------------------------------------------------------------------------ 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 ------------------------------------------------------------------------