Seminars - Page 2

Time and place: Mar. 10, 2017 10:15 AM11:00 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 PM2:00 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 PM2:00 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 PM1:00 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 AM11:00 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 PM2:45 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 PM2:00 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 AM10:00 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 PM3:00 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 PM2:00 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: May 30, 2016 2:15 PM3:00 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 PM2:45 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 PM2:00 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 PM3:00 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 PM2:00 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 PM3:00 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 PM2:00 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 PM2:00 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 PM4:00 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 PM2:00 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 PM2:00 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 PM2:00 PM, Niels Henrik Abels hus, room 108

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

Time and place: Sep. 3, 2015 2:15 PM3:00 PM, Niels Henrik Abels hus, room 935

Paul Krühner (TU Wien) holds a lecture with the title: Affine processes with compact state space and counter-examples for polynomial processes.

Time and place: Aug. 26, 2015 3:00 PM4:00 PM, Niels Henrik Abels hus, room 1036

Andrey Pilipenko (Ukrainian National Academy of Sciences) gives a lecture with the title: Limits of Markov processes with irregular behavior at a fixed point.

Time and place: Aug. 24, 2015 1:15 PM2:00 PM, Niels Henrik Abels hus, room 108

Tijana Levajkovic (University of Innsbruck) holds a lecture with the title: Chaos expansions for stochastic evolution equations.