Mini-Workshop in Stochastic Analysis and its Applications

About the event

The workshop will take place on 5, 6 and 9 December 2019 in the Department of Mathematics and Applied Mathematics at the University of Pretoria. The event will basically start on 5 Dec 2019 at 13:30 and will close on 9 Decembre at 12:30.

The aim of this 3 half-days meetings is to introduce students and young researchers into the area of stochastic analysis and its applications. We also hope that the workshop will stimulate exchange of ideas and create long-term collaborations between the experts from Montanuniveristaet Leoben, the University of Pretoria and other South African universities.

Experts and young researchers from Montanuniversitaet Leoben will give series of lectures on analysis and numerical analysis of stochastic differential equations, Backward Stochastic Differential Equations and Stochastic Control (or Stochastic Ferromagnetism). Each topics will be covered in 3 lectures of (more or less) 3 hours in total. The level of the lectures range from introduction to advanced topics.

Experts from the University of Pretoria will deliver talks in advanced topics from Mathematics of Finance and Stochastic Analysis.

The speakers

Ms Chigoziem Emereuwa, University of Pretoria, South Africa

Prof Erika Hausenblas, Montanuniversitaet Leoben, Austria

Dr Rodwell Kufakunesu, Uniersity of Pretoria, South Africa

Dr Debopriya Mukherjee, Montanuniversitaet Leoben, Austria

Dr Alexander Steinicke, Montanuniversitaet Leoben, Austria

Dr Gusti van Zyl, University of Pretoria, South Africa

Registration

The workshop is free of charge, but for the sake of organization registration is strongly advised. Please send an e-mail to

paul.razafimandimby@up.ac.za or tesfalem.tegegn@up.ac.za if you are interested in attending.

The registration is now open and will be closed on 15 November 2019.

Unfortunately, we are unable to give any financial support. Each participant should organize his/her own transport and accommodation.

Venue and timetable

You can download the timetable here. The book of abstract is here.

The workshop will take place in room BOT 2-26, Botany Building (next to the Mathematics Department), at the University of Pretoria. Please see this map

https://goo.gl/maps/2nEJeMnzPWfEpuqZ6

Participants who are not from University of Pretoria

The Security Service of the University of Pretoria will send an e-mail to the participants who are not from the University of Pretoria. These e-mail will grant you access to the UP campus. Please show these e-mail at the Security Point at the Main Entrance on Lynwood Road (you have to use the Main Entrance on Lynwood Road!)

Organizers

Tesfalem Tegegn, University of Pretoria.

Zakaria Ali, University of South Africa.

Paul Razafimandimby, University of Pretoria and University of York

Erika Hausenblas, Montanuniversitaet Leoben.

List of participants

Montaz Ali , Wits University

Nouralden Mohammed , Wits University

Getachew Temesge, TUT

Ur Koumba, University of Free State

Sibusisiwe Mabaso, University of Pretoria

Zakaria Ali, UNISA

Molwatwa Kanyane, SMU

CLAUDE MOUTSINGA, SMU

Joshwyn Mabena, SMU

Jaco Stroebel, University of Pretoria

Muvhuso Busisiwe Phathela, University of Pretoria

Makoba Kholofelo, University of Pretoria

Lesedi Mabitsela, University of Pretoria

Sabelo Letsoalo, University of Pretoria

Tebogo Kgosana, University of Pretoria

Tesfalem Tegegn, University of Pretoria

Gusti van Zyl, University of Pretoria

Rodwell Kufakunesu, University of Pretoria

Chigoziem Emereuwa, University of Pretoria

Erika Hausenblas, University of Leoben

Alexander Steinicke, University of Leoben

Debopriya Mukherjee, University of Leoben

Acknowledgement

The workshop is mainly funded by National Research Foundation South Africa (Grant Numbers 109355 and 112084).

We gratefully acknowledge the University of Pretoria for the logistic support and financial support.

We are thankful to the Montanuniversitaet Leoben and the Austrian Science Fund for partially supporting the trips of the speakers to South Africa.