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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 02.06.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Stefan Ankirchner (University of Jena, Germany)
http://www.stochastik.uni-jena.de/Mitarbeiter/Prof_+Dr_+S_+Ankirchner.html
"Play safe if ahead, take risk if behind"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 23.5.2016, 16:45-17:45, Lecture Hall 12
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 2nd floor
Milos Kopa (Charles University Prague)
http://www.karlin.mff.cuni.cz/~kopa/
"Robustness in stochastic programs
with decision dependent randomness"
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Additionally this time we refer to a Summer School in Italy as the Nobel
laureate (and Austrian mathematician) Martin Hairer gives a mini course
there:
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CIME-EMS Summer School in applied mathematics in Centaro/Italy
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"Singular Random Dynamics"
August 22 - August 27, 2016
Cetraro, Italy
http://web.math.unifi.it/users/cime/
Mini Courses:
Massimiliano Gubinelli (IAM, Bonn)
"Applications of controlled paths to problems
in stochastic analysis"
Martin Hairer (Univ. Warwick)
"Stochastic PDEs and Renormalisation"
Panagiotis Souganidis (Univ. Chicago)
"Hamilton-Jacobi partial differential equations and
conservation laws with rough time signals and applications"
Nikolay Tzvetkov (Univ. Cergy-Pontoise)
"On Hamiltonian partial differential equations
with random initial conditions"
Registration is open until end May:
http://php.math.unifi.it/users/cime/Courses/2016/course.php?codice=20162
Place:
http://php.math.unifi.it/users/cime/Cetraro/Cetraro.htmlhttps://goo.gl/maps/ve4vb6Cg6w32
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University of Vienna, Dept. of Statistics and Decision Support Systems
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Mo., 09.05.2016, 16:45-17:45, Sky Lounge
Uni Wien, 1090 Vienna, Oskar-Morgenstern-Platz 1, 12th floor
Josef Teichmann (ETH Zurich)
https://people.math.ethz.ch/~jteichma/
"Affine processes and non-linear differential equations"
(joint work with Georg Grafendorfer and Christa Cuchiero)
(ISOR Colloquium)
For further details (including abstracts) see
https://isor.univie.ac.at/colloquia-seminars/
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Joint Seminar: TU Vienna, University of Vienna and WU Vienna
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Th., 12.05.2016, 16:30, seminar room FH grün 04,
TU Wien, 1040, Wiedner Hauptstr. 8, Freihaus, 4th floor, green section
Roberto Renò (University of Verona, Italy)
http://dse.univr.it/reno/
"The drift burst hypothesis"
(Vienna Seminar in Mathematical Finance and Probability)
For further details (including abstracts) see
https://fam.tuwien.ac.at/vs-mfp/
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