Seminar on Stochastics at Åbo Akademi

Spring 2015

Wednesday 27 May 2015, 13:15–

David Stenlund (Åbo Akademi): The Mabinogion Sheep Problem(Abstract).

Wednesday 20 May 2015, 13:15–

Pekka Matomäki (University of Turku): An Expected Supremum Representation of the Value of an Optimal Stopping Problem: the two-boundary case (Abstract).

Wednesday 13 May 2015, 15:00–

Luis Alvarez (University of Turku): An Expected Supremum Representation of the Value of an Optimal Stopping Problem: the single boundary case (Abstract).

Wednesday 6 May 2015, 14:15–

Lioudmila Vostrikova (Université d'Angers, France): Utility maximisation and utility indifference price (Abstract).

Wednesday 11 March 2015, 15:00–

Pierre Vallois (Institut Elie Cartan de Lorraine, Université de Lorraine): On the Logistic Stochastic Differential Equation (Abstract).

Wednesday 28 January 2015, 15:15–

Giorgio Ferrari (Bielefeld University): On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment (Abstract).

Wednesday 14 January 2015, 15:15–

Kamille Tågholt Gad (University of Copenhagen): Mean-Variance Optimal Stopping for Geometric Lévy Processes (Abstract).

Autumn 2013

Thursday 7 November 2013, 15:00–

Bao Quoc Ta (Åbo Akademi University): On Appell polynomials.

Thursday 31 October 2013, 15:00–

Viitasaari Lauri (Aalto University): Pathwise Ito-Tanaka formula for Gaussian processes (Abstract).

Thursday 24 October 2013, 15:00–

Andrei Borodin (Steklov Mathematical Institute): Diffusions with jumps.

Friday 18 October 2013, 15:00–

Pekka Matomäki (University of Turku): On optimal variance stopping problem.

Spring 2013

Friday 26 April 2013, 13:15–

Ari-Pekka Perkkiö (Aalto University): Continuous essential selections and integral functionals.

Friday 19 April 2013, 13:15–

Tommi Sottinen (University of Vaasa): Yukawa PDE and Brownian motion.

Friday 12 April 2013, 13:15–

Le, Thi Thanh An (Åbo Akademi): Drug resistance in Infectious Diseases: Modelling, Analysis and Simulation (Abstract).

Thursday 28 March 2013, 15:00–

Andreas Anckar (Åbo Akademi): The Hausdorff dimension of invariant measures for iterated function systems (part 2).

Friday 22 March 2013, 13:15–

Andreas Anckar (Åbo Akademi): The Hausdorff dimension of invariant measures for iterated function systems (part 1).

Monday 4 March 2013, 13:15–

Pekka Matomäki (University of Turku): Optimal stopping near boundaries.

Tuesday 26 February 2013, 13:15–

Luis Alvarez (University of Turku): Selection between Competing Projects: The Effect of Timing Constraints.

Friday 22 February 2013, 13:15–

Paavo Salminen (Åbo Akademi): On the solution of the optimal investment problem via Riesz's representation (part 2).

Tuesday 12 February 2013, 13:15–

Paavo Salminen (Åbo Akademi): On the solution of the optimal investment problem via Riesz's representation (part 1).

Contact information:

• Prof. Paavo Salminen
• E-mail: paavo.salminen at abo.fi
• Postal address: Åbo Akademi University, Mathematics and Statistics, Fänriksgatan 3B, FIN-20500 Åbo, Finland
• Telephone: +358 (0)2 215 4376