Program

Feb. 26th (Wed)

• Corina Constantinescu 14:00--14:40

  • Martingales in insurance risk processes

• Marie Kratz  14:50--15:30

  • The impact of systematic risk of the diversification benefits of  a risk portfolio

  • Andrea Collevecchio (1) 16:00--16:40

    • General random walk in a random environment defined on Galton--Watson trees I

• Andrea Collevecchio (2) 16:50--17:30

  • General random walk in a random environment defined on Galton--Watson trees II

Feb. 27th (Thu)

• • Tim Garoni (1) 9:30--10:10

    • Markov chains, mixing times, and the coupling method

  • Tim Garoni (2) 10:20--11:00

    • Mixing time of the Swendsen-Wang process on the complete graph

• Jie Zhong 11:10--11:50

  • Stochastic evolution systems with constant coefficients

Lunch

• Mark Bentley 14:00--14:40

  • Simplifying a model for the credit valuation adjustment on credit default swaps

• Nobutaka Shimizu/Ryo Akimoto 14:50--15:30

  • The put-call symmetry method in higher-order schemes

• Daniel Tokarev (1) 16:00--16:40

  • TBA

• Daniel Tokarev (2) 16:50--17:30

  • TBA

Feb. 28th (Fri)

• Gregory Markowsky (1) 9:30--10:10

  • The exit time of planar Brownian motion and conformal maps

• Gregory Markowsky (2) 10:20--11:00

  • The exit time of planar Brownian motion and the Phragmen-Lindelof principle

• Gô Yûki 11:10--11:50

  • Hölder continuity property of the densities of SDEs with singular drift coefficients

Lunch

• Takashi Nakamura 14:00--14:40

  • A modified Riemann zeta distribution and the exponential distribution

• Kazuhiro Yoshikawa 14:50--15:30

  • Multinomial distributions in Shintani zeta class

• Kais Hamza (1) 16:00--16:40

  • TBA

• Kais Hamza (2) 16:50--17:30

  • TBA