---------- Forwarded message ---------- Date: Tue, 6 Jun 2006 08:59:56 +0200 (CEST) From: Walter Schachermayer ---------- Forwarded message ---------- Date: Fri, 2 Jun 2006 10:58:09 +0200 From: Annette Weihs annette.weihs@oeaw.ac.at Subject: [Ricam-all] RICAM Group Seminar - Financial Mathematics: Dr. Peter Friz, June 26

GROUP: Financial Mathematics

Dr. Peter Friz Department of Pure Mathematics and Mathematical Statistics, Univ. Cambridge, UK

Monday, June 26, 10:30, HF136

Title: Support Theorems via Rough Paths

Abstract: We will report on recent joint work with N. Victoir, T. Lyons and D. Stroock concerning support theorems for solutions of stochastic differential equations. The talk will contain a quick introduction to rough path theory.

Annette Weihs

Johann Radon Institute for Computational and Applied Mathematics (RICAM) Austrian Academy of Sciences

Altenbergerstr. 69 A-4040 Linz Tel.: +43 (0)732 2468-5211 Fax: +43 (0)732 2468-5212 e-mail: annette.weihs@oeaw.ac.at http://www.ricam.oeaw.ac.at

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