Mo, 28.01.2002, 10:00 --------------------- Patrick Cheridito, Introduction to fractional Brownian motion (Besprechungszimmer, 6th floor, green area) Tu, 29.01.2002, 16:30 --------------------- Patrick Cheridito, Fractional Ornstein-Uhlenbeck processes Th, 31.01.2002, 16:30 --------------------- We will start to discuss economic equilibria based on Debreu's "Theory of Value". -- |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