School of Mathematical Sciences

Research menu

Probability and Applications

Time:Wednesday at 4pm
Location:Mathematics Seminar Room 513 (Mathematical Sciences Building)
Organizer:Sasha Gnedin

Date/Time Room Speaker Title
15/01/2014 - 4:00pm M513 Serguey Novak (Middlesex University London) Accuracy of Poisson approximation for sums of integer-valued r.v.s.
29/01/2014 - 4:00pm M513 Zhian Liang (Shanghai) Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
05/02/2014 - 4:00pm M513 George Kapetanios (SEF, QMUL) Exponent of cross sectional dependence: estimation and inference.
12/02/2014 - 4:00pm M513 Jérémie Unterberger (Université de Lorraine) Analytic extension of fractional Brownian motion
19/02/2014 - 4:00pm M513 Jordan Stoyanov (Newcastle) Moment Determinacy of Probability Distributions
26/02/2014 - 4:00pm M513 Martijn Pistorius (Imperial) ON EXPLICIT SOLUTION OF AN INVERSE FIRST-PASSAGE TIME PROBLEM FOR LEVY PROCESSES AND COUNTERPARTY CREDIT RISK
12/03/2014 - 4:00pm M513 Erik Baurdoux (LSE) Optimal prediction of the time of the ultimate maximum of a Lévy process
26/03/2014 - 4:00pm M513 Dario Spano (Oxford) On the ancestral process of long-range seed bank models
Subscribe to