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Stochastics Processes and Applications Mongolia 2015

Location

Ulaanbaatar, Mongolia

Dates

27/07/2015 to 07/08/2015

Presentation

Stochastic Processes and Applications Mongolia 2015 will be hosted by the School of Mathematics and Computer Science at the National University of Mongolia. Situated in the capital city Ulan Bator, this event takes place at the very heart of Asia and is open to all. The two-week research school will look at classical and contemporary topics from the theory of stochastic analysis with applications. These include: stochastic calculus with applications to optimisation; fragmentation, coalescence and combinatorial stochastic processes with applications to mining, biology and genetics; Lévy processes and their applications to applied probability models; modern financial and insurance mathematics.

Administrative and scientific coordinators

Tsogolgmaa Saizmaa (National University of Mongolia, Mongolia, tsogzolmaa@num.edu.mn)
Jean Bertoin (University of Zurich, Switzerland, jean.bertoin@math.uzh.ch)

Scientific committee

Amaury Lambert (Paris VI and College de France, France)
Christina Goldschmidt (Oxford, UK)
Andreas Kyprianou (Bath, UK)
Lea Popovic (Concordia, Canada)
Bayarmagnai Gombodorj (NUM, Ulan Bator)

Scientific program

Course 1: "Introductory stochastic calculus and applications", Maria-Emilia Caballero (UNAM, Mexico)
Course 2: "Fragmentation‐coalescence models and applications in mining and biology", Jean Bertoin (Zurich, Switzerland)
Course 3: "Introductory models in mathematical finance", Ernst Eberlein (Freiburg, Germany)
Course 4: "Optimal control theory", Bernt Oksendal (Oslo, Norway)