Seminars

The seminar lecture is cancelled due to epidemic situation in Norway.

Dr. Bård Støve from the University of Bergen will give a Seminar Lecture: The local Gaussian correlation with applications to finance

We welcome you to a celebration of the research grant awarded to Kristina Rognlien Dahl. Kristina will present the SCROLLER project, and cake will be served. We hope to see you there!

Prof. Christa Cuchiero from the Vienna University of Economics and Business will give a Seminar Lecture.

Dr. Alexey Rudenko from the National Academy of Sciences of Ukraine will give a Series of three Lectures.

Prof. Paul Ehling from the Norwegian Business School will give a Seminar Lecture.

Prof. Rüdiger Kiesel from the University of Duisburg-Essen will give a Seminar Lecture with the Title: "Carbon Risks on Financial Markets"

Prof. Andrey Pilipenko from The National Academy of Sciences of Ukraine will give a seminar lecture with the title:

On Exponential Stability of SDEs with Discontinuous Drift

Monday 19 August 2019 Mohamed MNIF from the Ecole Polytechnique de Tunisie and Yaozhong HU from the University of Alberta will give two seminar lectures at the section of Stochastic analysis, Finance and risks. Titles and Abstracts below.

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Professor Boulakhras Gherbal from the University of Biskra, Algeria will give a seminar lecture with the following title:

“Existence of optimal solutions for a stochastic control problems for systems of mean-field FBSDEs”

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Prof. Georgii Riabov from the Kyiv Institute of Mathematics will give at our department a mini-course of four lectures.

Abstract below.

Dr. Asma Khedher from University of Amsterdam will give a seminar lecture with the title:

Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces. 

Once again this year, Phd's and Postdoc's from Stochastic Analysis, finance, insurance and risk section of the Mathematics institute, will gather together to share, their latest research.

This year's invited speaker will be Prof. Dr. Nicolas Perkowski, who will give a lecture on the topic: "A martingale approach to generalized stochastic Burgers equations".

Below you may find the abstract of his talk as well as the seminar program.

Professor Mogens Steffensen, Copenhagen University

On the occasion of his new tenure track associate professor-position, David Banos will present a lecture on

"Modelling and Estimation of Stochastic Transition Rates in Life Insurance"

There will be served cakes and coffee!

Professor Emanuela Rosazza-Gianin from 

University Milano Bicocca, Italy

is giving a lecture with the following title

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures

Professor Habib Ouerdiane from the 

Department of Mathematics, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunisia

is giving a minicourse in three lectures with the following title: 

Stochastic and Infinite Dimensional Analysis

Professor O.I. Klesov from National Technical University of Ukraine "Igor Sikorsky Kyiv Politechnic Institute" will give a mini-course on the following topic:

We discuss the notion of regularly varying functions  and some applications in probability theory. Some of the topics to be discussed are in order. Note however that not all topics will be discussed in full detail. The final choice of topics will depend on the time available.

Professor Andrey Pilipenko from the Kiev Polytechnic Institute will give a talk with title "On perturbations of ordinary differential equations with non-Lipschitz coefficients by a small-noise".

A seminar in the honour of Erik Bølviken at his 70’th birthday.

Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Maximum likelihood estimation for drift parameter of Gaussian process.