From englbert@minet.uni-jena.de Fri Dec 10 10:42:01 1999
Date: Thu, 9 Dec 1999 17:13:24 +0100 ()
From: Hans-Juergen Engelbert <englbert@minet.uni-jena.de>
To: haroske@minet.uni-jena.de
Subject: 12TH WINTER SCHOOL (fwd)

---------- Forwarded message ----------
Date: Tue, 7 Dec 1999 12:30:52 +0100 ()
From: Hans-Juergen Engelbert <englbert@minet.uni-jena.de>
To: ST-NET@zib.de
Subject: 12TH WINTER SCHOOL





                          12TH WINTER SCHOOL
                        ON STOCHASTIC PROCESSES

                      February 27 - March 4, 2000

                             organized by

                 Friedrich Schiller University of Jena
                 Faculty of Mathematics and Informatics
                        Institute for Stochastics

                          and supported by DFG


The Winter School will be held in Siegmundsburg which is situated in 
the middle of the Forest of Thuringia 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:

R. Buckdahn (Brest): Backward Stochastic Differential Equations.  
Semilinear PDE and SPDE

W. Schmidt (Frankfurt): Interest Rate Models: Market Models, Change of 
Numeraire and Measure

A.N. Shiryaev (Moscow): Mathematical Finance 
(the precise title will be announced later)

M. Yor (Paris): Exponential Functionals of Levy Processes, New
Developments around the Ray-Knight Theorems, and Windings of 
Planar Brownian Motion

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 
Graduation College "Analytical and Stochastic Structures and Systems". 
The publication of a Conference Volume will be taken into consideration.

Please reply to:  Friedrich-Schiller-Universitaet
	          Institut fuer Stochastik, Frau N. Serfling
	          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



**************************************************************************
*	                                                                 * 
*  Hans-Juergen Engelbert          Friedrich-Schiller-Universitaet Jena  *
*  Telefon:  (03641)946270         Fakultaet fuer Mathematik und         *
*  Fax:      (03641)946252         Informatik                            *
*  Secretary:(03641)946250         Institut fuer Stochastik              *
*  E-Mail:                         Ernst-Abbe-Platz 1-4                  *
*  engelbert@minet.uni-jena.de     D-07743 Jena                          *
*                                                                        *
**************************************************************************