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: 12:15-14:00, MaD 355

28/09/2005: Eero Saksman (Jyväskylä)
            On martingale transforms and singular integrals

05/10/2005: Giovanni Peccati (Paris VI)
            On a class of stochastic integrals related
            to the notion of path-dependence

12/10/2005: Eero Saksman (Jyväskylä)
            On martingale transforms and singular integrals II

Tuesady 16:15-18:00 MAD 380
25/10/2005: Emmanuel Gobet (Grenoble)
            Empirical regression method for solving generalized Backward
            Stochastic Differential Equations
            (collaboration with J.P. Lemor and X. Warin)

02/11/2005: Eero Saksman (Jyväskylä)
            On martingale transforms and singular integrals III

09/11/2005: Eero Saksman (Jyväskylä)
            On martingale transforms and singular integrals IV

16/11/2005: Eero Saksman (Jyväskylä)
            On martingale transforms and singular integrals V

23/11/2005: Eero Saksman (Jyväskylä)
            On martingale transforms and singular integrals VI

07/12/2005: Stefan Geiss (Jyväskylä)
            On martingale transforms and singular integrals VII

14/12/2005: Stefan Geiss (Jyväskylä)
            On martingale transforms and singular integrals VIII