Levy processes and backward stochastic differential equations

Sunday, October 2, 2011 - 8:00pm to Friday, October 7, 2011 - 7:59pm

The aim of this workshop is to discuss interactions between stochastic analysis and the theory of stochastic processes, in particular Lévy processes and stochastic differential equations of various kinds.

The workshop takes place at the Bildungsinstitut Grillhof The workshop will take place in Innsbruck, Austria