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
Directions to MIMS are available.
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.
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.
The programme is available here
The Summer School is supported by Marie Curie Initial Training Network and MIMS