| A
CMA conference in honor of
Bernt Øksendal's 60th Anniversary
CMA, University
of Oslo, Norway
June 9-10, 2005.
Introduction:
On April 10, 2005, Bernt Øksendal turned sixty, and his
close colleagues wish to honor him with this scientific conference
to celebrate the occasion.
The conference will focus on the subjects more close to Bernt's
past and present activity: stochastic analysis, stochastic differential
equations, optimization, mathematical finance, complex analysis.
Bernt was born in Fredrikstad in 1945. He studied at the University
of Oslo and obtained his Ph.D. at UCLA, California. He has been
professor at the University of Oslo since 1991 and he has also been
adjoint professor at the Norwegian School of Economics and Business
Administration in Bergen since 1991. Bernt has supervised a considerable
number of Ph.D. students with different nationalities, and he has
been involved in several international projects both oriented to
research and to education.
Read more about Bernt in an article written by Knut Kristian Aase
here
(In Norwegian).
Invited speakers:
- Francesca Biagini, University of Bologna, Italy
- Kjell Arne Brekke, The Ragnar Frisch Centre
for Economic Research, University of Oslo
- Sandy Davie, University of Edinburgh, Scotland
- Yaozhong Hu, University of Kansas, USA
- Yuri Kondratiev, University of Bielefeld, Germany
- Edward Lungu, University of Botswana, Gaborone,
Botswana
- Habib Ouerdiane, University of Tunis El Manar
Tunisia
- Jurgen Potthoff, University of Mannheim, Germany
- Nicolas Privault, Université de La Rochelle,
France
- Marta Sanz-Solé, University of Barcelona,
Spain
- Ludwig Streit, University of Bielefeld, Germany
and University of Madeira, Portugal
- Agnes Sulem, INRIA, France
- Ali Suleyman Ustunel, Ecole Nat. Sup. Telecomm.
Paris, France
- Tusheng Zhang, University of Manchester, England
Program:
Collection
of abstracts
Thursday, June 9th (Venue: University Library)
0900-0915 Registration
0915-0930 Opening
0930-1010 Agnes Sulem, Title: Utility maximization
in an insider influenced market.
1010-1020 break
1020-1100 Ludwig Streit, Title: Stochastic
Optimal Control: A Simple Example.
1100-1120 coffee break
1120-1200 Sandy Davie, Title: Pointwise limits
of analytic functions.
1200-1300 lunch
1300-1340 Edward Lungu, Title: Application
of Lie Symmetries to Determine an Optimal Investment Policy.
1340-1350 break
1350-1430 Tusheng Zhang, Title: Perturbations
of symmetric Markov processes.
1430-1500 coffee break
1500-1540 Nicolas Privault, Title: An extension
of Clark's formula in distribution sense with a derivation operator
on Poisson space
1540-1550 break
1550-1630 Francesca Biagini, Title: Utility
optimization problems and minimal hedging for insiders
Friday, June 10th (Venue: The Norwegian Academy of Science
and Letters)
0930-1010 Yuri Kondratiev, Title: Interacting
particle systems in continuum: from stochastic dynamics to hydrodynamics.
1010-1020 break
1020-1100 Marta Sanz-Solé, Title: Large
deviation estimates for rough paths of fractional Brownian motion.
1100-1120 coffee break
1120-1200 Habib Ouerdiane, Title: Solutions
of stochastic heat equations of convolution type.
1200-1300 lunch
1300-1340 Jurgen Potthoff, Title: Sample Properties
of Random Fields.
1340-1350 break
1350-1430 Kjell Arne Brekke, Title: Using stochastic
control to understand ecosystems with humans.
1430-1500 coffee break
1500-1540 Ali Suleyman Ustunel, Title: Monge-Kantorovitch
measure transportation on the Wiener space and its applications.
1540-1550 break
1550-1630 Yaozhong Hu, Title: Detecting moving
objects under ocean
(19.00 For specially invited only: Dinner
at the Academy)
Venue and travel description
The conference will on the opening day (Thursday) be held in Georg
Sverdrups hus (the University Library) at the University of
Oslo, Blindern. Find building no 27 on this map.
More detailed travelling description here.
The Friday sessions will be held in the Norwegian Academy of Science
and Letters, at Drammensveien 78.
Organizing
committee:
- Fred Espen Benth, CMA
- Giulia Di Nunno, CMA
- Helge Galdal, CMA
- Helge Holden, NTNU and CMA
- Tom Lindstrøm, CMA
- Jan Ubøe, NHH
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