The period comprised an International Conference on
and also a, relatively small, Advanced Concentrated Course and Workshop on
Conference: January 18-22, 1999
Workshop: January 11-13, 1999
Concentrated Advanced Course: January 7-8, 1999.
The Organizing Committee for the thematic period consisted of: of
Concentrated Advanced Course
Ito stochastic calculus has been the basis for modelling various random phenomena. The main objective of the workshop was to discuss a different approach, namely applications of pathwise integration, product integrals and related techniques. Here ``pathwise integration'' is understood as an integration of sample functions of stochastic processes by using the Riemann-Stieltjes integral and several of its extensions.
The aim of the workshop was to bring together specialists from different areas, such as probability theory, stochastic processes, statistics, physics, finance and analysis, and to discuss perspectives of pathwise integration as compared to stochastic integration.