[FAM-news] [Ricam-all] RICAM Group Seminar - Financial Mathematics: Dr. Peter Friz, June 26 (fwd)

Walter Schachermayer by way of Andreas Schamanek schamane at fam.tuwien.ac.at
Tue Jun 6 14:10:08 CEST 2006


---------- 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 at 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 at oeaw.ac.at
http://www.ricam.oeaw.ac.at

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