Third Seminar on

Stochastic Analysis, Random Fields and Applications

September 19-24, 1999


Centro Stefano Franscini

Ascona, Switzerland

Topics


Stochastic partial differential equations and particle systems
Infinite dimensional processes and Dirichlet forms
Financial asset pricing and interest rate  models
Stochastic algorithms

Tuesday afternoon will be devoted to lectures in honour of Prof. Sergio ALBEVERIO on the occasion of his 60th birthday


Among the speakers

S. Albeverio (Bonn) M. Avellaneda (Columbia)
O. Barndorff-Nielsen (Aarhus) G. Ben Arous (EPFL Lausanne)
Ph. Blanchard (Bielefeld) R. Carmona (Princeton)
A.B. Cruzeiro (Lisbon) G. Da Prato ( SNS Pisa)
N. El Karoui (Polytechnique) K. Fleischmann (Berlin)
C. Mueller (Rochester) M. Musiela (Sydney)
D. Nualart (Barcelona) B. Oksendal (Oslo)
G. Pagès (Paris 12) E. Pardoux (Aix-Marseille 1)
E. Platen (Canberra) M. Röckner (Bielefeld)
M. Sanz (Barcelona) B. Rozovski (Southern California)
M. Yor (Paris 6) J.-Cl. Zambrini (Lisbon)

For further information, please contact the Secretary of the Conference:

Mrs Erika GINDRAUX, Ascona 99, Département de Mathématiques, Ecole Polytechnique Fédérale, CH-1015 Lausanne (Switzerland)
EMAIL: gindraux@math.epfl.ch   Fax +41 21 91 693 43 03
 
 

Organizers:

Robert DALANG Marco DOZZI Francesco RUSSO
Ecole Polytechnique Fédérale

de Lausanne

Université de Nancy II Université de Paris 13

Sponsors:

Swiss National Science Foundation, Swiss Academies of natural Science and Medecine,
ETH Zürich, Département de Mathématiques de Ecole Polytechnique Fédérale de Lausanne,
Centro di studi bancari Lugano