August 4-6, 1998
University of Aarhus
From Tuesday, August 4, 1998 to Thursday, August 6, 1998 MaPhySto will,
taking advantage of the substantial expertise represented by visitors to
the Centre, organize an informal mini-workshop on topics in Stochastics.
The following talks have been (tentatively) scheduled:
- Tuesday 13.00-14.00: Albert Shiryaev (Moscow):
On the laws of the ``downfalls'' in Brownian motion
- Tuesday 14.30-15.30: Goran Peskir (Aarhus):
On Brownian motion in a force field
- Wednesday 9.30-10.30: Thomas Mikosch (Groningen):
The extremes of the periodogram
- Wednesday 11.00-12.00: Rimas Norvaisa (Vilnius):
Integration of rough sample functions and modelling
of stock price changes
- Wednesday 14.00-15.00: Fred Espen Benth (Aarhus):
The Malliavin derivative for random distributions
- Thursday 9.30-10.30: J. Hoffmann-Jørgensen (Aarhus):
Optimal stopping times
- Thursday 11.00-12.00: Ole E. Barndorff-Nielsen (Aarhus):
Superposition of Ornstein-Uhlenbeck type processes
- Thursday 14.00-15.00: Martin Jacobsen (Copenhagen):
Discretely observed diffusions: Classes of estimating functions
and criteria for choosing good ones.
More talks may be arranged as we go along.
All seminars will take place in Auditorium G1.
Please make further inquiries to MaPhySto (
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