Professur für Wahrscheinlichkeitstheorie

Wintersemester / Winter term 2015/2016

AG Analysis & Stochastik / Analysis & Stochastics Seminars

Prof. Dr. Martin Keller-Ressel  •  Prof. Dr. Zoltán Sasvári
Prof. Dr. René Schilling  •  Prof. Dr. Friedemann Schuricht

Ort / venue:   Zellescher Weg 12-14, Willersbau A 124
Zeit / time: Donnerstag / Thursday 14:00 or 15:00


Termine / dates   Aktuelle Vorträge / current lectures
14.04.2016 13:15 Uhr   Dr. Raghu Nandan Sengupta (Indian Institute of Technology Kanpur, India)
Sequential sampling estimation using different loss functions  (Abstract)
28.04.2016 Kolloquium anlässlich des 60. Geburtstages von Professor Zoltán Sasvári
15:00 Uhr   
Christian Berg (Universität Kopenhagen, Dänemark)
Aspects of positive definiteness – Zoltán Sasvári's favorite subject
16:30 Uhr   
Tilmann Gneiting
Karlsruher Institut für Technologie (KIT) / Heidelberger Institut für Theoretische Studien (HITS)
Positive definite functions on spheres
09. – 10.05.2016 MAJKO2016
Workshop on Stochastic Analysis and related topics 2016
12.05.2016 13:15 Uhr   Eckhard Platen (University of Technology Sydney)
Benchmark Approach to Finance  (Abstract)
26.05.2016 13:15 Uhr   Giovanni Comi (University Pisa, Italy)
Divergence-measure fields: generalizations of Gauss-Green formula
09.06.2016 13:15 Uhr   Antonis Papapantoleon (TU Berlin)
Model uncertainty, improved Fréchet-Hoefding bounds and applications
in option pricing and risk management  (Abstract)
23.06.2016    
30.06.2016 13:15 Uhr   Carlo Sgarra (Politecnico di Milano)
Optimal Investment in Markets with Over and Under-Reaction to Information  (Abstract)
07.07.2016    
14.07.2016