Stochastic Differential Equations
All guests and related topics are welcome.
Time and place: Tuesday, 14:15 - 16:00, MaD355
(every second week)
Timetable:
30/01/2007:
EIJA PÄIVINEN
Ito's Formula for a d-dim. local martingale I
13/02/2007:
EIJA PÄIVINEN
Ito's Formula for a d-dim. local martingale II
27/02/2007:
EIJA PÄIVINEN
Ito's Formula for a d-dim. local martingale III
and
ANNI TOIVOLA
Ito-Tanaka formula
13/03/2007:
RAINER AVIKAINEN
Weak convergence I
Weak convergence II
and
CHRISTEL GEISS
Representation of solutions of
BSDEs I
08/05/2007:
CHRISTEL GEISS
Representation of solutions of BSDEs II
12/06/2007:
EIJA PÄIVINEN
Levy processes
Contact:
Christel Geiss (chgeiss@maths.jyu.fi)