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MIMS

Marie Curie ITN Summer School

Date and Location

The lectures will take place in the Frank Adams Seminar Rooms 1 and 2, from Monday August 10 Friday August 21, 2009

Travel

Directions to MIMS are available.

Objectives

Supported by Marie Curie Initial Training Network, a summer school on stochastic analysis will be organized from August 10 till August 21 in Manchester. Series of lectures on various topics in stochastic analysis will be given.

It is free for people from the ITN network.

There will be registration fee of £100 for participants outside the network.

Organisers

The Summer School is organised by Professor Tusheng Zhang, Professor Ron Doney and Dr Markus Riedle. The Summer School administrator is Sebastian Rees.

Lecturers and Talks:

Rainer Buckdahn: Backward stochastic differential equations and related method in stochastic control.

Ron Doney: Fluctuation theory of Levy processes.

Bernt Oksendal: Malliavin calculus for Levy processes and applications.

Nicholas Privault: Predictable representation for continuous and jump processes, and applications.

Markus Riedle: Stochastic processes in Banach spaces.

Tusheng Zhang: Stochastic evolution equations and stochastic partial differential equations.

Programme

The programme is available here

Contact

To register for this Summer School, please contact Sebastian Rees
For further details, please contact Tusheng Zhang

Sponsors

The Summer School is supported by Marie Curie Initial Training Network and MIMS

 

MIMS The University of Manchester - School of Mathematics - Oxford Road- Manchester - M13 9PL - UK

For further information contact mims@manchester.ac.uk, tel: +44 (0)161 275 5812 or visit http://www.maths.manchester.ac.uk/mims