time and place: Nov. 19, 2015 3:15 PM - 4:00 PM, Niels Henrik Abels hus, room 1036

Paul Krühner (TU Wien) gives a lecture with the title: Time change equations for Lévy type processes

Time and place: Nov. 2, 2015 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 108

Torstein Kastberg Nilssen (University of Oslo) holds a lecture with the title: Rough path transport equation with discontinuous drift.

Time and place: Oct. 19, 2015 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 108

David Ruiz Baños gives a talk with the title: "Optimal bounds and Hölder continuous densities of solutions of SDEs with measurable and path-dependent drift coefficients"

Time and place: Oct. 12, 2015 1:15 PM - 2:00 PM, Niels Henrik Abels hus, room 108

Ingrid Hobæk Haff is giving her inaugural lecture with the title: Parameter estimation for pair-copula constructions.