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Past DYNSTOCH Events:
The activities of the network started with a
kick-off workshop
DYNSTOCH 2000
which took place Thursday 21 September - Saturday 23
September, 2000 in Padua, Italy.
The workshop was organized by Lorenzo Finesso.
Empirical Process Techniques for Dependent Data
November 21-24, 2000 in Copenhagen,
Denmark.
The instructional workshop was organized jointly with
the Danish research centres Centre for
Mathematical Physics and Stochastics and Centre for Analytical Finance.
The lectures are now available in book form.
Further
information: post script 1
2 word
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DYNSTOCH 2001
This second network workshop was held in Paris in the days
June 13 - 16, 2001 at Institut Henri Poincaré, 11 rue Pierre et Marie
Curie, Paris 5. The organizer was Jean Jacod.
Course on some Aspects of Diffusion Processes
27-30 August, 2001 in Helsinki, Finland
Organised jointly with the Finnish Graduate School in Stochastics.
Organiser: Esko Valkeila
Speakers:
P. Salminen (Åbo Academi University): "Optimal stopping of
diffusions".
M. Sørensen (Copenhagen): "Statistics for discretely observed SDE
models".
DYNSTOCH Workshop on Hellinger Integrals and Processes
Helsinki, 6-7 September 2001
The workshop was organized jointly by DYNSTOCH and INTAS Project 99-00016.
The purpose of the workshop was to have an overview of the recent
progress in the field of Hellinger integrals and processes. These tools are
used in probability theory and statistics and in various applications and are
central to several activities in DYNSTOCH.
The workshop was organized by E. Valkeila (Helsinki, local organizer),
K. Dzhaparidze (CWI, Amsterdam), P. Spreij (UA, Amsterdam) and
A. Gushchin (Steklov, Moscow).
DYNSTOCH Course on Fractional Brownian Motion
Six lectures on fractional Brownian motion were given
by Esko Valkeila
(University of Helsinki) from Monday 4.2.02 to Thursday
7.2.02 at the University of Mainz.
The course was organized by
Reinhard Höpfner.
The following topics were treated: Basic properties of FBM's;
Stochastic analysis with FBM: integration, Girsanov theorems, stochastic
differential equations; Approximation of FBM's; Applications;
Connection to Gaussian processes; Parameter estimation.
Photo 1 Photo 2
DYNSTOCH Concentrated Advanced Course on
Long Range Dependence, Heavy Tails and Rare Events
with Applications to Finance and Telecommunications
Monday, May 6, 2002 - Friday, May 10, 2002 at the
University of Copenhagen
Main Lectures by Gennady Samorodnitsky (Cornell
University). Further Lectures by: Søren Asmussen (Lund), Patrik Albin
(Chalmers), Murad Taqqu (Boston), Bert Zwart (INRIA).
The course was a joint event with the Centre
for Mathematical Physics and Stochastics (MaPhySto) and the
Centre for Analytical Finance (CAF).
It was organized by Søren Asmussen (University of Lund), Thomas Mikosch
(University of Copenhagen) and Michael Sørensen (University of
Copenhagen).
The course aimed at graduate students in probability
theory, statistics, finance, telecommunications and the researcher wishing
to get an overview of methods and techniques on modeling heavy tails, long
range dependence and rare events given by some of the leading specialists
in the area.
Gennady Samorodnitsky's course started with classical ideas on heavy
tails, long range dependence and large deviations, and showed how
these ideas can be combined into a fruitful point of view on the length of
memory in a stochastic system. Areas of applications discussed included
finance and risk, communication networks and climate related issues.
Course
home-page.
DYNSTOCH 2002
The third DYNSTOCH workshop took place in the days
May 19 - 21, 2002 in La Manga near Cartagena in Spain.
The workshop was organized by
Mathieu Kessler.
DYNSTOCH Summer School
From Levy Processes to Semimartingales - Recent
Theoretical Developments and Applications to Finance
Tuesday 20 - Tuesday 27 August, 2002 at the University of
Aarhus
- Introduction to Semimartingales and their Basic Algebra.
Lectures by Professor Albert N. Shiryaev, Steklov Institute, Moscow
- Change of Time and Measure. Lectures by Professor Albert
N. Shiryaev, Steklov Institute, Moscow
- Stochastic Volatility Models and some of their
Applications. Lectures by Professor Neil Shephard, Nuffield College, Oxford,
Professor Ole E. Barndorff-Nielsen, MaPhySto, Aarhus, and Professor Friedrich
Hubalek, Vienna University of Technology.
- In addition to the lecture series there were several invited talks,
and some tutorial classes.
The course was a joint event with the Centre
for Mathematical Physics and Stochastics (MaPhySto) and the
Centre for Analytical Finance (CAF).
It was organized by Ole E. Barndorf-Nielsen (University of Aarhus), Bent
Jesper Christensen (University of Aarhus), Albert N. Shiryaev (Steklov
Institute, Moscow) and Michael Sørensen (University of Copenhagen).
A Review on Estimation Procedures for Stochastic
Differential Equations
Four lectures by Mathieu Kessler (University of
Cartagena)
University of Mainz, November 6-8, 2002
The following topics were covered:
- stochastic differential equations
- parametric inference
- discrete sampling
- estimating functions
- generalized method of moments
- approximation of the likelihood
- approximation of the score function
The lectures gave a survey on a field of recent important developments
in statistics of diffusion processes. They
were organized by Reinhard Hoepfner in the framework of the
DFG-Schwerpunktprogramm
Interagierende stochastische Systeme von hoher Komplexitaet and were
organized jointly with the EU network
Statistical Methods for Dynamical Stochastic Models
in the sense that all 'young researchers' of the EU network were cordially
invited to this series of lectures.
DYNSTOCH Workshop on Dynamical Stochastic Modeling
in Biology
8 - 10 January, 2003 at the University of Copenhagen
Speakers: Bo Martin Bibby (The Royal Veterinary and Agricultural University,
Copenhagen), Dennis Bray (University of Cambridge), Susanne Ditlevsen
(University of Copenhagen), Bryan T. Grenfell (University of Cambridge),
Michael Höhle (The Royal Veterinary and Agricultural University,
Copenhagen), Marianne Huebner
(Michigan State University), Valerie Isham (University College London),
Mogens Høgh Jensen (University of Copenhagen), Hidde de Jong
(INRIA, France), Anders Krogh (University of Copenhagen),
Catherine Laredo (INRA/Paris 6-7), Gesine Reinert
(University of Oxford), Michael S. Samoilov (University of California,
Berkeley), Eugene van Someren (Technical University of Delft), David
Steinsaltz (University of California,
Berkeley), Fengzhu Sun (University of Southern California).
Organizers:
Marianne Huebner (Michigan State University) and Michael Sørensen
(University of Copenhagen).
The main purpose of the workshop was to discuss dynamical stochastic models
for biological problems and to identify new areas where such models might
be useful. The emphasis of the workshop was be on ecology, gene regulatory
networks and topics in bioinformatics. The workshop was organized jointly
by MaPhySto (Centre for Mathematical Physics and Stochastics) and DYNSTOCH.
Spring School on Stochastic Delay Differential
Equations
March 12 - 15, 2003 at the Humboldt University of
Berlin
Invited Lecturers:
X. Mao (Glasgow)
S. Mohammed (Carbondale)
B. Oksendal (Oslo)
Scope:
The spring school was addressed to students and researchers with a
background in stochastic analysis with an interest in obtaining some
insight into the theory and applications of stochastic differential
equations involving a time lag or other memory effects.
The Spring School was organised by the research group
"Stochastic Differential
Equations" Humboldt University Berlin, Germany and supported by
DYNSTOCH, Graduiertenkolleg "Stochastic Processes and Probabilistic Analysis",
and Sonderforschungsbereich 373 "Quantification and Simulation of Economic
Processes".
Flyer
Third Workshop on
BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP03)
15-17 May 2003 Hotel Sol Galua, La Manga, Spain
SCIENTIFIC COMMITTEE: Carmen Armero (Universitat de Valencia, Spain),
Juan Antonio Cano (Universidad de Murcia, Spain),
Alan Gelfand (Duke University, USA),
Mathieu Kessler (Universidad de Cartagena, Spain),
Sonia Petrone (Universita' ``L. Bocconi'', Italy),
David Rios Insua (Universidad Rey Juan Carlos, Spain),
Gareth Roberts (Lancaster University, UK),
Fabrizio Ruggeri (CNR-IMATI, Italy),
Pilar Sanmartin (Universidad de Cartagena, Spain),
Refik Soyer (George Washington University, USA), and
Mike Wiper (Universidad Carlos III, Spain).
DYNSTOCH 2003
The fourth DYNSTOCH workshop took place in the days
May 22 - 24, 2003 in Helsinki, Finland.
The workshop was organized by
Esko Valkeila.
Concentrated Advanced Course on
Statistical Methods for Financial Risk Management
May 26 - 30, 2003 at the University of Copenhagen
The course was organized jointly by Dynstoch, Maphysto, and Adept Scientific.
Main Lectures by Alexander McNeil (ETH Zurich and RiskLab Zurich)
Further Lectures by: Henrik Hult (Stockholm), Thomas Mikosch (Copenhagen),
Catalin Starica (Gothenburg), and Murad Taqqu (Boston)
Local organizers: Søren Asmussen (University of Aarhus), Martin Jacobsen
(University of Copenhagen), Thomas Mikosch (University of Copenhagen) and
Michael Sørensen (University of Copenhagen).
The course aimed in particular at young people (PhD students, postdocs,...).
For more information see
www.math.ku.dk/~mikosch/maphysto_alex/alex.html
Fractional Brownian days
September 25 - 26, 2003 at the University of
Helksinki.
This DYNSTOCH event was organized by Esko Valkeila.
DYNSTOCH 2004
The fifth DYNSTOCH workshop took place in the days
June 3 - 5, 2004 in Copenhagen, Denmark.
Joint Dynstoch/MaPhySto Workshop on
INFERENCE FOR PARTIALLY OBSERVED PROCESSES
June 7 - 9, 2004 in Copenhagen, Denmark.
DYNSTOCH-Meeting
Asymptotical Statistics of Stochastic Processes V
Le Mans, 5-8 January, 2005
The DYNSTOCH workshop in 2006 took place in
Mainz, Germany 8 - 10 June.
The workshop was organized by Reinhard Höpfner.
The venue was the Institute of Mathematics, University of Mainz.
The meeting started Thursday June 8 at 9:00 and ended Saturday
June 10 in the afternoon.
The DYNSTOCH workshop in 2007 took place in
Amsterdam, the Netherlands 7 - 9 June.
The workshop was organized by Peter Spreij.
The venue was the Institute of Mathematics, University of Amsterdam.
The DYNSTOCH workshop in 2008 took place in
Padua, 26 - 28 June.
The workshop was organized by Gianni Di Masi, Lorenzo Finesso
and Andrea Gombani. The venue was the Palazzo Bo at the University
of Padova.
The DYNSTOCH workshop in 2009 took place in
Berlin, 8 - 10 October.
Venue: The Humboldt-University. Organizer: Markus Reiß
The DYNSTOCH workshop in 2010 took place in
Angers, France, 17 - 19 June.
Venue: University of Angers
Organizer: Lioudmila Vostrikova.
The DYNSTOCH workshop in 2011 took place in
Heidelberg, Germany, 16-18 June.
Venue: German-American Institute
Organizer: Mark Podolskij
The DYNSTOCH workshop in 2012 took place in
Paris, 7-9 June.
Venue: Institut Henri Poincaré
Organizers: Sylvain ELATTRE, Valentine
GENON-CATALOT, Catherine LAREDO, and Mathieu ROSENBAUM
Scientific committee: Valentine
GENON-CATALOT, Catherine LAREDO, Eva LÖCHERBACH, Dasha LOUKIANOVA,
and Mathieu ROSENBAUM
The DYNSTOCH workshop in 2013 took place in
Copenhagen, 17-19 April.
Venue: University of Copenhagen
Organizers: Susanne Ditlevsen, Niels Richard Hansen
and Michael Sørensen
The DYNSTOCH workshop in 2014 took place in
Coventry, 10-12 September.
Venue: University of Warwick
Organizers: Gareth Roberts, Murray Pollock, Michael
Sørensen
More information is available at the
workshop homepage
.
The DYNSTOCH workshop in 2015 took place in
Lund, Sweden, 27-29 May.
Venue: University of Lund
Organizers: Dragi Anevski, Johan Lindström, Michael
Sørensen
More information is available at the
workshop homepage.
The DYNSTOCH workshop in 2016 took place in
Rennes, France, 8-10 June.
Venue: University of Rennes
Organizers: Dominique Dehay, Ronan Le Guével, Michael
Sørensen
Scientific committee: Dominique Dehay, Reinhard
Höpfner, Adeline Leclercq Samson, Michael Sørensen,
Masayuki Uchida
More information is available at the
workshop homepage.
The DYNSTOCH workshop in 2017 took place in
Siegen, Germany, 5-7 April
This workshop was the 25th meeting of the
network (including the pre-dynstoch-time).
Organizer: Alexander Schnurr
Scientific committee: Alexander Schnurr,
Peter Spreij, Michael Sørensen
More information is available at the
workshop homepage.
The DYNSTOCH workshop in 2018 took place in
Porto, Portugal, 6-8 June 2018
Venue: Faculty of Engineering of the University of Porto
Organizer:Paula Milheiro-Oliveira
Scientific committee: Arnaud Gloter, Dasha
Loukianova, Paula Milheiro-Oliveira,
Peter Spreij, Michael Sørensen
More information is available at the
workshop homepage.
The DYNSTOCH workshop in 2019 took place in
Delft, The Netherlands, 12-14 June 2019
Venue: Delft University of Technology
Organizers: Frank van der Meulen and Jakob Söhl
Scientific committee: Mark Podolskij, Jakob Söhl,
Michael Sørensen, Peter Spreij, Frank van der Meulen
The DYNSTOCH workshops in 2020 and
2021 were cancelled because of COVID-19
The DYNSTOCH workshop in 2022 took place in
Paris 29 June - 1 July 2022
Venue: Institut Henri Poincaré, Amphithéatre Hermite
Organizers: Emmanuelle Clement, Arnaud
Gloter and Maud Delattre
Scientific committee: Charlotte Dion, Céline
Duval, Eva Löcherbach, Miguel Martinez, Mark Podolskij and
Michael Sørensen
More information is available at the
workshop homepage.
The DYNSTOCH workshop in 2023 took place in
London 27 - 29 March 2023
Venue: Imperial College
Organizers: Dan Crisan and Almut
Veraart
Scientific committee: Valérie
Chavez-Demoulin, Carsten Chong, Anne Leucht, Orimar Sauri, Kirstin Strokorb and
Michael Sørensen
More information is available at the
workshop homepage.
Back to the main
DYNSTOCH web-page.