Seminarer - Side 4

Paul Kruehner, MAWREM/CMA, holder et seminar med tittelen: Subordination of Hilbert space valued Lévy processes

Salvador Ortiz-Latorre, EMMOS/CMA, holder et seminar med tittelen: A second order approximation of the continuous time filtering problem

Krzystzof Paczka, CMA, holder et seminar med tittelen: G-Lévy processes: Ito calculus, jumps diffusions and robust optimal control

Nigel Cutland (Uni. York) holder et seminar med tittelen: An infinitesimal introduction to DEs driven by rough paths

Steffen Sjursen, CMA, holder et seminar med tittelen: On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process

Torstein Nilssen, CMA, holder et seminar med tittelen: Noise Prevents Singularities in Linear Transport Equations

Rüdiger Kiesel,Uni. Essen/CMA, holder et seminar med tittelen: Model Risk for Energy Markets

Andre Suess, Uni. Barcelona, holder et seminar med tittelen: Integration theory for infinite dimensional processes

Nils Detering, Frankfurt School of Finance and Management, holder et seminar med tittelen: Measuring the model risk of contingent claims

Atsushi Takeuchi, Uni. Osaka City, holder et seminar med tittelen: Asymptotic behavior of densities for stochastic functional differential equations

Jukka Lempa, EMMOS/CMA, holder et seminar med tittelen: Some Properties of Harmonic Functions for Diffusion Processes

Atsushi Takeuchi (Uni. Osaka City) holder et seminar med tittelen: Positivity of Densities for Stochastic Differential Equations Driven by Gamma Processes

An Ta Thi Kieu, InnoStoch/CMA, holder et seminar med tittelen: Stochastic optimal control of forward–backward stochastic system under G–Lévy process

Wilson Charles, Uni. Dar Es Salaam, holder et seminar med tittelen: Application of stochastic differential equations to model dispersion of pollutants in shallow water

Paul Kruehner holder et seminar med tittelen: On a term structure approach for stock options

Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties

Imran Taib, CMA, holder et seminar med tittelen: Pricing of temperature index insurance

CANCELLED: Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties

André Suess, Uni. Barcelona, holder et seminar med tittelen: The Martingale-Measure Approach to SPDEs

Krzystzof Paczka, CMA, holder et seminar med tittelen: Malliavin calculus for G-Brownian motion

John Hosking, CMA, holder et seminar med tittelen: On the realization of jump-diffusion processes

Salah Mohammed, Uni. Southern Illinois (USA), holder et seminar med tittelen: Linear Stochastic Partial Differential Equations

Matthijs Pronk, TU Delft (NL), holder et seminar med tittelen: Malliavin calculus in UMD Banach spaces