Stochastic Processes and their Applications, Mongolia 2015: Talks and notes

Schedule

Minicourses

• Jean Bertoin: Fragmentation-coalescence models and applications
• Maria-Emilia Caballero: Introductory stochastic calculus and applications
• Bernt Oksendal: Stochastic control theory
• Leif Doering: Self-Similar Markov Processes
• Gaetan Borot: Introduction to Random Matrix Theory
• Ernst Eberlein: Introductory models in mathematical finance (please contact Andreas Kyprianou by email for the slides)
• Lisa Beck: Introduction to PDEs

Topic lectures

• Christina Goldschmidt: Random trees
• Erik Baurdoux: Optimal stopping theory and applications
• Juan Carlos Pardo: Lévy processes
• Anita Behme: Time Series Analysis in a nutshell
• Amaury Lambert: Random trees in evolutionary biology

Contributed talks

• Gantumur Tsogtgerel: The Navier-Stokes equations with random initial data
• Josef Najundel: On sigma-finite measures related to the Martin boundary of recurrent Markov chains
• Kazutoshi Yamazaki: Optimality of Refraction Strategies for Spectrally Negative Lévy Processes.
• Yanxia Ren: Functional central limit theorems for supercritical superprocesses
• Remco van der Hofstad: Recent progress in high-dimensional percolation
• Fausto Gozzi: Stochastic Control in Infinite Dimension: why it worth studying
• Andrej Depperschmidt: Random walk in dynamic random environment generated by the reversal of discrete time contact process
• Ju-Yi Yen: Regenerative process Monte Carlo methods
• Yue Kuen Kwok: Analytic Pricing of Discrete Exotic Variance Swaps and Timer Options
• Kumiko Hattori: Self-avoiding walk, loop-erased random walk and self-repelling walk on a fractal
• Kazumasa Kuwada: Optimal transport, heat flow and coupling of Brownian motions
• Ricardo Romo Romero: Discrete time Stochastic Processes
• Erdenebaatar Chadraa: Modelling Financial Time-Series with COGARCH processes
• Uuganbaatar Ninjbat: Probabilistic aspects of voting
• Barsbold Bazarragchaa: Optimal Control for Minimizing Ruin Probability of a Controlled Diffusion Process with a Linear Control