Seminarer

Tidligere

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. 

Tid og sted: 11. okt. 2017 13:15 - 14:00, Seminar room: "Hurricane", Matematisk Institutt, Ullevål stadion (Sognsveien 77 B, 2nd floor)

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

Tid og sted: 6. sep. 2017 13:15 - 14:00, 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

Tid og sted: 9. juni 2017 09:15 - 13:00, Niels Henrik Abels hus, room 126

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

Tid og sted: 8. juni 2017 14:15 - 16:00, Niels Henrik Abels hus, room 126

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

Tid og sted: 7. juni 2017 14:15 - 16:00, Niels Henrik Abels hus, room 126

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

Tid og sted: 7. juni 2017 13:15 - 14:00, Niels Henrik Abels hus, room 1036

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

Tid og sted: 31. mai 2017 13:15 - 15:00, Niels Henrik Abels hus, room 107

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

Tid og sted: 29. mai 2017 13:15 - 15:00, Niels Henrik Abels hus, room 107

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

Tid og sted: 27. apr. 2017 13:15 - 14:00, Niels Henrik Abels hus, room 107

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

Tid og sted: 24. apr. 2017 13:15 - 14:00, Niels Henrik Abels hus, room 801

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

Tid og sted: 3. apr. 2017 14:15 - 15:00, Niels Henrik Abels hus, room 801

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

Tid og sted: 3. apr. 2017 13:15 - 14:00, Niels Henrik Abels hus, room 801

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

Tid og sted: 27. mars 2017 13:15 - 14:00, Niels Henrik Abels hus, room 801

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

Tid og sted: 21. mars 2017 14:15 - 15:00, Niels Henrik Abels hus, room UE26

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

Tid og sted: 21. mars 2017 13:15 - 14:00, 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

Tid og sted: 10. mars 2017 11:15 - 12:00, 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.

Tid og sted: 10. mars 2017 10:15 - 11:00, 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.

Tid og sted: 6. feb. 2017 13:15 - 14:00, 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

Tid og sted: 12. des. 2016 13:15 - 14:00, 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.

Tid og sted: 12. des. 2016 12:15 - 13:00, Niels Henrik Abels hus, room 1036

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

Tid og sted: 16. nov. 2016 10:15 - 11:00, 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.

Tid og sted: 14. nov. 2016 14:00 - 14:45, 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.

Tid og sted: 14. nov. 2016 13:15 - 14:00, 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.

Tid og sted: 31. aug. 2016 09:15 - 10:00, 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