program.html

PROBABILITY WORKSHOP IN BOLOGNA

"Incontro di Probabilità a Bologna"
Dipartimento di Matematica
Universita` degli Studi di Bologna
piazza Porta S. Donato, 5 , Bologna
7th floor

February 12-14, 2001

Preliminary program

Monday February 12

9:00: Registration
9:30: Welcome of the participants
10:00: C.E. Pfister "Large Deviations and Conditional Limit Theorems for Random Fields I"
11:00-11:30: coffee break
11:30: H.O. Georgii "Random Geometric Analysis of the Two-Dimensional Ising Model I"
12:30-14:00: lunch break
14:00: H. Pham "Some Aspects of Heterogeneity in Financial Markets I"
15:00: C. Boldrighini "T^{-1/4}- noise for one dimensional random walks in dynamical enviroment"
15:40: Tessitore "Forward-backward SPDEs and infinite dimensional nonlinear Kolmogorov equations"
16:20: D. Petritis "On some models of random walks in random environment"
17:00-17:20: coffee break
17:20 Novak "Complete convergence of empirical point processes of extremes"
17:50: Voss Bvhme"Asymptotic mass distribution for the one-dimensional heat equation with constant drift and stationary potential"

Tuesday February 13

9:00: Y. Guivarch "Laplace Transform on the Linear Group and Applications to Limit Theorems I"
10:00: C.E.Pfister "Large Deviations and Conditional Limit Theorems for Random Fields II"
11:00: H.O.Georgii "Random Geometric Analysis of the Two-Dimensional Ising Model II"
12:00-14:00: coffee and lunch break
14:00: H.Pham "Some Aspects of Heterogeneity in Financial Markets II"
15:00: D. Ioffe "Decay of correlations in sub-critical ferromagnetic models"
15:40: T. Dorlas "Large deviations, the random energy model and error correcting codes"
16:20: Ignatiouk-Robert "Sample path large deviations via convergence parameters"
17:00-17:20: coffee break
17:20 M. Isopi "Chaotic time dependence, localization and aging in some disordered one dimensional model"
17:50 T. Gobron "On Pfaffian expansion for the partition function of non planar Ising model"
18:20 J. Lorinczi "Gibbs measures for Brownian paths"

Wednesday February 14

9.00: Y.Guivarch "Laplace Transform on the Linear Group and Applications to Limit Theorems II"
10.00: C.E.Pfister "Large Deviations and Conditional Limit Theorems for Random Fields II"
11.00: H.O.Georgii "Random Geometric Analysis of the Two-Dimensional Ising Model III"
12:00-14:00: coffee and lunch break
14.00: H.Pham "Some Aspects of Heterogeneity in Financial Markets III"
15:00: De Donno "Infinite dimensional stochastic integration and applications to finance"
15:40: O. Hryniv: "Surface tension and the Ornstein-Zernike behaviour for the 2D Blume-Capel model"
16:20:Battauz "Change of numeraire and American options"
17:00-17:20 coffee break
17:20 T. Vargiolu "Shortfall risk minimization in multinomial models"
17:50: Pavljukevitch " A simple model of stochastic resonance"