iiii

workshop & topical week on

Stochastic Analysis and Related Topics

September 2008 TU Dresden


       

 

Guests

Local People

Activities

Talks

Getting there

Campus map

Contact

Organiser

 

 

From September 4 (Thu)- October 9 (Thu) the stochastics group at the TU Dresden hosts a topical month on stochastic processes and related topics.

Next to a variety of informal activities there will be a minicourse aimed at graduate and PhD students as well as postdocs and early-stage researchers on

  • Records
    (C. M. Goldie, University of Sussex at Brighton, UK)

If you are interested to join, please contact us. There are no fees; unfortunately, we cannot offer financial support either.

All activities will take place in the
Fachbereich Mathematik,
Willersbau, Zellescher Weg 12-14,
01069 Dresden
(see the getting there link)

 

 

Activities & Talks
Date Venue Event
Wed
10/Sep

Wil C 202
10:30-12:00


C. Yuan: Stochastic differential delay equations under non-linear growth conditions: existence and uniqueness

Thu
11/Sep

Wil C 202
10:30-12:00


C. Yuan: Stochastic differential delay equations under non-linear growth conditions: numerical approximation

Fri
12/Sep

Wil C 202
10:30-12:00


Y. Ishikawa: Composition with distributions of Wiener-Poisson Variables

Mon
15/Sep

Wil C 202
14:00-15:30


Y. Ishikawa: Asymptotic expansions of Wiener-Poisson Variables

Tue
16/Sep

Wil C 202
10:30-12:00


B. Böttcher: Approximation of Feller processes and Feller evolutions

Wed
17/Sep

Wil C 202
10:30-12:00


Y. Ishikawa: Optimal consumption control problem associated with jump-diffusion processes

Mon
22/Sep
Wil C 202
11:00-12:00

A. Schnurr: Transformed process and transformed symbols
Tue
23/Sep
Wil C 202
10:20-12:00

C. Yuan: Stability of SDEs with Markovian switching
Mon 6/Oct Wil C 202
10:30-12:00
C.M. Goldie: Records 1: Record values
Tue 7/Oct Wil C 202
10:30-12:00
C.M. Goldie: Records 2: Record times
Wed 8/Oct Wil C 202
10:30-12:00
C.M. Goldie: Records 3: Limits
Thu 9/Oct Wil C 202
10:30-12:00
C.M. Goldie: Records 4: Extensions

 

 

 

Visitors
Name Arrival Departure
C. Goldie, Sussex University UK Sep 3 Oct 9
Y. Ishikawa, University of Ehime, Matsuyama, Japan Sep 11 Sep 21
Thu Van Nguyen, International University, Ho-Chi-Min City, Vietnam Jul 15 Sep 15
C. Yuan (Swansea, UK) Sep 3 Sep 25

 

Local People
Name e-mail
  add "tu-dresden.de" behind the "@" below
B. Böttcher bjoern.boettcher@
F. Lindner felix.lindner@
R. Schilling rene.schilling@
A. Schnurr alexander.schnurr@