------------------------------------------------------------------------
Vienna Seminar in Mathematical Finance and Probability
------------------------------------------------------------------------
Thu., 9.2.2023, 16:00 CET, seminar room 7
University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, 2nd floor
Hans Föllmer (HU Berlin)
"Optimal Transport, Entropy, and Risk Measures on Wiener space"
For further details see
https://fam.tuwien.ac.at/events/vs-mfp/
------------------------------------------------------------------------
International Seminar on SDEs and Related Topics
------------------------------------------------------------------------
Fri., 10.2.2023, 13:30 CET, online talk
Martin Hairer (EPFL and Imperial College London)
"Stochastic quantisation of Yang-Mills"
For further details see
http://users.jyu.fi/~chgeiss/seminar-on-sdes.html
------------------------------------------------------------------------
SIAG Financial Mathematics and Engineering virtual seminars series
------------------------------------------------------------------------
Thu., 9.2.2023, 19:00-20:00 CET, online talk
Christoph Reisinger (University of Oxford)
"tba"
For further details see
http://wiki.siam.org/siag-fm/index.php/Current_events
------------------------------------------------------------------------
Oxford Stochastic Analysis and Mathematical Finance Seminar
------------------------------------------------------------------------
Mon., 6.2.2023, 16:30-17:30 CET, livestream access available
Vincent Vargas (University of Geneva)
"Liouville conformal field theory: from the probabilistic construction to the
bootstrap construction"
For further details see
https://researchseminars.org/seminar/OxfordStochasticAnalysis
========================================================================
See also:
https://mathseminars.org/ and
https://fam.tuwien.ac.at/events/
------------------------------------------------------------------------
CET = Central European Time = UTC +1:00,
https://time.is/en/CET
------------------------------------------------------------------------