Visiting addressNiels Henrik Abels hus Moltke Moes vei 35 (map)
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.
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.
Arturo Kohatsu-Higa (Ritsumeikan University, Kusatsu, Japan) gives a lecture with the title: Probabilistic interpretation of the parametrix method
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
Olfa Draouil (University of Tunis El Manar, Tunisia) gives a lecture with the title: Optimal insider control of stochastic partial differential equations
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.
Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.
Emanuela Rosazza Gianin (University of Milano-Bicocca) gives a lecture with the title: Time-consistency for cash-subadditive risk measures
Christian Bender (Saarland University) gives a lecture with the title: Discretizing Malliavin calculus
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"
Salvador Ortiz-Latorre (University of Oslo) is giving his inaugural lecture with the title: High order weak approximation of SDEs
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
Yuliya Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: What can happen between two self-similarities?
Yuriy Prykhodko (National Technical University of Ukraine «Kyiv Polytechnic Institute») holds a talk with the title: On Skew Bessel Process
Paul Krühner (TU Wien) gives a lecture with the title: Time change equations for Lévy type processes
Torstein Kastberg Nilssen (University of Oslo) holds a lecture with the title: Rough path transport equation with discontinuous drift.
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"
Ingrid Hobæk Haff is giving her inaugural lecture with the title: Parameter estimation for pair-copula constructions.
Paul Krühner (TU Wien) holds a lecture with the title: Affine processes with compact state space and counter-examples for polynomial processes.
Andrey Pilipenko (Ukrainian National Academy of Sciences) gives a lecture with the title: Limits of Markov processes with irregular behavior at a fixed point.
Tijana Levajkovic (University of Innsbruck) holds a lecture with the title: Chaos expansions for stochastic evolution equations.
Stein Andreas Bethuelsen (Universiteit Leiden) gives a lecture with the title: Random walks in (dynamic) random environment
Welcome to the SECOND conference on Stochastics of Environmental and Financial Economics. The conference will bring together leading researchers in the fields of stochastic analysis and finance to discuss recent developments and challenges with an edge towards energy, environmental and financial markets.
The conference is also a celebration of professor Bernt Øksendal's 70th anniversary. On Thursday April 23 the program of the conference will mark this big event with a selected list of speakers.
Prof. Dr. Alois Gisler (ETH Zurich, RiskLab Switzerland) holds a seminar with the title "On the Development of the Swiss Solvency Test"
Prof. Dr. Alois Gisler (ETH Zurich, RiskLab Switzerland) holds a seminar with the title "The Reserve Risk of the Chain-Ladder Reserving Method from a New Perspective"