Stochastic Processes

Organizer: Chii-Ruey Hwang (Academia Sinica, Taiwan, R.O.C.)

Email: crhwang@sinica.edu.tw

Chair: Chii-Ruey Hwang (Academia Sinica, Taiwan, R.O.C.)

Email: crhwang@sinica.edu.tw

Speakers:

To be announced.
　

Shizan Fang

I.M.B., UFR Sciences et Techniques, Université de Bourgogne, France

Email: fang@u-bourgogne.fr

Title: Recent Developments in Stochastic Differential Equations
　

Tai-Ho Wang

Graduate Institute of Applied Mathematics, National Chung Cheng University, Taiwan, R.O.C.

Email: thwang@math.ccu.edu.tw

Title: Fundamental Solutions of Generalized SABR Models
　

Yuanhui Xiao

Department of Mathematics and Statistics, Georgia State University, USA

Email: matyxx@langate.gsu.edu

Title: Shot Noise Processes