10 & 11 November 2000 Functional Stochastic Differential Equations
Speakers: S. Mohammed (Carbondale),B. Oksendal (Oslo), R. Kuske (Minnesota), T. Shardlow (Durham), X.-R. Mao (Strathclyde), H. Lisei(Berlin)
Friday 10 November
- 2.00-3.00 S. Mohammed - I - Stochastic Differential Systems with Memory
- 3.00-3.45 tea in the Mathematics Institute Common Room
- 3.45-4.45 B. Oksendal - I - A maximum principle for controlled stochastic delay systems and applications to finance - The dynamic programming approach
- 5.00-6.00 R. Kuske Stochastic Modulation equations for sddes
- evening meal at...
Saturday 11th Nov
- 9.30-10.30 S. Mohammed - II - Stochastic Differential Systems with Memory
- 10.30-11.15 coffee in the Mathematics Institute Common Room
- 11.15-12.15 B. Oksendal - II - A maximum principle for controlled stochastic delay systems and applications to finance - The stochastic maximum principle approach
- 12.15-1.15 sandwich lunch in the Mathematics Institute Common Room
- 1.15-2.15 T. Shardlow Weak approximation of sdde's
- 2.30-3.30 X-R. Mao Attraction for solutions of sfde's
- 3.30-4.15 tea in the Mathematics Institute Common Room
- 4.15-5.15 H. Lisei Conjugation of flows for stochastic delay-equations
- pub meal?
The Mathematics Institute will be open for participants on Sunday
The Symposium is supported by the EPSRC and also by the LMS via the Warwick British Visitors fund which supports certain categories of UK visitors with especial encouragement to graduate students at UK Universities.
There are also Marie Curie Fellowships which can enable EU graduate students to participate for a minimum period of 3 months.
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