Full Seminar Archive

Our regular seminar program covers a broad range of topics from applied mathematics, pure mathematics and statistics. All staff and students are welcome. This page has a complete list of past seminars and a list restricted by year can be accessed via the left-hand menu.

Ana Camelia Tiplea - Scuola Normale Superiore di Pisa and Westpac Banking Corporation
We study the pricing and hedging of American derivatives written on N risky assets having uncertain (stochastic) volatilities. We consider the stochastic optimal control problem with optimal stopping...

Michael Roeckner - University of Bielefeld
The first part of the talk will recall extinction results for stochastic partial differentialequations (with multiplicative noise) of porous media type. These include stochastic fast diffusion...