Stochastic processes and their Applications

Special session at
Mathematics and its applications
a joint SIMAI-SMAI-SMF-UMI meeting
Torino, July 6, 2006 (meeting on July 3–7)

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Contents

The aim of this Session is to discuss some of the recent central developments of the theory of stochastic processes. The presence of researchers interested on applications also allows to consider different frames, ranging from genetics to neurosciences to finance, where stochastic processes theory plays a fundamental role.

Speakers


Marc Yor (Univ. Paris VI) - "Lengths of Brownian excursions and penalization of the Wiener measure"

Michèle Thieullen (Paris VI) - "Probabilistic results in mass transportation"

Nathanael Enriquez (Paris VI) - "A sociological invariance principle for the fractional Brownian motion"

Julien Berestycki (Université de Marseille) - "Lambda coalescent and stable trees: applications to population genetics"

Antonio Lijoi (Università di Pavia) - "On some distributional properties of a class of normalized random measures"

Giovanni Peccati (Paris VI) - "Stable limit theorems for generalized stochastic integrals: applications to fractional Brownian motion and Poisson processes"

Giacomo Aletti (Universita' di Milano) "Problems of Stochastic Geometry in Material Sciences and Biomedicine"

Cristina Zucca (Università di Torino) "Multidimensional Bridges with Application to the integrated Brownian Motion "

Franco Pellerey (Politecnico di Torino) "Comparison results for branching processes in random environments "

Laura Sacerdote (Università di Torino) "Inverse first passage time methods and applications"

R.M. Mininni (Università di Bari) "Alternative approaches to estimate diffusion processes"

Barbara Trivellato (Politecnico di Torino) "Intertemporal trading and no-trading under asymmetric information"

Antonio Di Crescenzo (Università di Salerno) “Birth-and-death processes with catastrophes and their continuous approximations”

Program


Organizers