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Marie Curie ITNDeterministic and Stochastic Controlled Systems and ApplicationsJENA TEAM |
The specificity of the Jena team is built on its link with
proposed by the Jena team as well as the network-wide training offer of this team reflects the above described local specificity. Young researchers will benefit from a broad spectrum of basic graduate lectures in many areas, e.g., in mathematical analysis (functional analysis), optimisation, numerics, probability and mathematical statistics, stochastic and fractal geometry, economical finance. Within the scope of regular advanced graduate lectures close to the profile of the proposal and also addressed to PhD students, postdocs and researchers the following will especially be offered to young researchers of the network: Stochastic analysis, stochastic processes, Gaussian processes, Brownian motion, martingale theory, Lévy processes, fractal stochastic processes, analysis on fractals (fractal geometry), time series, mathematics of finance, actuarial mathematics, risk theory.
Moreover, the researchers recruited by the network attend the weekly research seminar on Stochastic Analysis and Fractal Processes of the Jena team.
The recruited young researchers can also participate at the Stochastic Colloquium and the Mathematical Colloquium and can join working seminars of other strong research groups of the Faculty of Mathematics and Informatics.
reflects its local research specificities. The following events have been hosted by our team:
| Event | Date | Remarks |
|---|---|---|
| Spring School “Finance and Insurance - Stochastic Analysis and Practical Methods” | March 2 - 13, 2009 | The spring school was concentrated on Mathematical Finance and Insurance and related topics, including basic tools from Stochastic Analysis on one side and practitioner's viewpoint on the other. The school was organized in cooperation with our visiting scientists and invited speakers. Network-wide recruited researchers and researchers from outside the network ensured the success of the school. |
| Workshop "Finance and Insurance" | March 16 - 20, 2009 | The workshop, organized in cooperation with our visiting scientists and invited speakers, has focused on Mathematical Finance and Insurance and their Applications, from the theoretical viewpoint as well as the practical one. |
| Workshop "Enlargement of Filtrations and Applications to Finance and Insurance" | May 31 - June 4, 2010 | The workshop was directed to problems of Stochastic Analysis related to enlargements of filtrations and their applications to Finance and Insurance. It was organized in cooperation with our visiting scientists and invited speakers. All researchers from inside and outside the network attending the workshop benefited from the great success of the workshop. |
| Spring School "Stochastic Models in Finance and Insurance" | March 21 - April 1, 2011 | The Spring School was devoted to stochastic models in finance and insurance, with special emphasis on the link between these two disciplines. Recent developments were presented by the visiting scientist and invited lectures as well as during contributed talks, given by researches form inside and outside the network. |
The events organized by our team were open also for researchers who are not involved in our ITN. (The list of all events organized by our ITN can be consulted at the web site of our ITN project in Iasi (http://www.math.uaic.ro/~ITN_Marie_Curie/activities.php)).
As the experience of the recent time has shown, an additional competence in finance or insurance has become more and more important for young researchers working in stochastic control, or more generally, in probability, statistics or in applied analysis, and helps them really to find a position at a university, in a research institute or in the private sector after their PhD or their postdoc.
