Stochastic Analysis and Applications
Welcome to the second Linnaeus University Workshop in Stochastic Analysis and Applications to be held in Växjö, Sweden, 27-28 June 2011.
The International Center for Mathematical Modelling in Physics, Engineering and Cognitive Sciences (ICMM) at Linnaeus University invites all interested to the second Linnaeus University Workshop in Stochastic Analysis and its Applications (LSAA).
This two-day workshop deals with analytical and numerical results of stochastic models. It addresses two topics of intensive and growing research activities:
• Backward-Forward Equations, with many important applications in financial mathematics.
• Time-Series Econometrics. In 2003, Granger and Engle received the Nobel Prize in Economics for their research in Time-Series Econometrics.
The conference addresses an interdisciplinary audience. The official language is English, and all presentation material should be in English. LSAA is financially supported by The Swedish Research Council (Vetenskapsrådet).
Organizing committee
The interdisciplinary interests in this field are manifested in the organizing committee:
• Jan Ekberg, the School of Business and Economics, Linnaeus University, Växjö, Sweden
• Astrid Hilbert, the School of Computer Science, Physics and Mathematics, Linnaeus University, Växjö, Sweden
• Bernt Øksendal, Department of Mathematics, CMA and University of Oslo, Norway
Learn more about the workshop by clicking the sub-menu links to the left.