[MaPhySto logo]
MaPhySto
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

Events in 2002

Conferences, workshops, courses

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

Seminars and alike

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 Schr÷dinger 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:
┼rsm°de 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.