Seminar on Stochastic Processes - 1999
SCHEDULE
March 18- 20,1999
Thursday, March 18, 1999
9:30 - 10:30
Leonid Mytnik (Technion)
A duality approach to proving uniqueness
10:30 - 11:00
Tea
11:00 - 12:00
Hans Föllmer (Humboldt Universität)
Some probabilistic aspects of insider trading
12:00 - 1:30
Lunch
1:30 - 2:30
Informal/Problem sessions
2:30 - 3:00
Tea
3:00 - 4:30
Informal/Problem sessions
Friday, March 19, 1999
9:30 - 10:30
Wendelin Werner (Univ. Paris Sud)
Intersection exponents
10:30 - 11:00
Tea
11:00 - 12:00
David Aldous (UC Berkeley)
From random walks on discrete tree space to diffusions on continuous tree
space
12:00 - 1:30
Lunch
1:30 - 2:30
Informal/Problem sessions
2:30 - 3:00
Tea
3:00 - 4:30
Informal/Problem sessions
Saturday, March 20, 1999
9:30 - 10:30
Bruce Driver (UC San Diego)
On path integral formulas on manifolds
10:30 - 11:00
Tea
11:00 - 12:30
Informal/Problem sessions