Program:
14:00-14:30 Sara Svaluto-Ferro (Wien):
Infinite dimensional polynomial processes and applications to rough volatility modeling (part I)
14:30-15:00 Christa Cuchiero (Wien)
Infinite dimensional polynomial processes and applications to rough volatility modeling (part II)
15:00-15:30 Coffee break
15:30-16:00 Nils Detering (Santa Barbara, California)
Directed Chain Stochastic Differential Equations
16:00-16:30 Paul Eisenberg (Liverpool)
Abstract polynomial processes
16:30-17:00 Asma Khedher (Amsterdam)
Semimartingale characterstics in Hilbert space
The venue for the workshop is Seminar Room 08.135 at the Wolfgang Pauli Institute, Oscar-Morgenstern Platz 1, Vienna.