WORKSHOP ON PROBABILITY WITH APPLICATIONS
June 5-9 2006
National Taiwan University, Taipei, Taiwan
June 5 (Monday) and 6 (Tuesday) Room 104, Physics Building June 8 (Thursday) and 9 ( Friday) Room 308, Math Building
PROGRAMME
June 5 (Monday)
Morning Session
9:30 Registration 10:00-10:10 Greeting
10:20-11:10 H Kunita (1, Opening Lecture, Nansan University) On Levy Flows
11:20-12:10 N Jacob (1, MS Lecture, University of Wales Swansea) Non-local Operators and Associated Jump Processes (I)
Lunch Afternoon Session
1:20-2:10 M Maejima (Keio University)
A new class of type G selfdecomposable distributions on R^d
2:20-3:10 Brice Franke ( Academia Sinica and University of Ruhr) The scaling limit behaviour of periodic stable-like processes
Tea Break 3:30-4:20 TH Wang ( Chung Cheng University)
Symmetry classifications of SABR-like models
4:30-5:30
Short Lectures
T Aoyama (Keio University)
Characterizations of subclasses of type G distributions on R^d by stochastic integral representations
RF Hu (Taichung Education University)
On the process of the ratio of personal to overall wealth in a stochastic model of economy
CH Han (Tsing Hua University)
Evaluation of compound options using perturbation approximation
18:00-20:00 Reception
June 6 (Tuesday)
Morning session
10:00-10:20 Tea Break
10:20-11:10 D Khoshnevisan (1, MS Lecture, University of Utah) Additive Levy Processes (I)
11:20-12:10 ME Ossiander (1, MS Lecture, Oregon State University) Stochastic Representations of PDE Solutions (I)
Lunch Afternoon Session
1:20-2:10 H Osada (Kyushu University)
Infinite-dimensional SDE related to random matrix theory
2:20-3:10 T Pakes (University of Western Australia)
Uniqueness and explosion of discrete-state Markov processes
Tea Break
3:30-5:30
Short Lectures
S Kanagawa ( Musashi Institute of Technology)
Approximation theorems for random permanents defined by functionals Y Saisho ( Hiroshima University)
Stochastic models of the human metabolism system represented By Skorohod SDEs
H Takahashi (Matsue College)
A class of operator semi-selfsimilar and selfsimilar processes related to continuous time random walks
LC Chen (Fu Jen University)
Directed percolation in two-dimensions: an exact solution NR Shieh (Taiwan University)
Levy- Chentsov random fields
June 7 (Wednesday)
Whole day break.
City tour is planed, 9:00 am–4:30 pm. A bus leaves at 9:00 am Howard IH to Palace Museum (morning), Miramar Shopping Mall (lunch and relax), Confucius Temple and Long Shan Temple (afternoon)
June 8 (Thursday)
Morning session
10:00-10:20 Tea Break
10:20-11:10 ME Ossiander (2)
Stochastic Representations of PDE Solutions (II)
11:20-12:10 D Khoshnevisan (2)
Additive Levy Processes (II)
Lunch Afternoon Session
1:20-2:10 N Jacob (2)
Non-local Operators and Associated Jump Processes (II)
2:20-3:10 K Fukuyama (Kobe University) On asymptotic properties of gap series
Tea Break
3:30-4:20
TS Zhang (Academia Sinica and University of Manchester)
Generalized Feynman-Kac formula and perturbation of symmetric Markov Processes
4:30-5:20 Si Si (Aichi Prefecture University) Characterization of basic noise
June 9 (Friday)
Morning Session10:00-10:20 Tea Break
10:20-11:10 N Jacob (3)
Non-local Operators and Associated Jump Processes (III)
11:20-12:10
A Potrykus (University of Wales Swansea)
Approximating a Feller Semigroup by Using the Yosida Approximation of the Symbol of its Generator
Lunch Afternoon Session
1:20-2:10 DA Levin (University of Oregon)
Capacities in Wiener space and quasi-sure lower functions
2:20-3:10 H Kunita (2)
Game options for jump diffusion processes
Tea Break
3:30-4:20 Perspectives: all speakers and participants are welcome to give some indications on possible future studies
