Seminar

Seminar on Stochastic Processes 2021

2/7/2021

Speaker: Trần Hùng Thao (Viện Toán học)

Title: Malliavin calculus and stochastic filtering problems

25/6/2021

Speaker: Nguyễn Lưu Sơn (University of Puerto Rico)

Title: A General Stochastic Maximum Principle for Mean-Field Controls with Regime Switching

17/6/2021

Speaker: TS. Lê Thanh Bính (Đại học Quy Nhơn)

Title: On Asymptotic Variance of Whole-Plane SLE (Phần 2)

11/06/2021

Speaker: Nguyen Tran Thuan (Vinh Univerisity and Saarland University, Germany)

Title: Quadratic hedging strategies in incomplete financial markets.

04/06/2021

Speaker: Trần Thị Thanh Dịu, University of Luxembourg, Luxembourg.

Title: Gaussian approximation: From Malliavin-Stein approach to information theory

28/5/2021

Speaker: Trần Ngọc Khuê (Đại học Phạm Văn Đồng)

Title: Malliavin calculus for jump diffusion processes (Phần 2)

21/5/2021

Speaker: Nguyễn Thanh Diệu (Vinh University

Title: Stationary distribution and extinction of a stochastic epidemic model with isolation

14/5/2021

Speaker: Nguyễn Thị Kim Sơn (Hanoi Metropolitan University)

Title: Fuzzy Stochastic Evolution Equations and Applications

16/4/2021

Speaker: Lê Thanh Bính (Đại học Quy Nhơn)

Title: On Asymptotic Variance of Whole-Plane SLE (Phần 1)

9/4/2021

Speaker: Lương Đức Trọng (HNUE)

Title: Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally H\"older continuous diffusion coefficients

2/7/2021

Speaker: Ngô Hoàng Long (HNUE)

Title: Simulation for Dyson-Brownian motion and related processes

26/3/2021

Speaker: Phạm Việt Hùng (Viện Toán học)

Title: Malliavin-Stein method

19/3/2021

Speaker: Đoàn Thái Sơn (Viện Toán học)

Title: Random walk in cone

12/3/2021

Speaker: Trần Ngọc Khuê

Title: Malliavin calculus for jump-diffusion processes