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| We acknowledge the support of our Sponsors |
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| Monash-Ritsumeikan
Symposium on Probability and Related Fields |
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The Symposium Program is given below. Click here
for a PDF version and here for
a full program.
| Vyacheslav Abramov |
Monash University |
Continuity theorems for the
M/M/1/n queueing system |
Friday,
2:30 -- 3:00 |
Theatre S1,
Building 25 |
| Jiro Akahori |
Ritsumeikan University, Kyoto |
Anti-symmetric Malliavin calculus and its application |
Friday,
9:00 -- 10:00 |
Theatre S1,
Building 25 |
| Tomas Bjork |
Stockholm School of Economics |
Optimal
investment under partial information |
Thursday,
11:30 -- 12:00 |
Theatre S1,
Building 25 |
| Kostya Borovkov |
The University of Melbourne |
On level crossings by piecewise-deterministic
Markov processes |
Thursday,
2:00 -- 2:30 |
Theatre S1,
Building 25 |
| Peter Brockwell |
The University of Melbourne |
Existence and uniqueness of stationary
Levy-driven CARMA processes |
Wednesday,
10:00 -- 10:30 |
Theatre S1,
Building 25 |
| Boris Buchmann |
Monash University |
A Chung-Wichura law for
Levy Processes, both for
large and small times |
Friday,
3:00 -- 3:30 |
Theatre S1,
Building 25 |
| Freddy Delbaen |
ETH, Zurich |
The relation between g-expectations and time
consistent monetary utility functions: the general case |
Thursday,
9:00 -- 10:00 |
Theatre S1,
Building 25 |
| Francois Dufour |
Bordeaux I |
Stability properties of piecewise deterministic
Markov processes |
Thursday,
2:30 -- 3:00 |
Theatre S1,
Building 25 |
| Daniel Dufresne |
The University of Melbourne |
Barnes integrals and probability theory |
Thursday,
10:00 -- 10:30 |
Theatre S1,
Building 25 |
| Kais Hamza |
Monash University |
Markov martingales with Brownian marginals |
Wednesday,
11:30 -- 12:00 |
Theatre S1,
Building 25 |
| Keisuke Hara |
Ritsumeikan University, Kyoto |
On smooth paths as rough paths |
Wednesday,
11:00 -- 11:30 |
Theatre S1,
Building 25 |
| Saul Jacka |
Warwick University |
Minimising the time to a decision |
Thursday,
11:00 -- 11:30 |
Theatre S1,
Building 25 |
| Mark Joshi |
The University of Melbourne |
Achieving higher order convergence for binomial trees |
Wednesday,
4:00 -- 4:30 |
Theatre S1,
Building 25 |
| Konstantinos Kardaras |
Boston University |
Market viability under restricted agent information |
Wednesday,
3:00 -- 3:30 |
Theatre S1,
Building 25 |
| Fima Klebaner |
Monash University |
Markovian paths to extinction |
Friday,
11:30 -- 12:00 |
Theatre S1,
Building 25 |
| Ross Maller |
ANU |
Convergence in distribution of
Levy processes at small
times with self-normalization |
Friday,
10:00 -- 10:30 |
Theatre S1,
Building 25 |
| Boris Miller |
Monash University |
Optimization of Markov chains with constraints |
Thursday,
12:00 -- 12:30 |
Theatre S1,
Building 25 |
| Tony Pakes |
UWA |
Conditional
limit results for a critical Markov branching process with
extremely infinite offspring variance |
Friday,
11:00 -- 11:30 |
Theatre S1,
Building 25 |
| Eckhard Platen |
UTS |
On honest times in financial modelling |
Wednesday,
2:30 -- 3:00 |
Theatre S1,
Building 25 |
| Christian Rau |
Monash University |
On the asymptotic variance of vacancy for Boolean
models with grain distortions |
Friday,
2:00 -- 2:30 |
Theatre S1,
Building 25 |
| Marek Rutkowski |
UNSW |
Hedging of credit default swaptions |
Wednesday,
2:00 -- 2:30 |
Theatre S1,
Building 25 |
| Yuichi Shiozawa |
Ritsumeikan University, Kyoto |
A note on localization for branching Brownian
motions in random environment |
Friday,
12:00 -- 12:30 |
Theatre S1,
Building 25 |
| Albert Shiryaev |
Moscow State University |
On the conditionally-extremal problems of the
quickest detection of nonpredictable times of the
observable Brownian motion |
Wednesday,
9:00 -- 10:00 |
Theatre S1,
Building 25 |
| Aidan Sudbury |
Monash University |
Blocking and dimer models on random trees and
Tk |
Wednesday,
12:00 -- 12:30 |
Theatre S1,
Building 25 |
| Aihua Xia |
The University of Melbourne |
The polynomial birth-death processes |
Thursday,
3:00 -- 3:30 |
Theatre S1,
Building 25 |
| Kenji Yasutomi |
Ritsumeikan University, Kyoto |
On the asymptotic behavior of the prices of
exotic options |
Wednesday,
4:30 -- 5:00 |
Theatre S1,
Building 25 |
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| Accommodation |
|
Gateway
on Monash are offering a special rate for our meeting.
Please mention the Monash University Group for December 2008
when booking. Other Accommodation:
|
| Location |
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Both meetings will be held at Monash University's Clayton
Campus. Click here for a
map of the Clayton campus.
Click here
for a Google map and here for a map
of Buildings 25 and 28. |
| Contacts |
| For further details please contact Kais
Hamza or Fima
Klebaner. |
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