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NCTS-Sinica Probability Seminar
Time
: April 1 - December 31, 2019
Room
: R202, Astronomy-Mathematics Building, NTU
Organizers
:
Jenn-Nan Wang ( National Taiwan University)
Chii-Ruey Hwang ( Academia Sinica)
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2019
14:20-15:10, April 16, 2019
(Tuesday)
McKean Stochastic Differential Equations and Non-conservative PDEs
Francesco Russo (ENSTA Paris Tech)
15:20-16:10, April 15, 2019
(Monday)
Recent Developments in Stochastic Calculus via Regularizations with Jumps and Applications to BSDEs
Francesco Russo (ENSTA Paris Tech)
14:20-15:10, April 15, 2019
(Monday)
Backward Stochastic Differential Equations, Martingale Problems, Associated Deterministic Equations and Applications to Hedging under Basis Risk (Mathematical Finance)
Francesco Russo (ENSTA Paris Tech)
(C) 2021 National Center for Theoretical Sciences
