Universität Jena,
Fakultät für Mathematik und Informatik,
Graduiertenkolleg
Graduiertenkolleg
Analytische und stochastische
Strukturen und Systeme
12TH WINTER SCHOOL ON STOCHASTIC PROCESSES
organized by
Friedrich Schiller University of Jena
Faculty of Mathematics and Computer Schience
Institute for Stochastics
and supported by
DFG
February 27 - March 4, 2000, in Siegmundsburg / Thür.
The Winter School will be held in Siegmundsburg which is situated in
the middle of the Thuringian Forest, about 100 km to the south-west of Jena
(altitude: 900 m). There will be arranged a bus transportation from
and to Jena on February 27 (late afternoon) and on March 4.
The main topics of the meeting are:
- Stochastic Analysis
- Mathematical Finance
- Stochastic Equations
There will be given series of invited lectures:
- Backward Stochastic Differential Equations. Semilinear PDE and SPDE
- (R. Buckdahn, Brest)
- Interest Rate Models: Market Models, Change of Numeraire and Measure
- (W. Schmidt, Frankfurt)
- Mathematical Finance (the precise title will be announced later)
- (A.N. Shiryaev, Moscow)
- Exponential Functionals of Levy Processes, New Developments around the
Ray-Knight Theorems, and Windings of Planar Brownian Motion
- (M. Yor, Paris)
Titles and brief abstracts of contributed talks should be submitted
no later than January 15, 2000.
Please note that due to the local
conditions the number of participants is strictly limited: The deadline
for registrations is therefore random and determined by the time the
capacity level is reached. Graduate students and PhD students are
encouraged for participation; financial support is expected by the
Graduiertenkolleg "Analytical and Stochastic Structures and Systems".
The publication of a Conference Volume will be taken into consideration.
Please reply to:
Frau N. Serfling
Institut für Stochastik
Fakultät für Mathematik und Informatik
Friedrich-Schiller-Universität
Ernst-Abbe-Platz 1-4
D-07743 JENA
Germany
E-Mail: serfling@minet.uni-jena.de
Fax: +49 3641 - 9 - 46252
Phone: +49 3641 - 9 - 46250
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Dr. D. Haroske; 1999-12-10