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Workshop on Ambit Processes, Non-Semimartingales and Applications
9th German Open Conference on Probability and Statistics
6th International Conference on Lévy Processes: Theory and Applications
International Congress of Mathematicians – Satellite Conference
European Meeting of Statisticians (EMS)
January, 24 – 28, 2010 Sandbjerg Estate, Sønderborg, Denmark
The meeting will address recent developments in the theory and applications of
ambit processes. The ambit processes form a general class of processes for
tempo-spatial modeling, but have interesting and non-trivial aspects already in
the purely temporal case.
Ambit processes are generally not of the semimartingale type, and the subject of
ambit processes thereby links closely to another topic of substantial current
interest, that of properties and applicability of non-semimartingales.
Applications to turbulence, finance and cell growth will be discussed, with
particular focus on the former area. For the study and solution of key problems
in the fields concerned the newly established results on multipower variation
and on central limit theory in the context of Malliavin calculus are essential,
and such material will be covered in some of the survey talks.
Themes of the Meeting:
• Ambit Processes and Brownian Semi-stationary Processes
• Non-Semimartingale Issues
• Multipower Variation and CLT in Malliavin Calculus
• Basics and Phenomenology of the Physics of Turbulence
• Stochastic Processes and Modelling of Turbulences: Temporal and Tempo-Spatial
Modelling
• Turbulence and Finance
• Application of Ambit Processes in Energy Markets
The meeting will consist of a mixture of survey talks and research talks, and it
is hoped to attract senior researchers with special interest in the topics of
the meeting as well as younger researchers at the Ph.D. and postdoc levels.
Organizing Committee:
Ole E. Barndorff-Nielsen, Aarhus University José-Manuel Corcuera, University of
Barcelona Jürgen Schmiegel, Aarhus University Almut Veraart, Aarhus University
Detailed information is available at
http://www.ambitprocesses.au.dk/
Continuing the series of Conferences in Marburg 1993, Freiberg 1996, München
1998, Hamburg 2000, Magdeburg 2002, Karlsruhe 2004, Frankfurt 2006 and Aachen
2008, the DMV-Fachgruppe Stochastik jointly with the University of Leipzig
organizes the 9th German Open Conference on Probability and Statistics
("Leipziger Stochastik-Tage"). Tuesday, March 2nd to Friday, March 5th, 2010.
In the tradition of the previous conferences, it provides an international forum
for presentation and discussion of new results in the area of probability and
statistics. Participants from universities, business, administration and
industry are welcome.
Detailed information is available at
http://www.gocps-leipzig2010.com/
Wolfgang König, University of Leipzig
This conference will be held at the Technical University at Dresden, Germany,
from July 26 to 30, 2010. It will focus on recent developments in the theory of
Lévy and jump processes and their applications. There will be invited talks and
poster sessions. Scientific Committee: Jean Bertoin (Paris VI, France), Serge
Cohen (Toulouse, France), Davar Khosnevisan (Utah, USA), Andreas Kyprianou
(Bath, UK), Alexander Lindner (Braunschweig, Germany), Makoto Maejima (Keio,
Japan), Thomas Mikosch (Copenhagen, Denmark), Victor Pérez-Abreu (CIMAT,
Mexico), Jan Rosinski (U. Tennessee, USA), Réne Schilling (Dresden, Germany).
Further information:
Website:
www.math.tu-dresden.de/levy2010
Email: levy2010@tu-dresden.de
It is also possible to contact Réne Schilling (TU Dresden) or Alexander Lindner
(TU Braunschweig) directly.
There will be a satellite summer school on Lévy processes and their
applications at the Technical University at Braunschweig from July 22 to 24,
2010.
Four lecture series will be given by
• David Applebaum (Nottingham),
• Claudia Klüppelberg (Munich)
• Szymon Peszat (Warsaw)
• Yimin Xiao (Michigan),
covering topics such as an introduction to Lévy processes, applications to risk
theory, stochastic partial differential equations driven by Lévy noise, or path
properties of Lévy processes.
All participants will have the possibility to present a poster or talk, but the
total number of participants is limited.
Further information can be found under
www.tu-braunschweig.de/stochastik/levyschool
Email:
levy2010@tu-dresden.de
It is also possible to contact Réne Schilling (TU Dresden) or Alexander Lindner
(TU Braunschweig) directly.
The 34th Conference on Stochastic Processes and their Applications is
organized under the auspices of the Bernoulli Society for Mathematical
Statistics and Probability. It will be held in Osaka, Japan, during September
6-10, 2010. The main venue will be the Senri Life Science Center, located in
Toyonaka, Osaka Prefecture.
Organizing committee chair: Ichiro Shigekawa
Scientific Program Committee chair: Hirofumi Osada
Web:
http://stokhos.shinshu-u.ac.jp/SPA2010/index.html
Description: The conference is the major annual
meeting for researchers working in the field of Stochastic Processes. The
conference covers a wide range of active research areas, in particular featuring
18 invited plenary lectures presented by the following leading specialists:
Terry Lyons, Claudio Landim, Gregory Lawler, Rami Atar, Marek Biskup, Martin
Hairer, Masanori Hino, Jean Jacod, Monique Jeanblanc, Davar Khoshnevisan,
Takashi Kumagai, Gregory Miermont, L.C.G Rogers, Timo Seppäläinen, Karl-Theodor
Sturm, Shanjian Tang, Jonathan Taylor, David Wilson.
In addition, there will be a large variety of special and contributed sessions,
consisting of three/four talks each. We also have special lectures in memory of
Kiyosi Itô.
We are looking forward to meeting you in Osaka in 2010!
Ichiro Shigekawa, Kyoto
The International Congress of Mathematicians (ICM) meeting for the year 2010
is scheduled to be held in India at Hyderabad in August. As part of this, a
satellite conference is being organized on Probability and Stochastic Processes.
The satellite conference will be held in Bangalore, from August 13 to August 17,
2010, in the campus of the Indian Statistical Institute, Bangalore Centre. For
more details visit the conference web site:
www.isibang.ac.in/~statmath/icmprobsat/
Plenary Speakers: S. R. S. Varadhan, Alain-Sol Sznitman, Erwin Bolthausen,
Andrea Montanari, Alison Etheridge, Louis Chen, Maury Bramson, Gabor Lugosi.
Topics of Invited Lectures: Stochastic Networks, Random Media, Concentration
Inequalities, SLE, Random Matrices, SPDE, Rough Path Analysis, Polymer Models,
Malliavin Calculus.
In addition to the above, there will be contributed sessions in all areas of
Probability and Stochastic Processes. Speakers can submit titles and abstracts
along with the registration process.
Srikanth Iyer, Bangalore
The European Meetings of Statisticians have already
been established among the major international meetings covering a broad area of
disciplines, such as mathematical statistics, biostatistics, computational
statistics, financial statistics, probability and applied probability. The
meetings are held under the auspices of the Bernoulli Society for Mathematical
Statistics and Probability, the IMS and ISI.
The 28th European Meeting of Statisticians (EMS 2010), will be held
from August 17 to August 22, 2010, at the University of Piraeus in Greece.
The purpose of EMS 2010 is to provide a forum where researchers from
Universities throughout the world, as well as practitioners, can discuss current
problems, new approaches and future directions in the field of Probability and
Statistics. Young researchers and Ph.D. students are especially invited to
contribute papers.
The Scientific Programme Committee consists of Enno Mammen, University of
Mannheim, Germany (Chair), Viktor Benes, Gerda Claeskens, Arnoldo Frigessi, Adam
Jakubowski, Markos Koutras, Pascal Massart and Andy Wood.
Chairman of the Local Organizing Committee is Markos Koutras. Further
information is on the website:
http://stat.unipi.gr/ems2010
This calendar lists all meetings which have been announced
in this and previous issues of Bernoulli News together with forthcoming meetings
organized under the auspices of the Bernoulli society or one of its Regional
Committees (marked by ө).
A more comprehensive calendar of events is available on the ISI Website
isi.cbs.nl/calendar.htm
January 2010
January, 24th – 28th, 2010, Workshop on Ambit Processes,
Non-Semimartingales and Applications, Sandbjerg Estate, Sønderborg, Denmark,
www.ambitprocesses.au.dk/
March2010
March, 2nd – 5th, 2010, 9th German Open Conference on Probability and
Statistics, University of Leipzig, Germany,
www.gocps-leipzig2010.com
June 2010
June 28th – July 2nd, 2010, 10th International Vilnius Conference
on Probability and Mathematical Statistics, Vilnius University, Lithuania,
www.vilniusconference10.com
July 2010
July, 22nd – 24th, 2010, Satellite Summerschool to the 6th International
Conference on Lévy Processes: Theory and Applications, Technical University
at Braunschweig, Germany,
www.tu-braunschweig.de/stochastik/levyschool
July, 26th – 30th, 2010, 6th International Conference on Lévy Processes: Theory and Applications, University of Dresden, Germany, www.math.tu-dresden.de/levy2010
August 2010
August, 9th – 13th, IMS Annual Meeting, Chalmers University, Gothenborg,
Sweden, www.ims-gothenburg.com
August, 9th – 13th, ICM Satellite Conference on Probability and Stochastic Processes, Indian Statistical Institute, Bangalore, India www.isibang.ac.in/~statmath/icmprobsat
ө August, 17th – 22nd, 28th European Meeting of Statisticians, Piraeus, Greece
September 2010
ө September, 6th – 10th, 2010, 34th Conference
on Stochastic Processes and their Applications, Osaka, Japan,
http://stokhos.shinshu-u.ac.jp/SPA2010/index.html
June 2011
ө June, 19th – 25th, 2010, 35th Conference on
Stochastic Processes and their Applications, Oaxaca, Mexico
August 2011
August, 21st – 26th, 58th ISI World Statistics Congress, Dublin, Ireland,
www.isi2011.ie/
July 2012
ө July, 9th – 14th, 2012, 8th World Congress of
the Bernoulli Society, Istanbul, Turkey