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

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Funded by The Danish National Research Foundation

Events in 2000

Conferences, workshop, courses

Tuesday 4 January - Friday 7 January 2000, University of Aarhus:

Concentrated Advanced Course on Vassiliev invariants, chord diagrams, the Kontsevich integral, the structure of the algebra of Feynman diagrams, and the universal Lie algebra.

10-11 January, 2000, in Koll G3, Building 532, University of Aarhus:

Joint CAF and MaPhySto Mini-symposium on Volatility and Derivative Securities.

17-22 January, 2000, University of Aarhus:

Workshop on Computational Stochastics.

24-28 January, 2000, University of Aarhus:

Concentrated advanced course on Lévy Processes.

Tuesday, 22 February, 2000 at 11:15 in H2.28:

Mini-workshop on Lévy Processes.

March-May, 2000, University of Copenhagen:

Graduate course on Canonical Commutation Relations and their Applications in Quantum Theory. Lecturer is Jan Derezinski.

20-25 May, 2000, Sandbjerg Manor, Denmark:

MaPhySto and StocLab Summer School on Stereology and Geometric Tomography.

5-9 June, 2000, Sandbjerg Manor, Denmark:

Workshop on Free Probability and Random Matrices.
(This was a satellite workshop to the joint AMS/Nordic Math. Societies conference.)

Wednesday 2 - Wednesday 9 August, 2000, Sandbjerg Manor, Denmark:

Summer School on Quantum Field Theory - from a Hamiltonian point of view.

14-18 August, 2000, University of Copenhagen:

Concentrated advanced course on Percolation theory and applications in statistical mechanics.

28 August - 1 September, 2000, University of Aarhus:

Concentrated advanced course on Lévy Processes and Branching Processes.

Monday 4 September - Tuesday 5 September, 2000

Informal Workshop on Lévy Processes.

Thursday 7 September, 2000:

Workshop on Inverse Problems and Related Topics.

21-24 November, 2000, University of Copenhagen:

Instructional Workshop on Empirical Process Techniques for Dependent Data.

Seminars and alike

Wednesday, 5 January, 2000 at 15:15 in Aud. 10:, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Mogens Bladt (Universidad Nacional Autónoma de México) Point processes with finite-dimensional conditional probabilities.

Friday, 21 January, 2000 at 13:00 in B3-104, Aalborg University: Doctoral Defense

Jesper Møller (Aalborg): Aspects of spatial statistics, stochastic geometry and Markov chain Monte Carlo Methods.

Tuesday, 1 February, 2000 at 14:15 in H2.28: SEMINAR

S. Z. Levendorskii (Rostov State Academy of Economics): Pseudo-differential Operators

Thursday, 3 February, 2000 at 14:15 in H2.28: SEMINAR

S. Z. Levendorskii (Rostov State Academy of Economics): Pricing of Perpetual American Put and of Barrier Options of European Type

Friday, 4 February, 2000 at 13:15 in Koll. G: SEMINAR

Mikhail A. Vronski (Steklov Mathematical Institute): Association of random variables and strong versions of limit theorems.

Tuesday, 8 February, 2000 at 17:15 in Aud. 10: Laboratory of Actuarial Mathematics, University of Copenhagen:

Mikhail A. Vronski (Steklov Mathematical Institute): The refinements of the strong versions of the CLT

Wednesday, 9 February, 2000 at 15:15 in Aud. 10: University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Steen Thorbjørnsen (Syddansk Universitet and MaPhySto): Some aspects of the asymptotic behavior of large Gaussian random matrices

Wednesday, 16 February, 2000 at 15:15 in the Seminar Room (at IMADA, Odense):

Uffe Haagerup (IMADA, Odense): Random Matrices and the Distribution of Zero's of the Riemannian Zeta Function.

Wednesday, 23 February, 2000 at 11:30 in H2.28:

Friedrich Hubalek (TU Wien): On the Föllmer-Schweizer decomposition and the entropy minimizing martingale measure for log-Lévy processes.

Wednesday, 23 February, 2000 at 15:15 in Aud. 10: University of Copenhagen:SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Martin Bøgsted Hansen (Aalborg University and MaPhySto): On the statistical aspects of inverse problems.

Wednesday, 16+23 February and 1 March, 2000 at 9:15 in H2.28:

Ken-iti Sato (Nagoya University): Lectures on density transformation of Lévy Processes.

Thursday, 2 March, 2000 at 14:00 in room E3-109 (at Aalborg University):

Steen Thorbjørnsen (MaPhySto and IMADA, Odense): Asymptotic bounds on the spectrum of operator valued Gaussian random matrices.

Friday, 3 March, 2000 at 15:15 in Aud. D3: ANALYSIS SEMINAR

Jan Derezinski (University of Warsaw): Scattering theory for spatially cut-off $P(\phi)_2$ Hamiltonians.

Thursday, 9 March, 2000 at 14:15 in H2.28: SEMINAR

Elena R. Loubenets (Moscow State Institute of Electronics and Mathematics): Stochastic evolution of a quantum system under a measurement.

Tuesday, 28 March, 2000 at 16:15 in H2.28: SEMINAR

Yumiko Sato (Aichi Institute of Technology): Chentsov type random fields. Examples and related topics.

Monday, 3 April, 2000 at 16:15 in Aud. D3: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR

Brian Steer (Oxford): Floer Homology for 3-manifolds with an embedded knot. .

Monday, 10 April, 2000 at 16:15 in Aud. D3: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR

Vladimir Turaev (Strasbourg): Homotopy field theory in dimension 3 and crossed categories.

Friday, 14 April, 2000 at 13:15 in Aud. 9, University of Copenhagen: Q-SEMINAR

Vladimir Turaev (Strasbourg): Quantum homotopy theory.

Friday, 28 April, 2000 at 14:15 in Aud. D3: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR

George Thompson (ICTP): Generalized Casson Invariants, Rozansky-Witten Invariants and the LMO invariant.

Monday, 1+8 May, 2000 at 16:15 in Aud. D3: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR

Jørgen Ellegaard Andersen (Aarhus): The Asymptotic Faithfulness Conjecture.

Friday, 5 May, 2000 at 13:15 in Aud. 9, University of Copenhagen: Q-SEMINAR

Jan Derezinski (Copenhagen and Warsaw): Scattering in P(\phi)_2 field theory.

Wednesday, 10 May, 2000 at 10:15 in Aud. G1: SEMINAR

Søren Asmussen (Lund): Importance sampling, large deviations and stratification with application to finance.

Friday, 12 May, 2000 at 14:15 in Aud. D3: GEOMETRIC MATHEMATICAL PHYSICS SEMINAR

Thang Le (Buffalo): On the Colored Jones Polynomials.

Tuesday, 23 May, 2000 at 14:15 in Room 303-026, Technical University of Denmark: SEMINAR

Arne Jensen (Aalborg): Wavelets and the Lifting Technique.

Wednesday, 31 May, 2000 at 15:15 in Aud. 10:, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

J.P.N. Bishwal (ISI Calcutta) Asymptotics for discretely observed diffusions based on approximate likelihoods.

Thursday, 15 June, 2000 at 14:00 in room E3-109 (at Department of Mathematical Sciences, Aalborg University):

Viktor Benes (Charles University, Prague): Statistical models for the mapping of disease-risk.

Monday 19 June, 2000 at 11:15, University of Aarhus:

Informal Workshop on Mathematical Physics.

Thursday, 24 August, 2000 at 14:15 in Aud. D2: SEMINAR

Alexander S. Cherny (Moscow State University): Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing

Thursday, 24 August, 2000 at 15:15 in Aud. D2: SEMINAR

Shiva Zamani (CMAP, Ecole Polytechnique Paris): On the HJM model, Musiela parametrization

Friday, 25 August, 2000 at 10:15 in Aud. D2: SEMINAR

Alexander S. Cherny (Moscow State University): On the Strong and Weak Solutions of Stochastic Differential Equations Governing Bessel Processes.

Friday, 25 August, 2000 at 13:15 in Aud. D2: SEMINAR

Tomasz Schreiber (Nicolas Copernicus University): On certain limit theorems and large deviation principles for random closed sets.

Friday, 25 August, 2000 at 14:15 in Aud. D2: SEMINAR

Yuri Bakhtin (Moscow State University): Asymptotic analysis of the Burgers equation with initial data given by associated random measures.

Wednesday, 30 August, 2000 at 15:15 in Aud. 10: University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Youssef Ouknine (Marrakesh): Generalized BSDEs, weak convergence and homogenization of semilinear PDEs with non-linear boundary condition.

Monday, 4 September, 2000 at 17:15 in Aud. 10, University of Copenhagen: LECTURE

Michael Vogelius (Rutgers and Copenhagen): Tomography by means of electromagnetic boundary fields.

Thursday, 14 September, 2000, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Nakahiro Yoshida, Graduate School of Mathematical Sciences, University of Tokyo: Partial mixing: Asymptotic expansion and applications.

Thursday, 21 September, 2000, University of Copenhagen: SEMINAR IN ANALYSIS

Sergei Levendorskii (Rostov-on-Don): On classes of pseudo-differential operators and boundary value problems arising in Mathematical Finance.

Thursday 5 October, 2000, at 15:00 in Aud. D3, University of Aarhus: SEMINAR

Jacob Schach Møller, University of Mainz: Correlation asymptotics and the Witten Laplacian.

Wednesday 11 October, University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Ulrike Putschke, ASOR and Humboldt University of Berlin: Asymptotic inference for affine stochastic delay equations.

Wednesday 1 November, 2000 at 15:15 in Aud. 10: University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Jan Rosinski: Approximations of small jumps of Levy processes with a view towards simulation.

Thursday 2 November, 2000 at 14:00 in room E3-109: Aalborg University, Fredrik Bajers Vej 7E: SEMINAR

Søren Fournais: Semiclassics of the quantum current/magnetisation.

Thursday 2 November, 2000 at 15:15 in Aud.9: University of Copenhagen: SEMINAR IN ANALYSIS

Jon Johnsen, Aalborg University: A Parametrix Construction for Semi-Linear Boundary Problems.

Thursday 9 November, 2000 at 14:00 in room E3-109: Aalborg University, Fredrik Bajers Vej 7E: SEMINAR

Horia Cornean: On the magnetization of a charged Bose gas in the canonical ensemble.

Monday 20 November, 2000 at 15:15 in Aud. 7: University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Xiaohong Chen, London School of Economics: Principal Components and the Long Run.

Wednesday 29 November, 2000 at 15:15 in Aud. 10: University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Ulrike Putschke, Humboldt-University of Berlin and ASOR: Asymptotic inference for affine stochastic delay equations.

Wednesday 6 December, 2000 at 15:15 in Aud. 10: University of Copenhagen: SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY

Bjarne Andresen, Niels Bohr Instituttet: Simulated annealing optimized with results from finite-time thermodynamics.

Thursday 7 December, 2000 at 14:00 in room E3-109: Aalborg University, Fredrik Bajers Vej 7E: SEMINAR

Marie-Colette van Lieshout, Center for Mathematics and Computer Science, Amsterdam: Spatial Cluster Analysis using Point Processes.