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Benedykt Szozda: Anticipative extension of the Ito integral
www.mn.uio.no
In this talk we will give a short review of the Ito stochastic integral and present an extension of this integral onto a class of anticipating stochastic processes ...
An introduction to ambit stochastics | UniTrento
webmagazine.unitn.it
Benedykt Szozda (Department of Mathematics Aarhus University) Abstract: In this talk we will give a brief, non-technical introduction to ambit stochastics. It is an area on the intersection of probability theory and statistics with applications to finance (energy markets), …
List of Participants
thiele.au.dk
Benedykt Szozda (Aarhus University) Steen Thorbjørnsen (Aarhus University) Flemming Topsøe (University of Copenhagen) José Ulises Márquez Urbina (Aarhus University) Aad van der Vaart (Leiden University) Michel Weber (Université Louis-Pasteur and C.N.R.S.) Jon A. Wellner (University of Washington) Wojbor Woyczynski (Case Western Reserve ...
Participants
thiele.au.dk
Participants. Fioralba Ajazi, Lund University, Sweden ... Benedykt Szozda, Aarhus University, Denmark Michael Sørensen, University of Copenhagen, Denmark
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