From brownian motion to infinite dimensional analysis
Coimbra, September, 18-22, 2001
Speakers giving a series of lectures
Bernt Řksendal (Univ. of Oslo, Norway)
Jurgen Potthoff (Univ. of Mannhein, Germany)
Other (confirmed) speakers
Thomas Deck (Univ. of Mannhein, Germany)
Hermann Matthies (Technical University Braunschweig , Germany)
Habib Ouerdiane (Univ. Tunis, Tunisia)
Mireille Chaleyat-Maurel (Univ. Paris VI, France)
Schedule
| |
Tuesday 18 |
Wednesday 19 |
Thursday 20 |
Friday 21 |
| 09:30 - 10:15 |
Opening |
T. Deck |
H. Matthies |
A. Chaleyat-Maurel |
| Coffee Break |
| 10:45 - 12:15 |
B. Øksendal |
B. Øksendal |
B. Øksendal |
B. Øksendal |
| Lunch |
| 14:30 - 16:00 |
J. Potthoff |
J. Potthoff |
J. Potthoff |
J. Potthoff |
| Coffee Break |
| 16:30 - 17:15 |
R.V. Mendes |
H. Ouerdiane |
A. Filinkov |
A. Rezgui |
| 17:15 - 18:00 |
|
J.L. Silva |
|
|
List of participants
- Alexei Filinkov (University of Adelaide, Australia)
- Ana Bela Cruzeiro (GFMUL, Portugal)
- Ana Filipa Pontes (Portugal)
- Anis Rezgui (University of Bielefeld, Germany)
- Augusto Brandão (GFMUL, Portugal)
- Bernt Øksendal (University of Oslo, Norway)
- Délia Gouveia (Portugal)
- Fernanda Cipriano (GFMUL, Portugal)
- Habib Ouerdiane (University of Tunis, Tunisia)
- Hermann Matthies (Technical University Braunschweig, Germany)
- Jean-Claude Zambrini (GFMUL, Portugal)
- Jenane Raoudha (University of Tunis, Tunisia)
- João Guerra (ISEG, Portugal)
- José Luís Silva (University of Madeira, Portugal)
- Jurgen Potthoff (University of Mannhein, Germany)
- Ludwig Streit (Univ. Bielefeld, Germany / Univ. Madeira, Portugal)
- Machaichi Rached (University of Tunis, Tunisia)
- Margarida Faria (University of Madeira, Portugal)
- Maria Raquel Barreira (Portugal)
- Maria Teresa Arede (Fac. Eng. University of Porto, Portugal)
- Mireille Chaleyat-Maurel (University of Paris VI, France)
- Mohamed Erraoni (Marrocos)
- Rui Vilela Mendes (GFMUL, Portugal)
- Thomas Deck (University of Mannhein, Germany)
|
Courses
- B. Øksendal (Univ. Oslo), "Applications of White Noise Calculus to Finance"
- J. Potthoff (Univ. Mannhein), "Introduction to Malliavin and White Noise Calculus"
|
Lectures
- A. Filinkov (Univ. Adelaide), "White noise approach to interest rate models"
- A. Rezgui (Univ. Bielefeld), "Intersection local times for d-dimensional Brownian motion"
- H. Ouerdiane (Univ. Tunis), "Convolution calculus and application to stochastical partial differential equations"
- H. Matthies (Tech. Univ. Braunschweig), "Galerkin methods for SPDE's and fast solvers"
- J. Luís Silva (Univ. Madeira), "Characterization of marked Gibbs measures"
- M. Chaleyat-Maurel (Univ. Paris VI), "Stochastic Analysis for the wave equation in two spacial dimensions"
- R. Vilela Mendes (GFMUL), "A process-reconstruction analysis of market fluctuations"
- T. Deck (Univ. Mannhein), "Chaos expansions for stochastic processes with independent increments - analysis and applications"
|
Grants
Students can apply for participation grants.
Applications can be send to
<cruzeiro@cii.fc.ul.pt>.
Finantial support
Fundação para a Ciência e a Tecnologia;
Grupo de Física-Matemática da Universidade de Lisboa
Organizers
A.B.Cruzeiro (G.F.M., Lisboa)
L.Streit (Univ. Bielefeld and Univ. Madeira)
