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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 :

  The Stable Manifold Theorem for SDE's I

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 :

The Stable Manifold Theorem for SDE's II

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 


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Responsible:Fred Espen Benth
Last updated 07.31.00, FEB.