Spring with STORM
functional analysis optimization and control probability
| Audience: | Researchers in the topic |
| Seminar series times: | Wednesday 10:00-11:00, Thursday 10:00-11:00, Friday 10:00-11:00 in your time zone, UTC |
| Organizer: | Giulia Di Nunno* |
| *contact for this listing |
The seminar is held by Zoom. To obtain the link to the virtual room, please visit the webpage of the seminar series and register by writing to the organizers.
Upcoming talks
Past talks
| Your time | Speaker | Title | |||
|---|---|---|---|---|---|
| Fri | Jun 26 | 09:00 | Dennis Schoers | Copulas and Sklar's theorem in infinite dimensions | |
| Wed | Jun 17 | 09:00 | José Manuel Corcuera | Path-dependent Kyle equilibrium model | |
| Fri | Jun 12 | 09:00 | Anton Yurchenko-Tytarenko | Sandwiched processes driven by Hölder noises | |
| Wed | Jun 03 | 09:00 | Emanuela Rosazza-Gianin | Capital allocation rules and acceptance sets | |
| Fri | May 29 | 09:00 | Silvia Lavagnini | Accuracy of deep learning in calibrating HJM forward curves | |
| Wed | May 20 | 09:00 | Bernt Øksendal | Optimal control of SPDEs with space interactions | |
| Fri | May 15 | 09:00 | Michele Giordano | Lifting of Volterra processes: optimal control and HJB equations | |
| Thu | May 07 | 09:00 | Fabian Harang | Deterministic regularization by noise | |
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