Workshop

“Enlargement of Filtrations and Applications to Finance and Insurance”

May 31 - June 4, 2010, Jena (Germany)

Kollegienhof
Kollegienhof - click here
Photo: FSU/Archiv

Welcome!

Organized within the Marie Curie Initial Training Network (ITN) “Deterministic and Stochastic Controlled Systems and Applications” (PITN-GA-2008-213841), the Workshop focuses on problems of Stochastic Analysis related to enlargements of filtrations and their applications to Finance and Insurance.

The participants are expected to arrive on Sunday, May 30, in the afternoon. The scientific programme will start in the morning of Monday, May 31, and end on Friday, June 4, in the afternoon. Departure day is Saturday, June 5.

The Workshop will be held in the “Rosensäle” (Fürstengraben 27) close to the main building of the University of Jena which is located in the heart of the city. We organize accommodation in the hotels nearby. ITN participants and invited Lecturers will be accommodated by the organizers without further request. Other participants should contact the secretariat of the Workshop (for the address see below) for room request and reservation by completing and sending the registration form. From most of these hotels, the Conference site can be reached by foot in a few minutes.


Invited Speakers

  • Stefan Ankirchner (Bonn, Germany)
  • Christophette Blanchet-Scalliet (Lyon, France)
  • Delia Coculescu (Zurich, Switzerland)
  • José Manuel Corcuera (Barcelona, Spain)
  • Anne Eyraud-Loisel (Lyon, France)
  • Caroline Hillairet (Palaiseau, France)
  • Peter Imkeller (Berlin, Germany)
  • Monique Jeanblanc (Evry, France)
  • Ying Jiao (Paris, France)
  • Yann Le Cam (Paris, France)
  • Ashkan Nikeghbali (Zurich, Switzerland)
  • Huyen Pham (Paris, France)
  • Monique Pontier (Toulouse, France)
  • Thorsten Rheinländer (London, UK)
  • Shiqi Song (Evry, France)
  • Lioudmila Vostrikova (Angers, France)
  • Marc Yor (Paris, France)

Programme Committee

  • Rainer Buckdahn (Brest, France)
  • Hans-Jürgen Engelbert (Jena, Germany)
  • Peter Imkeller (Berlin, Germany)
  • Monique Jeanblanc (Evry, France)
  • Marc Yor (Paris, France)

Local Organizing Committee

  • Andrii Andrusiv
  • Stefan Blei
  • Paolo Di Tella
  • Hans-Jürgen Engelbert
  • Michael Hinz
  • Andreas Wust
  • Martina Zähle

Registration

Deadline for registration and hotel reservation is April 15, 2010. Please use the registration form which you find here as doc or pdf.


Registration Fee

The registration fee for participants (excluding Network participants and invited speakers) is 100 € and has to be paid on arrival. The registration fee includes refreshments offered in the lecture breaks (coffee, beverages, cakes), but does not include meals, Conference dinner and excursion.


Contacts

If you have some questions concerning the Workshop or wish to participate, don't hesitate to contact the Workshop Secretariat:

or the Jena ITN office jena_itn(at)uni-jena.de.


Sponsors

The meeting is sponsored by the Marie Curie Initial Training Network (ITN) “Deterministic and Stochastic Controlled Systems and Application” (PITN-GA-2008-213841) and by the Friedrich-Schiller-University of Jena.


Some useful links