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Host: Oxford University
Homepage: http://www.lms.ac.uk/activities/research_meet_com/short_course/march_00.html
Description:
The last fifty years have seen a dramatic expansion in the field of stochastic analysis. Stochastic techniques
have become crucial in diverse areas, from pure mathematics to applied sciences including biology, physics,
chemistry, engineering, and of course famously, over the last twenty-five years stochastic methods have
revolutionised the financial markets.
The meeting will be aimed at graduate students with an interest in stochastic analysis and its applications. The core of the meeting will be three series of lectures accessible to beginning research students, but of benefit to all research students:
Speakers: Professor Tomas Björk (Stockholm School of Economics):Stochastic methods in finance, Professor Geoffrey Grimmett (Statistical Laboratory, University of Cambridge): Interacting particle systems, Professor Tom Kurtz (University of Wisconsin, Madison): Martingale methods and weak convergence
Date received: November 24, 1999
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