Analysis, Stochastics, and Applications

A Conference in Honour of Walter Schachermayer — Vienna University, July 12-16, 2010

Information for Participants & NEWS

Latest News

• Monday, August 16
  • More slides: Nadtochiy, Rásonyi, Rudloff
• Tuesday, August 10
  • Handwritten notes: Yor
  • More slides: Bank, Müller
• Thursday, July 29
  • More slides: Friz, Gerhold, Orihuela, Prokaj
• Tuesday, July 27
  • Links to papers als no slides available: Kardaras, Larsen
  • More slides: Embrechts, Ghoussoub, Kwapien, Preiss, Shmileva
• Sunday, July 25
  • List of participants available - password will be sent to participants
  • Photos are available - password will be sent to participants
• Friday, July 23
  • More slides are available: Czichowsky, Feehan, Knispel, Schmidt, Urusov, Veraart
• Wednesday, July 21
  • More slides are available: Acciaio, Barndorff-Nielsen, Goldammer, Muhle-Karbe, Ruf, Sirbu, Tompkins
• Tuesday, July 20
  • Slides of the following speakers are available: Björk, Campi, Davis, Dolinsky, El Karoui, Filipovic, Guasoni, Karatzas, Keller-Ressel, Kramkov, Nutz, Protter, Rogers

News during the Conference

• Wednesday, July 14
  • Title and Abstract of Vilmos Prokaj's talk are available.
  • Title and Abstract of Mathias Beiglböck's talk are available.
• Tuesday, July 13
  • Vilmos Prokaj will give a talk about a recent work on Wednesday at 16:20.
  • Matthias Beiglböck will give a talk in the parallel sessions on Thursday at 14:50 (Ludwig-Boltzmann-Hörsaal, time-slot of Karadaras)
  • Constantinos Kardaras' talk is upgraded to a plenary talk on Wednesday 9:40 (this was the time-slot of Föllmer).
  • The talk of Hans Föllmer is cancelled.
  • The talks of Nizar Touzi and Mete Soner were exchanged.
• Monday, July 12
  • Title and Abstract of Nicole El Karoui's talk are available.
  • Christian Krattenthaler from University of Vienna will give a short opening address on Monday morning.
  • Damir Filipovic will give a different talk: "Equivalent Measure Changes for Jump-Diffusions"
    Abstract: A classical problem in mathematical finance is the question whether the stochastic exponential of a given martingale is a true martingale or not. In this talk I present some explicit sufficient conditions in the standard situation of a jump diffusion factor model, which often can be directly verified. This is based on a joint paper with Patrick Cheridito and Marc Yor.
  • The poster of Nasir Rehman is cancelled.
  • The talk of Hans Bühlmann is cancelled.

Conference folder

We will provide a folder with the following information:

• name tag
• schedule "overview & pleneary talks"
• schedule "parallel sessions"
• titles and abstracts of invited & contributed talks and posters
• list of restaurants
• writing pad & pen
• a poster
• city-map of Vienna
• a little information about Vienna
• a booklet about the University of Vienna
• (voucher for dinner, if registered for it)

At the registration desk (hopefully available on monday morning):

• information about computer access and WLAN (SSID: "conference", no password, no encryption)

Public transport to the conference venue

• subway U2 station "Schottentor", then tram 37/38/40/41/42 (you can take any) until station "Währinger Straße/Spitalgasse"
• or: subway U4 station "Friedensbrücke", then tram 5 in direction "Westbahnhof" or tram 33 in direction "Josefstädter Straße" until station "Währinger Straße/Spitalgasse"
• or: subway U6 until station "Volksoper", then tram 40/41/42 in direction "Schottentor" until station "Sensengasse"