[RTN logo]

Past DYNSTOCH Events:


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.


The workshop was organized by Lorenzo Finesso. For more information, see the workshop home-page.





Empirical Process Techniques for Dependent Data

November 21-24, 2000 in Copenhagen, Denmark.


The instructional workshop was organized jointly with the Danish research centres Centre for Mathematical Physics and Stochastics and Centre for Analytical Finance. For more information, see the workshop home-page.

The lectures are now available in book form.
Further information:   post script 1   2   word 1   2




DYNSTOCH 2001

This second network workshop was held in Paris in the days June 13 - 16, 2001 at Institut Henri Poincaré, 11 rue Pierre et Marie Curie, Paris 5. The organizer was Jean Jacod.

Programme



Course on some Aspects of Diffusion Processes

27-30 August, 2001 in Helsinki, Finland

Organised jointly with the Finnish Graduate School in Stochastics. Organiser: Esko Valkeila

Speakers:
P. Salminen (Åbo Academi University):  "Optimal stopping of diffusions".
M. Sørensen (Copenhagen):  "Statistics for discretely observed SDE models".



DYNSTOCH Workshop on Hellinger Integrals and Processes

Helsinki, 6-7 September 2001

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.

The workshop was organized by E. Valkeila (Helsinki, local organizer), K. Dzhaparidze (CWI, Amsterdam), P. Spreij (UA, Amsterdam) and A. Gushchin (Steklov, Moscow).



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.

Photo 1   Photo 2



DYNSTOCH Concentrated Advanced Course on

Long Range Dependence, Heavy Tails and Rare Events with Applications to Finance and Telecommunications

Monday, May 6, 2002 - Friday, May 10, 2002 at the 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.

Course home-page.



DYNSTOCH 2002

The third DYNSTOCH workshop took place in the days May 19 - 21, 2002 in La Manga near Cartagena in Spain.


The workshop was organized by Mathieu Kessler. For more information, see the workshop home-page.





DYNSTOCH Summer School

From Levy Processes to Semimartingales - Recent Theoretical Developments and Applications to Finance

Tuesday 20 - Tuesday 27 August, 2002 at the University of Aarhus



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 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).

Further details about the course.



A Review on Estimation Procedures for Stochastic Differential Equations

Four lectures by Mathieu Kessler (University of Cartagena)

University of Mainz, November 6-8, 2002


The following topics were covered: 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 Workshop on Dynamical Stochastic Modeling in Biology

8 - 10 January, 2003 at the 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).

Organizers: Marianne Huebner (Michigan State University) and Michael Sørensen (University of Copenhagen).

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.

For more information go to: http://www.math.ku.dk/~michael/dynbio/



Spring School on Stochastic Delay Differential Equations

March 12 - 15, 2003 at the 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.

For more information go to: http://wws.mathematik.hu-berlin.de/~delay/springschool/.

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".

Flyer



Third Workshop on

BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP03)

15-17 May 2003 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).

WEB PAGE: http://www.upct.es/bisp03/



DYNSTOCH 2003

The fourth DYNSTOCH workshop took place in the days May 22 - 24, 2003 in Helsinki, Finland.

The workshop was organized by Esko Valkeila.

For more information, see the workshop home-page.





Concentrated Advanced Course on

Statistical Methods for Financial Risk Management

May 26 - 30, 2003 at the University of Copenhagen

The course was organized jointly by Dynstoch, Maphysto, and Adept Scientific.

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)

Local organizers: Søren Asmussen (University of Aarhus), Martin Jacobsen (University of Copenhagen), Thomas Mikosch (University of Copenhagen) and Michael Sørensen (University of Copenhagen).

The course aimed in particular at young people (PhD students, postdocs,...).

For more information see www.math.ku.dk/~mikosch/maphysto_alex/alex.html



Fractional Brownian days

September 25 - 26, 2003 at the University of Helksinki

For details see www.math.helsinki.fi/~tsottine/fBdays/. This DYNSTOCH event was organized by Esko Valkeila.



DYNSTOCH 2004

The fifth DYNSTOCH workshop took place in the days June 3 - 5, 2004 in Copenhagen, Denmark.

The workshop was organized by Michael Sørensen.

For more information, see the workshop home-page.





Joint Dynstoch/MaPhySto Workshop on

INFERENCE FOR PARTIALLY OBSERVED PROCESSES

June 7 - 9, 2004 in Copenhagen, Denmark.

The workshop was organized by Martin Jacobsen and Michael Sørensen.

For more information, see the workshop home-page.





DYNSTOCH-Meeting

Asymptotical Statistics of Stochastic Processes V

Le Mans, 5-8 January, 2005

The meeting was organized by Yury A. Kutoyants.

For more information, see the workshop home-page.





The DYNSTOCH workshop in 2006 took place in Mainz, Germany 8 - 10 June.

The workshop was organized by Reinhard Höpfner. The venue was the Institute of Mathematics, University of Mainz.

The meeting started Thursday June 8 at 9:00 and ended Saturday June 10 in the afternoon.

Workshop web-page



The DYNSTOCH workshop in 2007 took place in Amsterdam, the Netherlands 7 - 9 June.

The workshop was organized by Peter Spreij. The venue was the Institute of Mathematics, University of Amsterdam.



The DYNSTOCH workshop in 2008 took place in Padua, 26 - 28 June.

The workshop was organized by Gianni Di Masi, Lorenzo Finesso and Andrea Gombani. The venue was the Palazzo Bo at the University of Padova.

More information is available at the workshop homepage



The DYNSTOCH workshop in 2009 took place in Berlin, 8 - 10 October.

Venue: The Humboldt-University. Organizer: Markus Reiß

More information is available at the workshop homepage.



The DYNSTOCH workshop in 2010 took place in Angers, France, 17 - 19 June.

Venue: University of Angers

Organizer: Lioudmila Vostrikova.

More information is available at the workshop homepage.



The DYNSTOCH workshop in 2011 took place in Heidelberg, Germany, 16-18 June.

Venue: German-American Institute

Organizer: Mark Podolskij


More information is available at the workshop homepage.



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

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

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.





Back to the main DYNSTOCH web-page.