Mo, 28.01.2002, 10:00
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Patrick Cheridito, Introduction to fractional Brownian motion
(Besprechungszimmer, 6th floor, green area)
Tu, 29.01.2002, 16:30
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Patrick Cheridito, Fractional Ornstein-Uhlenbeck processes
Th, 31.01.2002, 16:30
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We will start to discuss economic equilibria based on Debreu's "Theory of
Value".
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|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at