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Stochastic Processes and their Applications, Mongolia 2015: Talks and notes
Schedule
Document with timetable, titles and abstracts.
Minicourses
Jean Bertoin:
Fragmentation-coalescence models and applications
Maria-Emilia Caballero:
Introductory stochastic calculus and applications
Bernt Oksendal:
Stochastic control theory
Leif Doering:
Self-Similar Markov Processes
Gaetan Borot:
Introduction to Random Matrix Theory
Ernst Eberlein: Introductory models in mathematical finance (please contact Andreas Kyprianou by email for the slides)
Lisa Beck:
Introduction to PDEs
Topic lectures
Christina Goldschmidt:
Random trees
Erik Baurdoux:
Optimal stopping theory and applications
Juan Carlos Pardo:
Lévy processes
Anita Behme:
Time Series Analysis in a nutshell
Amaury Lambert:
Random trees in evolutionary biology
Contributed talks
Gantumur Tsogtgerel: The Navier-Stokes equations with random initial data
Josef Najundel:
On sigma-finite measures related to the Martin boundary of recurrent Markov chains
Kazutoshi Yamazaki:
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes.
Yanxia Ren:
Functional central limit theorems for supercritical superprocesses
Remco van der Hofstad:
Recent progress in high-dimensional percolation
Fausto Gozzi:
Stochastic Control in Infinite Dimension: why it worth studying
Andrej Depperschmidt:
Random walk in dynamic random environment generated by the reversal of discrete time contact process
Ju-Yi Yen:
Regenerative process Monte Carlo methods
Yue Kuen Kwok:
Analytic Pricing of Discrete Exotic Variance Swaps and Timer Options
Kumiko Hattori:
Self-avoiding walk, loop-erased random walk and self-repelling walk on a fractal
Kazumasa Kuwada:
Optimal transport, heat flow and coupling of Brownian motions
Ricardo Romo Romero: Discrete time Stochastic Processes
Erdenebaatar Chadraa:
Modelling Financial Time-Series with COGARCH processes
Uuganbaatar Ninjbat:
Probabilistic aspects of voting
Barsbold Bazarragchaa: Optimal Control for Minimizing Ruin Probability of a Controlled Diffusion Process with a Linear Control
A. Kyprianou: home
a.kyprianou -AT- bath.ac.uk