Events

Upcoming

Time and place: May 9, 2019 1:00 PM - 3:00 PM, Lounge 10th floor

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!

Time and place: May 28, 2019 1:15 PM - 2:00 PM, 1020

Professor Mogens Steffensen, Copenhagen University

Previous

Time and place: Jan. 22, 2019 10:15 AM - 12:00 PM, Niels Henrik Abels hus: Undervisningsrom 1119

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.

Time and place: Oct. 22, 2018 2:15 PM - 3:00 PM, Niels Henrik Abels building, Room 1000, 10th floor

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".

Time and place: June 6, 2018 9:15 AM - 4:30 PM, Hotel Bristol

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

Time and place: May 30, 2018 11:00 AM - 11:30 AM, Gates of Eden, Ullevål stadion (Sognsveien 77 B, 2nd floor)

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

Time and place: May 30, 2018 10:30 AM - 11:00 AM, Gates of Eden, Ullevål stadion (Sognsveien 77 B, 2nd floor)

Yuliia Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: Fractional Cox-Ingersoll-Ross process and its applications to financial markets.

Time and place: Mar. 6, 2018 8:45 AM - 9:15 AM, Gates of Eden

Emanuela Rosazza (University of Milano Bicocca)  gives a lecture with a title: Time-consistency of risk measures: how strong is such a property?

Time and place: Mar. 6, 2018 8:30 AM - 5:30 PM, Gates of Eden

Stochastic Analysis PhD students and Post Docs will be sharing their current projects. Professors and Supervisors are all invited to attend the event.

Time and place: Mar. 2, 2018 10:00 AM - 11:30 AM, Ullevål Stadion: Desolation Row

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Time and place: Mar. 1, 2018 10:15 AM - 11:00 AM, Gates of Eden
Shiqi Song (University Evry Val Essonne) gives the lecture with a title: Multi-dimensional BSDEs whose terminal values are bounded and have bounded Malliavin derivatives
Time and place: Mar. 1, 2018 9:30 AM - 10:15 AM, Ullevål Stadion: Gates of Eden

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Time and place: Feb. 28, 2018 9:30 AM - 11:00 AM, Ullevål Stadion: End of the Line

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

Time and place: Feb. 27, 2018 9:30 AM - 11:00 AM, Ullevål Stadion: Hurricane

Shiqi Song (University of Evry Val d'Esssone, France) will give a minicourse with the title: Topics on defaultable market and on default valuation

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. 

Time and place: Oct. 11, 2017 1:15 PM - 2:00 PM, 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?

Time and place: Sep. 6, 2017 1:15 PM - 2:00 PM, 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

Time and place: June 9, 2017 9:15 AM - 1:00 PM, 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.

Time and place: June 8, 2017 2:15 PM - 4:00 PM, 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.

Time and place: June 7, 2017 2:15 PM - 4:00 PM, 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.

Time and place: June 7, 2017 1:15 PM - 2:00 PM, 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 $H\in (0,1/2)$.

Time and place: May 31, 2017 1:15 PM - 3:00 PM, Niels Henrik Abels hus, room 107

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

Time and place: May 29, 2017 1:15 PM - 3:00 PM, Niels Henrik Abels hus, room 107

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

Time and place: Apr. 27, 2017 1:15 PM - 2:00 PM, 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

Time and place: Apr. 24, 2017 1:15 PM - 2:00 PM, 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.