Stochastic Calculus and Applications
 

The seminar concerns mainly

-) stochastic analysis and its interactions with
   analysis (real analysis and functional analysis) and

-) the theory of stochastic processes in a wide sense.

All guests and related topics are welcome.
 
 

Time and place: 14:30-16:00, MaD 355

Timetable:

20/01/2004: PEKKA KEKÄLÄINEN
            Hermite transform I

27/01/2004: PEKKA KEKÄLÄINEN
            Hermite transform II

03/02/2004: PAAVO SALIMINEN (Turku)
            Properties of integral functionals of the
            Brownian motion with drift

10/02/2004: PEKKA KEKÄLÄINEN
            Hermite transform III

17/02/2004: EERO SAKSMAN
            An introduction to Gaussian fields I

24/02/2004: EERO SAKSMAN
            An introduction to Gaussian fields II

02/03/2004: EERO SAKSMAN
            An introduction to Gaussian fields III

09/03/2004: EERO SAKSMAN
            An introduction to Gaussian fields IV

16/03/2004: EERO SAKSMAN
            An introduction to Gaussian fields V

30/03/2004: EERO SAKSMAN
            An introduction to Gaussian fields VI

06/04/2004: ESKO VALKEILA (Helsinki)
            Hellinger processes

            Abstract: In the theory of binary filtered statistical experiments
            Hellinger integrals and processes are used to control the variation
            distance between two probability measures, and to analyse several
            asymptotic properties of the emperiments like contiguity, convergence
            in variation distance and limits of the density processes. A summary
            of the obtained results is in the monograph [1].  An extension
            of Hellinger intgrals and processes for arbitrary filtered
            experiments is given in [2]. This gives additional possibilities to
            apply Hellinger intgrals and processes to mathematical statistics and
            finance, for example. In the talk we describe the above mentioned
            developments.

            [1] Jacod, J. and Shiryaev, A.N. Limit theorems for stochastic
                processes, 2nd ed., Springer, Berlin, 2003.

            [2] Dzhaparidze, K., Spreij, P.J.C. and Valkeila, E. Information
                processes for semimartingale experiments, Annals of Probability,
                31, 2003, 216 - 243.

13/04/2004: NO SEMINAR

20/04/2004: ESA NUMMELIN (Helsinki)
            Thermodynamical formalism of stochastic evolution economics

27/04/2004: THOMAS MIKOSCH (Copenhagen)
            Multivariate regular variation and its applications (abstract)

                      WELCOME!

Contact:
Eero Saksman (saksman@maths.jyu.fi)
Stefan Geiss (geiss@maths.jyu.fi)