Institute of Mathematics
Oslo Summer-Workshop on Stochastic Analysis
From Friday August 11 untill Monday August 14 a workshop on Stochastic Analysis will take place at the Institute of Mathematics, University of Oslo.
Main speakers: Salah Mohammed , Southern Illinois University at Carbondale (USA) and Huaizhong Zhao , Loughborough University (UK)
Place: 7. floor, NHA-hus.
Program:
Friday August 11
10.15-11.00: S. Mohammed :
11.15-12.00: K. Aase :
Perspectives of risk sharing
12.00-13.15: Lunch break :
13.15-14.00: B. Øksendal :
A stochastic maximum principle for processes driven by fractional Brownian motion and applications to finance
14.15-15.00: B. Larssen :
tba
Saturday August 12
9.15-10.00: H. Zhao :
Ergodicity of Stochastic KPP Equations
10.15-11.00: S. Mohammed :
11.15-12.00: T. Zhang :
Application of Malliavin calculus to a class of SPDEs
12.00-: Lunch break and tour in the city :
Sunday August 13
Excursion in Oslo
Monday August 14
9.15-10.00: S. Mohammed :
Stochastic Functional Differential Equations with Contstraints
10.15-11.00: A. Løkka :
tba
11.15-12.00: I. Elsanousi :
Impulse control for stochastic systems with delay
12.00-13.15: Lunch break :
13.15-14.00: F. E. Benth :
Laser cooling and Stochastics
14.15-15.00: N. C. Framstad :
tba
Organizing comittee : Fred Espen Benth and Bernt Øksendal