Lectures and Seminars
Professor Dan Crisan, Imperial College London, author of several books on filtering is now holding an intensive course.
Now it's time for the traditional Section 3 PhDs' & postdocs' gathering, which will take place in Abels Utsikt on October 12th, 2021, 09.30 - 16.30. All PhD students and postdocs have the opportunity to give a 15-minute talk on their research. In addition, Andrey Pilipenko (National Academy of Sciences of Ukraine/Igor Sikorsky Kyiv Polytechnic Institute) will give a talk on solving ODEs with non-Lipschitz coefficients by perturbation and Hao Tang (UiO) will introduce his research on stochastic fluid models. Welcome!
Now it's time for the traditional PhD/postdoc-gathering for Stochastics and Risk which will take place in Abels Utsikt and online on October 28th, 09.30 - 16.30. All PhD students and postdocs have the opportunity to give a 15-minute talk on their research. In addition, Jocelyne Bion-Nadal (École Polytechnique) will give an introductory talk and Kristina Rognlien Dahl (UiO) will introduce the SCROLLER project. As a member of the section, you can attend either in person or online. Welcome!
During these strange corona times, the need for continuous interaction in science is coming stronger.
We now launch this new Spring Seminar Series Online in probability, stochastic analysis and applications.
These online seminars are both meant to give a scientific update of our doings, as well as being a social event that we can attend once a week from our home-office. Prepare yourself with a good cup of coffee or tea!
If you want to take part to the seminars, please register at this link.
And here we go again... with the beginning of the new year, we sparkle the kick-off of 2020 with a one-day workshop where all PhD students in Stochastics and Risk have the opportunity to present their work.
In addition we shall have two talks held by our international guests Prof. Yuliya Mishura and Prof. Kostia Ralchenko from Taras Shevchenko National University of Kyiv.
Professor Carlo Sala at ESADE, Sant Cugat, Spain, holds a series of three lectures on The information content of option prices and its use in finance.
You are cordially invited to an afternoon of three seminar talks on recent topics in stochastic analysis in high dimensions. The talks take place at the Wolfgang Pauli Institute in Vienna, Austria (https://www.wpi.ac.at).
Dr. Asma Khedher from University of Amsterdam will give a lecture with the following title:
Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces
Professor Emanuela Rosazza-Gianin from University of Milano Bicocca will give a lecture with the following title
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Professor Habib Ouerdiane from University of Tunis El Manar, Tunisia, will give a minicourse in three lectures with the following title:
Stochastic and Infinite Dimensional Analysis