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Stochastics Processes and Applications Mongolia 2015


Oulan-Bator, Mongolie


27/07/2015 - 07/08/2015


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.

Responsables administratifs et scientifiques

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

Comité scientifique

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)

Programme scientifique

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