Past Events
The DYNSTOCH workshop in 2024 took place in Kiel, Germany, 22 - 24 May 2024
Venue: Kiel University
Organizers: Jan Kallsen & Mathias Vetter
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2023 took place in London 27 - 29 March 2023
Venue: Imperial College
Organizers: Dan Crisan and Almut Veraart
Scientific committee: Valérie Chavez-Demoulin, Carsten Chong, Anne Leucht, Orimar Sauri, Kirstin Strokorb and Michael Sørensen
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2022 took place in Paris 29 June - 1 July 2022
Venue: Institut Henri Poincaré, Amphithéatre Hermite
Organizers: Emmanuelle Clement, Arnaud Gloter and Maud Delattre
Scientific committee: Charlotte Dion, Céline Duval, Eva Löcherbach, Miguel Martinez, Mark Podolskij and Michael Sørensen
More information is available at the workshop homepage.
The DYNSTOCH workshops in 2020 and 2021 were cancelled because of COVID-19
The DYNSTOCH workshop in 2019 took place in Delft, The Netherlands, 12-14 June 2019
Venue: Delft University of Technology
Organizers: Frank van der Meulen and Jakob Söhl
Scientific committee: Mark Podolskij, Jakob Söhl, Michael Sørensen, Peter Spreij, Frank van der Meulen
More information is available at workshop homepage.
The DYNSTOCH workshop in 2018 took place in Porto, Portugal, 6-8 June 2018
Venue: Faculty of Engineering of the University of Porto
Organizer: Paula Milheiro-Oliveira
Scientific committee: Arnaud Gloter, Dasha Loukianova, Paula Milheiro-Oliveira, Peter Spreij, Michael Sørensen
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2017 took place in Siegen, Germany, 5-7 April
This workshop was the 25th meeting of the network (including the pre-dynstoch-time).
Organizer: Alexander Schnurr
Scientific committee: Alexander Schnurr, Peter Spreij, Michael Sørensen
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2016 took place in Rennes, France, 8-10 June
Venue: University of Rennes
Organizers: Dominique Dehay, Ronan Le Guével, Michael Sørensen
Scientific committee: Dominique Dehay, Reinhard Höpfner, Adeline Leclercq Samson, Michael Sørensen, Masayuki Uchida
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2015 took place in Lund, Sweden, 27-29 May
Venue: University of Lund
Organizers: Dragi Anevski, Johan Lindström, Michael Sørensen
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2014 took place in Coventry, 10-12 September
Venue: University of Warwick
Organizers: Gareth Roberts, Murray Pollock, Michael Sørensen
More information is available at the workshop homepage.
The DYNSTOCH workshop in 2013 took place in Copenhagen, 17-19 April
Venue: University of Copenhagen
Organizers: Susanne Ditlevsen, Niels Richard Hansen and Michael Sørensen
The DYNSTOCH workshop in 2012 took place in Paris, 7-9 June
Venue: Institut Henri Poincaré
Organizers: Sylvain ELATTRE, Valentine GENON-CATALOT, Catherine LAREDO, and Mathieu ROSENBAUM
Scientific committee: Valentine GENON-CATALOT, Catherine LAREDO, Eva LÖCHERBACH, Dasha LOUKIANOVA, and Mathieu ROSENBAUM
The DYNSTOCH workshop in 2011 took place in Heidelberg, Germany, 16-18 June
Venue: German-American Institute
Organizer: Mark Podolskij
The DYNSTOCH workshop in 2010 took place in Angers, France, 17 - 19 June
Venue: University of Angers
Organizer: Lioudmila Vostrikova
The DYNSTOCH workshop in 2009 took place in Berlin, 8 - 10 October
Venue: The Humboldt-University
Organizer: Markus Reiß
The DYNSTOCH workshop in 2008 took place in Padua, 26 - 28 June
Venue: Palazzo Bo, University of Padov
Organizers: Gianni Di Masi, Lorenzo Finesso and Andrea Gombani
The DYNSTOCH workshop in 2007 took place in Amsterdam, Netherlands 7 - 9 June
Venue: Institute of Mathematics, University of Amsterdam
Organizer: Peter Spreij
The DYNSTOCH workshop in 2006 took place in Mainz, Germany 8 - 10 June
Venue: Institute of Mathematics, University of Mainz
Organizer: Reinhard Höpfner
The DYNSTOCH workshop in 2005 took place in Le Mans, France 5 - 8 January
Title: Asymptotical Statistics of Stochastic Processes V
Venue: Le Mans
Organizer: Yury A. Kutoyants
Joint Dynstoch/MaPhySto Workshop on INFERENCE FOR PARTIALLY OBSERVED PROCESSES
Dates: June 7 - 9, 2004
Venue: Copenhagen, Denmark
Organizers: Martin Jacobsen and Michael Sørensen
For more information, see the workshop home-page.
The DYNSTOCH workshop in 2004 took place in Copenhagen, Denmark 3 - 5 June
Venue: Copenhagen, Denmark
Organizer: Michael Sørensen
The Fractional Brownian days took place in Helsinki, Finland 25 - 26 September
Venue: University of Helksinki
Organizer: Esko Valkeila
Concentrated Advanced Course on Statistical Methods for Financial Risk Management
Dates: May 26 - 30, 2003
Venue: University of Copenhagen
Organizers: Søren Asmussen (University of Aarhus), Martin Jacobsen (University of Copenhagen), Thomas Mikosch (University of Copenhagen) and Michael Sørensen (University of Copenhagen)
Main Lectures by Alexander McNeil (ETH Zurich and RiskLab Zurich)
Further Lectures by: Henrik Hult (Stockholm), Thomas Mikosch (Copenhagen), Catalin Starica (Gothenburg), and Murad Taqqu (Boston)
The course aimed in particular at young people (PhD students, postdocs,...).
For more information see www.math.ku.dk/~mikosch/maphysto_alex/alex.html
The fourth DYNSTOCH workshop in 2003 took place in Helsinki, Finland 22 - 24 May
Venue: University of Helksinki
Organizer: Esko Valkeila
The DYNSTOCH workshop in 2003 took place in La Manga, Spain 15 - 17 May
Venue: Hotel Sol Galua, La Manga, Spain
Scientific committee: Carmen Armero (Universitat de Valencia, Spain), Juan Antonio Cano (Universidad de Murcia, Spain), Alan Gelfand (Duke University, USA), Mathieu Kessler (Universidad de Cartagena, Spain), Sonia Petrone (Universita' "L. Bocconi", Italy), David Rios Insua (Universidad Rey Juan Carlos, Spain), Gareth Roberts (Lancaster University, UK), Fabrizio Ruggeri (CNR-IMATI, Italy), Pilar Sanmartin (Universidad de Cartagena, Spain), Refik Soyer (George Washington University, USA), and Mike Wiper (Universidad Carlos III, Spain)
For more information, see the workshop home-page.
Spring School on Stochastic Delay Differential Equations
Dates: March 12 - 15, 2003
Venue: Humboldt University of Berlin
Invited Lecturers:
X. Mao (Glasgow)
S. Mohammed (Carbondale)
B. Oksendal (Oslo)
Scope: The spring school was addressed to students and researchers with a background in stochastic analysis with an interest in obtaining some insight into the theory and applications of stochastic differential equations involving a time lag or other memory effects.
The Spring School was organised by the research group "Stochastic Differential Equations" Humboldt University Berlin, Germany and supported by DYNSTOCH, Graduiertenkolleg "Stochastic Processes and Probabilistic Analysis", and Sonderforschungsbereich 373 "Quantification and Simulation of Economic Processes".
The DYNSTOCH workshop Dynamical Stochastic Modeling in Biology in 2003 took place in Copenhagen, Denmark 8 - 10 January
Venue: University of Copenhagen
Organizers: Marianne Huebner (Michigan State University) and Michael Sørensen (University of Copenhagen)
Speakers:
Bo Martin Bibby (The Royal Veterinary and Agricultural University, Copenhagen)
Dennis Bray (University of Cambridge)
Susanne Ditlevsen (University of Copenhagen)
Bryan T. Grenfell (University of Cambridge)
Michael Höhle (The Royal Veterinary and Agricultural University, Copenhagen)
Marianne Huebner (Michigan State University)
Valerie Isham (University College London)
Mogens Høgh Jensen (University of Copenhagen)
Hidde de Jong (INRIA, France)
Anders Krogh (University of Copenhagen)
Catherine Laredo (INRA/Paris 6-7)
Gesine Reinert (University of Oxford)
Michael S. Samoilov (University of California, Berkeley)
Eugene van Someren (Technical University of Delft)
David Steinsaltz (University of California, Berkeley)
Fengzhu Sun (University of Southern California)
The main purpose of the workshop was to discuss dynamical stochastic models for biological problems and to identify new areas where such models might be useful. The emphasis of the workshop was be on ecology, gene regulatory networks and topics in bioinformatics. The workshop was organized jointly by MaPhySto (Centre for Mathematical Physics and Stochastics) and DYNSTOCH.
A Review on Estimation Procedures for Stochastic Differential Equations
Dates: November 6-8, 2002
Venue: University of Mainz
Four lectures by Mathieu Kessler (University of Cartagena)
The following topics were covered:
stochastic differential equations
parametric inference
discrete sampling
estimating functions
generalized method of moments
approximation of the likelihood
approximation of the score function
The lectures gave a survey on a field of recent important developments in statistics of diffusion processes. They were organized by Reinhard Hoepfner in the framework of the DFG-Schwerpunktprogramm Interagierende stochastische Systeme von hoher Komplexitaet and were organized jointly with the EU network Statistical Methods for Dynamical Stochastic Models in the sense that all 'young researchers' of the EU network were cordially invited to this series of lectures.
DYNSTOCH Summer School - From Levy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance
Dates: 20 - 27 August, 2002
Venue: University of Aarhus
Organizers: Ole E. Barndorf-Nielsen (University of Aarhus), Bent Jesper Christensen (University of Aarhus), Albert N. Shiryaev (Steklov Institute, Moscow) and Michael Sørensen (University of Copenhagen)
Introduction to Semimartingales and their Basic Algebra. Lectures by Professor Albert N. Shiryaev, Steklov Institute, Moscow
Change of Time and Measure. Lectures by Professor Albert N. Shiryaev, Steklov Institute, Moscow
Stochastic Volatility Models and some of their Applications. Lectures by Professor Neil Shephard, Nuffield College, Oxford, Professor Ole E. Barndorff-Nielsen, MaPhySto, Aarhus, and Professor Friedrich Hubalek, Vienna University of Technology.
In addition to the lecture series there were several invited talks, and some tutorial classes.
The course was a joint event with the Centre for Mathematical Physics and Stochastics (MaPhySto) and the Centre for Analytical Finance (CAF).
The third DYNSTOCH workshop in 2002 took place in La Manga, Spain 19 - 21 May
Venue: La Manga, Spain
Organizer: Matthieu Kessler
DYNSTOCH Concentrated Advanced Course on Long Range Dependence, Heavy Tails and Rare Events with Applications to Finance and Telecommunications
Dates: 6 - 10 May, 2002
Venue: University of Copenhagen
Main Lectures by Gennady Samorodnitsky (Cornell University). Further Lectures by: Søren Asmussen (Lund), Patrik Albin (Chalmers), Murad Taqqu (Boston), Bert Zwart (INRIA).
The course was a joint event with the Centre for Mathematical Physics and Stochastics (MaPhySto) and the Centre for Analytical Finance (CAF). It was organized by Søren Asmussen (University of Lund), Thomas Mikosch (University of Copenhagen) and Michael Sørensen (University of Copenhagen).
The course aimed at graduate students in probability theory, statistics, finance, telecommunications and the researcher wishing to get an overview of methods and techniques on modeling heavy tails, long range dependence and rare events given by some of the leading specialists in the area.
Gennady Samorodnitsky's course started with classical ideas on heavy tails, long range dependence and large deviations, and showed how these ideas can be combined into a fruitful point of view on the length of memory in a stochastic system. Areas of applications discussed included finance and risk, communication networks and climate related issues.
DYNSTOCH Course on Fractional Brownian Motion
Six lectures on fractional Brownian motion were given by Esko Valkeila (University of Helsinki) from Monday 4.2.02 to Thursday 7.2.02 at the University of Mainz.
The course was organized by Reinhard Höpfner.
The following topics were treated: Basic properties of FBM's; Stochastic analysis with FBM: integration, Girsanov theorems, stochastic differential equations; Approximation of FBM's; Applications; Connection to Gaussian processes; Parameter estimation.
DYNSTOCH Workshop on Hellinger Integrals and Processes
Dates: 6 - 7 September 2001
Venue: Helsinki
Organizers: E. Valkeila (Helsinki, local organizer), K. Dzhaparidze (CWI, Amsterdam), P. Spreij (UA, Amsterdam) and A. Gushchin (Steklov, Moscow)
The workshop was organized jointly by DYNSTOCH and INTAS Project 99-00016. The purpose of the workshop was to have an overview of the recent progress in the field of Hellinger integrals and processes. These tools are used in probability theory and statistics and in various applications and are central to several activities in DYNSTOCH.
Course on some Aspects of Diffusion Processes
Dates: 27-30 August, 2001
Venue: Helsinki, Finland
Organiser: Esko Valkeila (Organized jointly with the Finnish Graduate School in Stochastics)
Speakers:
P. Salminen (Åbo Academi University): "Optimal stopping of diffusions".
M. Sørensen (Copenhagen): "Statistics for discretely observed SDE models".
The second DYNSTOCH workshop in 2001 took place in Paris, France 13 - 16 June
Venue: Institut Henri Poincaré, 11 rue Pierre et Marie Curie, Paris 5
Organizer: Jean Jacod
Empirical Process Techniques for Dependent Data
Dates: November 21-24, 2000
Venue: Copenhagen, Denmark.
The instructional workshop was organized jointly with the Danish research centres Centre for Mathematical Physics and Stochastics and Centre for Analytical Finance.
The first DYNSTOCH workshop in 2000 took place in Padua, Italy 21 - 23 September
Venue: Padua, Italy
Organizer: Lorenzo Finesso
The activities of the network started with a kick-off workshop DYNSTOCH 2000 which took place Thursday 21 September - Saturday 23 September, 2000 in Padua, Italy.