Seminarer

Kommende

Tid og sted: 8. nov. 2017 12:00 - 9. nov. 2017 13:00, Seminar room: "Gates of Eden", Matematisk Institutt, 2nd Floor, Sognsveien 77B, Ullevål Stadion

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. 

Tidligere

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