Department of Mathematics and Statistics
University of Jyväskylä
An Afternoon for Stochastic Analysis and Applications
December 8, 2020
Program
- 15:00-15:45 René Schilling (TU Dresden, Germany)
Some remarks on the Liouville property for Lévy generators
- 16:00-16:45 Thorsten Rheinländer (TU Vienna, Austria)
Concepts of stochastic integration with applications to mathematical finance
Video
PDF
- 17:00-17:45 Friedrich Hubalek (TU Vienna, Austria)
Comparing binomial and Gaussian tails with an application to utility maximization
Video
PDF
The times are according to Finnish time (GMT+2h).
Organization
The afternoon is organized as
Zoom Meeting.
If you wish to participate please contact Christel Geiss.
Organizers
- Christel Geiss
- Stefan Geiss