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NCTS-Sinica Probability Seminar
Time: April 1 - December 31, 2019
Room: Room 202, Astronomy-Mathematics Building, NTU
Organizers: Jenn-Nan Wang ( National Taiwan University) ,Chii-Ruey Hwang ( Academia Sinica)
Talk List
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 )
 
 
 
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