Centre for Mathematical Physics and Stochastics

Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

- 21-25 January, 2002, University of Aarhus:
- 2nd MaPhySto Conference on Lévy Processes - Theory and Applications.
- Thursday, 28 February, 2002, at 09:30 in room H2.20, University of Aarhus: Joint MaPhySto-QUANTOP Workshop on Quantum Physics and Stochastics.
- 6-10 May, 2002, University of Copenhagen:
- Concentrated Advanced Course on Long Range Dependence, Heavy Tails and Rare Events - with Applications to Finance and Telecommunications.
- 17-21 June, 2002, Sandbjerg Estate:
- Second MaPhySto and StocLab Summer School on Stereology and Geometric Tomography.
- 24-28 June, 2002, Sandbjerg Estate:
- The Third International Conference on High Dimensional Probability.
- 20-27 August, 2002, University of Aarhus:
- Summer School organized jointly by CAF, DYNSTOCH, and MaPhySto From Lévy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance.
- 2 August, 2002, University of Aarhus:
- Workshop in Mathematical Physics.
- Friday 13 September, 2002, in room G5-112, Fredrik Bajers Vej 7G, Aalborg University:
- Workshop on Inverse Problems

- Friday 18 January 2002, at 13:15 in Aud. 9, University of Copenhagen: Q-SEMINAR
- Grigori Amosov, Dept. of Higher Math., Moscow inst. of Phys. and Tech. On additivity and multiplicativity conjectures for maximum purity characteristics of quantum channel.
- Thursday, 7 March, 2002 at 14:00 in room G5-109, Aalborg University: Seminar
- Professor Gheorghe Nenciu, University of Bucharest: Almost invariant subspaces: the semiclassical limit.
- Tuesday, 19 March, 2002 at 13:00 in room G5-109, Aalborg University: PhD defense
- Malene Højbjerre, Dept. of Mathematical Sciences, Aalborg
University: Markov Chain Monte Carlo Methods in Directed Graphical
Models.
- Thursday, 4 April, 2002 at 15:15 in the Seminar Room, University of Southern Denmark, Odense: Mathematics Colloquium
- Professor Ian Kiming, University of Copenhagen: Introduction to the Langlands program.
- Friday, 5 April, 2002 at 13:15 in Aud. 9, University of Copenhagen: Q-seminar
- Rémi Léandre, Institut Elie Cartan, Nancy: Classifying spaces and stochastic Dirac-Ramond operator on loop spac.
- Thursday, 11 April, 2002 at 14:00 in Aud. G1, University of Aarhus: SEMINAR
- Rémi Léandre, Institut Elie Cartan, Nancy: Malliavin calculus for quantum processes.
- Friday, 12 April, 2002 at 13:15 in Aud. F, University of Aarhus: Doctor-thesis defense
- Goran Peskir, University of Aarhus: Principles of Optimal Stopping and Free-Boundary Problems.
- Tuesday, 16 April, 2002 at 16:30 in Aud. D3, University of Aarhus: TOPOLOGY SEMINAR
- Rémi Léandre, Institut Elie Cartan, Nancy: Classifying space and stochastic Dirac-Ramond operator over the loop space.
- Wednesday, 24 April, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- David Balding, Department of Epidemiology and Public Health, Imperial College, London: Inferences about human history from genetic data.
- Wednesday, 15 May, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Pavel Gapeev, Moscow: Problems of sequential analysis for natural exponential families.
- Thursday, 16 May, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Alexander Bulinski, Moscow State University: The rates in the central limit theorem for random fields and applications to kernel estimates of a density.
- Wednesday, 29 May, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Martin Wagner, Bern: A canonical form for unit root analysis in the state space framework.
- Friday, 7 June, 2002 at 13:15 in Aud. 9, University of Copenhagen: QUANTUM SEMINAR
- Prof. L. Erdos, Georgia Institute of Technology: Multiplicity of magnetic ground states in two dimensions.
- Monday, 24 June, 2002 at 13:15 in Aud. 2, University of Copenhagen: PhD. DEFENSE
- Deimante Rusaityte: Stability bounds for ruin probabilities.
- Wednesday, 26 June, 2002 at 15:15 in Aud. 7, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Sylvain Rubenthaler, Paris VI: Introduction to nonlinear filtering and new results.
- Monday, 1 July, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Carsten Krabbe Nielsen, ASOR: Stable Markov Chains with Non-stationary Transition
Probabilities on a Continuous State Space.
- Wednesday, 3 July, 2002 at 14:15 in Aud. 8, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Daniel Gianola, University of Wisconsin-Madison: Introduction to gene expression data analysis.
- Tuesday, 13 August, 2002 at 14:00 in G3.3: SEMINAR
- Ray Streater, King's College, London: Navier-Stokes from Statistical
Dynamics
- Tuesday 10 September, 2002, at 15:15 in Aud. D3, University of Aarhus: Topology Seminar
- Michael Polyak, Tel Aviv University: Cubic complexes and polynomials in low-dimensional topology.
- Tuesday, 10 September, 2002 at 15:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Peter Tankov (Ecole Polytechnique, France): Inverse problems for Lévy processes and nonparametric calibration of jump-diffusion option pricing models.
- Tuesday, 10 September, 2002 at 16:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Henrik Hult (Royal Institute of Technology, Stockholm): Multivariate regular variation for additive processes.
- Wednesday 11 September, 2002, at 16:15 in Aud. D3, University of Aarhus: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR
- Michael Polyak, Tel Aviv University: Configuration space integrals: from math to physics and back.
- Wednesday, 11 September, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Uwe Kuechler (Humboldt University of Berlin): Markovian short rates driven by Lévy processes.
- Thursday, 12 September, 2002 at 13:00 in room G5-109, Fredrik Bajers Vej 7G, Aalborg University: Ph.D. Defence
- Kim Knudsen (Dept. of Mathematical Sciences, Aalborg University): On the Inverse Conductivity Problem.
- Friday 13 September 2002, at 13:15 in Aud. 9, University of Copenhagen: Q-SEMINAR
- Christopher Fuchs, Bell Lab.: On Unknown Quantum States: The Quantum de Finetti
Representation Theorem.
- Monday 16 September 2002, at 09:15 in Aud. 7, University of Copenhagen: Talk
- Christopher Fuchs, Bell Lab.: Quantum Mechanics as Quantum Information (and only a
little more).
- Wednesday, 18 September, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Bo Markussen (ASOR): The Product Integral and Brownian Motion.
- Tuesday, 24 September, 2002 at 16:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Pierpaolo Montana, University of Rome I: On preferences and arbitrage.
- Wednesday, 25 September, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Martin Jacobsen (ASOR): Multi-self-similar Markov processes in n dimensions and their Lamperti representations.
- Tuesday, 1 October, 2002 at 16:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Jostein Paulsen (University of Bergen): Optimal dividend payouts for diffusions with solvency
constraints.
- Wednesday, 2 October, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Jan Gorodkin (KVL): Computational RNA biology.
- Wednesday, 9 October, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Marc Yor (University of Paris 6): On the distribution of exponential functionals of Lévy processes.
- Tuesday, 22 October, 2002 at 15:15 in Aud. D3, University of Aarhus: TOPOLOGY SEMINAR
- Simon Willerton (Sheffield University): Towards a combinatorial TQFT from a hyper-kahler manifold (joint with Justin Roberts and Justin Sawon)
- Tuesday, 22 October, 2002 at 16:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Martin Jacobsen (ASOR): Martingales and the Distribution of the Time to Ruin.
- Wednesday, 23 October, 2002 at 16:15 in Aud. D3, University of Aarhus: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR
- Simon Willerton (Sheffield University): Gerbes and homotopy quantum field theories (joint with Ulrich Bunke and Paul Turner)
- Monday, 28 October, 2002 at 15:15 in Aud. G2: ANALYSIS SEMINAR
- Kenji Yajima (University of Tokyo):
Local time-decay of solutions to Schrödinger equations with time-periodic potentials.
- Tuesday, 29 October, 2002 at 16:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Holger Kraft (Fraunhofer ITWM): Optimal Portfolios with Stochastic Interest Rates and
Default Risk.
- Thursday, 31 October, 2002 at 14.00 in Aud. D1, University of Aarhus: CAF and MaPhySto SEMINAR
- Tom Hurd (McMaster University, Hamilton, Canada):
Optimal investment in semimartingale market models.
- Friday, 1 November, 2002 at 13:00 in room G5-109, Aalborg University, Fredrik Bajers Vej 7G: Ph.D Defence:
- Lasse Borup, Department of Mathematical Sciences, Aalborg University: Wavelet-type Expansions.
- Friday, 1 November, 2002 at 10:00 in room U100, University of Southern Denmark: Annual Meeting of DMF:
- Årsmøde i Dansk Matematisk Forening.
- Tuesday, 5 November, 2002 at 15.15 in Aud. D3, University of Aarhus: TOPOLOGY SEMINAR
- Stephane Baseilhac (Universita di Pisa):
Quantum hyperbolic invariants and a volume conjecture (Joint work with R.
Benedetti).
- Wednesday, 6 November, 2002 at 16.15 in Aud. D3, University of Aarhus: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR:
- Stephane Baseilhac (Universita di Pisa):
Quantum hyperbolic invariants and a volume conjecture (Joint work with R.
Benedetti).
- Wednesday, 13 November, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Magnus Wiktorsson (Lund): Some results regarding the approximation of Lévy processes
and Lévy driven SDEs.
- Thursday, 14 November, 2002 at 15:15 in Aud. D3, University of Aarhus: ANALYSIS SEMINAR
- Kim Knudsen (Aalborg University):
Reconstruction of conductivities from boundary measurements.
- Thursday, 14 November, 2002 at 16:30 in Aud. D3, University of Aarhus: ANALYSIS SEMINAR
- Horia Cornean (Aalborg University):
Spiraling attractors and quantum dynamics for a class of long-range magnetic fields.
- Wednesday, 20 November, 2002 at 15:15 in Aud. D3, University of Aarhus: TOPOLOGY SEMINAR
- Jørgen Ellegaard Andersen (University of Aarhus): Knot polynomials, quantum invariants, gauge theory and asymptotic expansion
- Wednesday, 27 November, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Niels Richard Hansen (University of Copenhagen): Significant folding of random sequences.
- Thursday, 28 November, 2002 at 15:15 in Aud. 9, University of Copenhagen: SEMINAR IN ANALYSIS
- Jouko Mickelsson (KTH Stockholm): Gerbes and quantum field theory.
- Wednesday, 4 December, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Priscilla Greenwood (Univ. of British Columbia and Arizona State University): Noise Assisted Signal Identification.
- Tuesday, 10 December, 2002 at 15.15 in Aud. D3, University of Aarhus: TOPOLOGY SEMINAR
- Matilde Marcolli (Max-Planck-Institut fuer Mathematik):
Surgery formula for Seiberg-Witten invariants of 3-manifolds.
- Tuesday, 10 December, 2002 at 16:15 in Aud. 9, University of Copenhagen: COLLOQUIUM IN ACTUARIAL MATHEMATICS
- Fredrik Armerin (Royal Institute of Technology): On cash flow valuation.
- Wednesday, 11 December, 2002 at 16.15 in Aud. D3, University of Aarhus: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR:
- Matilde Marcolli (Max-Planck-Institut fuer Mathematik):
Noncommutative geometry and the boundary of modular curves.
- Wednesday, 11 December, 2002 at 15:15 in Aud. 10, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
- Jesper Lund Pedersen (University of Copenhagen): Prediction of the ultimate maximum of Brownian motion and optimal stopping.

This document, *http://www.maphysto.dk/oldpages/events/past2002.html*,
was last modified
January 19, 2004.
Questions or comments to the contents of this document should
be directed to `maphysto@maphysto.dk`.