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workshop & topical month on

Stochastic Analysis and Related Topics

July 2006 Philipps University Marburg


       

 

Guests

Local People

Activities

Getting there

Campus map

Contact

Organiser

 

 

During the whole month of July the stochastics group at the Mathematics Department hosts a topical month on stochastic processes and related topics.

There will be various informal seminars and lecture series both for (graduate and postgraduate) students and researchers and a workshop (Fri July 14 - Tue July 18). If you are interested to join, please contact us. There are no fees; unfortunately, we cannot offer financial support either.

So far, the following colleagues have agreed to come:

 

Visitors
Name Arrival Departure
E. Baurdoux (Heriot-Watt, UK) July 14 July 20
P. Becker-Kern (Dortmund) July 25 July 25
B. Dyda (Wroclaw, Poland) July 13 July 18
R. Gorenflo (Berlin) July 24 July 26
M. Hinz (Jena) July 14 July 18
R. Husseini (Bonn) July 7 July 7
July 18 July 19
Y. Ishikawa (Ehime, Japan) July 15 July 22
N. Jacob (Swansea, UK) July 7 July 19
M. Kassmann (Bonn) July 7 July 7
July 18 July 18
T. Kumagai (RIMS Kyoto, Japan)
July 3 July 9
July 13 July 20
A. Kyprianou (Heriot-Watt/Bath, UK) July 3 July 29
S. Landwehr (Paderborn) July 10 July 19
J. Lévy-Vehel (INRIA, France) July 23 July 29
A. Lindner (TU München) July 14 July 15
A. Mimica (Zagreb, Croatia) July 10 July 18
T. V. Nguyen (Intnl. Univ, Ho-Chi-Min City, Vietnam) July 1 Sept 30
A. Papapantoleon (Freiburg) July 21 July 22
I. Pavlyukevich (HU Berlin) July 14 July 18
E. Scalas (Università degli Studi del Piemonte Orientale) July 24 July 26
K. van Schaik (Frankfurt) July 13 July 18
H.-P. Scheffler (Siegen) July 25 July 25
M. Schicks (Swansea, UK) July 9 July 19
R. Song (Urbana, Illinois, USA) July 2 July 28
P. Sztonyk (Wroclaw, Poland) July 13 July 18
T. Uemura (Kobe, Japan) July 16 July 23
Z. Vondracek (Zagreb, Croatia) July 2 July 27
J. Woerner (Goettingen) July 15 July 15

 

Local People
Name e-mail
  add "uni-marburg.de" behind the "." below
B. Böttcher boettcher@mathematik.
G. Germano guido@staff.
R. Schilling schilling@mathematik.
A. Schnurr schnurr@mathematik.

 

Activities
Date Venue Event
Mon
Jul 10
SR IX 9:00 - 9:45 & 10:00 - 10:45:
N.
Jacob: Pseudo-Differential Operators and Markov Processes 1 & 2
  SR IX 14:00 - 14:45 & 15:00 - 15:45:
A. Kyprianou:
Fluctuation Theory of Lévy Processes 1 & 2
pdf-NOTES (intranet only)
Tue
Jul 11
SR IX 9:00 - 9:45 & 10:00 - 10:45:
N.
Jacob: Pseudo-Differential Operators and Markov Processes 3 & 4
  SR IX 14:00 - 14:45 & 15:00 - 15:45:
A. Kyprianou:
Fluctuation Theory of Lévy Processes 3 & 4
pdf-NOTES (intranet only)
Wed
Jul 12
SR IX 9:00 - 9:45 & 10:00 - 10:45:
N.
Jacob: Pseudo-Differential Operators and Markov Processes 5 & 6
Thu
Jul 13
SR IX 9:00 - 9:45 & 10:00 - 10:45:
N.
Jacob: Pseudo-Differential Operators and Markov Processes 7 & 8
  SR IX 14:00 - 14:45 & 15:00 - 15:45:
A. Kyprianou:
Fluctuation Theory of Lévy Processes 5 & 6
pdf-NOTES (intranet only)
Fri
Jul 14
SR IX 9:00 - 10:30:
N.
Jacob: Pseudo-Differential Operators and Markov Processes 9 & 10
  SR IX 11:00-12:00:
T. Kumagai:
Stochastic Processes on Fractals 1
pdf-NOTES
Fri
Jul 14
SR II from 15:00 Workshop on stochastic processes
Friday's Programme
Sat
Jul 15
SR II Workshop on stochastic processes
Saturday's Programme
Sun
Jul 16
  Excursion
Mon
Jul 17
SR II Workshop on stochastic processes
Monday's Programme
Tue
Jul 18
SR II Workshop on stochastic processes
Tuesday's Programme
Wed
Jul 19
SR IX 11:00-11:50, 12:10-13:00:
T. Kumagai:
Stochastic processes on Fractals 2, 3
pdf-NOTES
Thu
Jul 20
SR IX afternoon talk: 15:00 - 17:00
Y. Ishikawa: Malliavin calculus applied to mathematical finance and a new formulation of the integration-by-parts
Mon Jul 24 SR II afternoon talk 16:15 - 17:45
W. Sickel: Der Smolyak-Algorithmus, dünne Gitter und angepasste
Funktionenräume
Tue
Jul 25
HS IV Workshop on continuous-time random walks
Programme
Wed
Jul 26
HS IV afternoon talk: 14:15 - 15:15
J. Lévy-Vehel: Multifractal Analysis