Calendar

Eigenvalue distributions of sample (auto) covariance matrices obtained from high-dimensional linear processes

Room III

Prof. Alexander Aue, University of California, Davis

BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes”

Aula II - Dipartimento di Scienze Statistiche, piano terra

Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca

An introduction to the Malliavin Calculus and its applications

Seminar room, 1st floor, Department of Statistics, Via Belle Arti 41, Bologna

Prof. Alberto Lanconelli

Special Functions (theory and applications) - Cycle 34 - Mandatory Courses

Seminar Room, 1st Floor, Department of Statistics, Via Belle Arti 41, 40126 Bologna BO

Forward or backward simulation? A comparative study

Aula seminari - Dipartimento di Scienze Statistiche, I piano

Dr. Piergiacomo Sabino, Uniper Global Commodities SE, Dusseldorf

Numerical methods in economics

Seminar Room, 1st floor, Department of Statistics, Via Belle Arti 41, Bologna

Prof.ssa Renata Bottazzi

Density and tube estimates for diffusion processes under Hormander-type conditions

Aula seminari - Dipartimento di Scienze Statistiche, I piano

Dr. Paolo Pigato, Weierstrass Institute for Applied Analysis and Stochastics, Berlino

Asymptotic tools

Seminar room

Kullback-Leibler information and statistical modeling

Seminar room

prof. Gabriele Soffritti

The Clark-Ocone formula and the Poincare' inequality for point processes

Aula seminari - Dipartimento di Scienze Statistiche, I piano

Dr. Giovanni Luca Torrisi, CNR-Istituto per le Applicazioni del Calcolo “M. Picone” (Roma)

A challenge for statisticians: the design-based spatial interpolation

Room III, 2nd floor, Department of Statistics, Via Belle Arti 41, Bologna

Prof. Lorenzo Fattorini, Università degli Studi di Siena

Dynamic Discrete Mixtures and High-Frequency Prices

Room IV, 2nd floor, Department of Statistics, Via Belle Arti 41, Bologna

Prof. Leopoldo Catania, Aarhus University